| Metric | 11522968:solusd:triple_gx:lsma220_20_25 | 11522968:SOLUSD |
|---|---|---|
| Time in Market | 27.0% | 100.0% |
| Cumulative Return | 586.99% | 370.17% |
| Max Drawdown | -41.52% | -79.31% |
| Sharpe | 1.35 | 0.96 |
| Sortino | 2.62 | 1.48 |
| Payoff Ratio | 1.63 | 1.48 |
| Profit Factor | 1.52 | 1.15 |
| Common Sense Ratio | 2.07 | 1.47 |
| CPC Index | 1.08 | 0.85 |
| Tail Ratio | 1.37 | 1.28 |
| Outlier Win Ratio | 18.31 | 3.1 |
| Outlier Loss Ratio | 3.86 | 2.84 |
| Volatility (ann.) | 50.98% | 96.4% |
| R^2 | 0.28 | 0.28 |
| Calmar | 1.83 | 0.73 |
| Skew | 3.35 | 0.23 |
| Kurtosis | 33.16 | 7.43 |
| Expected Daily % | 0.16% | 0.12% |
| Expected Monthly % | 4.7% | 3.75% |
| Expected Yearly % | 61.9% | 47.25% |
| Kelly Criterion | 9.15% | 15.79% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -4.2% | -8.05% |
| Expected Shortfall (cVaR) | -4.2% | -8.05% |
| Year | 11522968:SOLUSD | 11522968:solusd:triple_gx:lsma220_20_25 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -75.03 | 9.41 | -0.13 | + |
| 2023 | 921.46 | 428.45 | 0.46 | - |
| 2024 | 85.41 | 75.98 | 0.89 | - |
| 2025 | -0.57 | -32.48 | 56.79 | - |
| Metric | 11522968:solusd:triple_gx:lsma220_20_25 | 11522968:SOLUSD |
|---|---|---|
| MTD | 0.0% | 0.33% |
| 3M | 3.54% | 15.43% |
| 6M | -8.38% | 26.77% |
| YTD | -32.48% | -0.57% |
| 1Y | -16.88% | 13.08% |
| 3Y (ann.) | 83.8% | 79.87% |
| 5Y (ann.) | 76.18% | 57.6% |
| Metric | 11522968:solusd:triple_gx:lsma220_20_25 | 11522968:SOLUSD |
|---|---|---|
| Max Drawdown | -41.52% | -79.31% |
| Longest DD Days | 309.0 | 453.0 |
| Avg. Drawdown | -9.92% | -21.33% |
| Avg. Drawdown Days | 53.0 | 67.0 |
| Recovery Factor | 14.14 | 4.67 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-28 | 2025-11-02 | -41.52 | 309 |
| 2022-06-26 | 2023-01-13 | -29.27 | 201 |
| 2023-01-15 | 2023-07-13 | -20.41 | 179 |
| 2024-07-22 | 2024-11-11 | -20.32 | 112 |
| 2023-12-26 | 2024-03-14 | -18.53 | 79 |
| 2024-03-18 | 2024-04-22 | -15.83 | 35 |
| 2023-11-20 | 2023-12-21 | -15.52 | 31 |
| 2024-04-23 | 2024-06-27 | -13.76 | 65 |
| 2024-06-28 | 2024-07-15 | -10.99 | 17 |
| 2024-11-23 | 2024-12-24 | -10.35 | 31 |
| Metric | 11522968:solusd:triple_gx:lsma220_20_25 | 11522968:SOLUSD |
|---|---|---|
| Best Day | 32.67% | 32.67% |
| Worst Day | -14.72% | -42.6% |
| Best Week | 43.41% | 43.67% |
| Worst Week | -19.09% | -51.66% |
| Best Month | 55.73% | 140.02% |
| Worst Month | -14.09% | -56.44% |
| Best Year | 428.45% | 921.46% |
| Worst Year | -32.48% | -75.03% |
| Avg. Up Day | 4.78% | 4.82% |
| Avg. Down Day | -2.92% | -3.26% |
| Avg. Up Week | 10.22% | 15.52% |
| Avg. Down Week | -5.38% | -7.6% |
| Avg. Up Month | 21.86% | 41.5% |
| Avg. Down Month | -6.41% | -25.8% |
| Win Days % | 43.64% | 49.76% |
| Win Month % | 63.64% | 54.76% |
| Win Week % | 55.0% | 49.45% |
| Win Quarter % | 73.33% | 53.33% |
| Win Year % | 75.0% | 50.0% |