| Metric | 11522972:solusd:triple_gx:lsma240_20_25 | 11522972:SOLUSD |
|---|---|---|
| Time in Market | 27.0% | 100.0% |
| Cumulative Return | 581.55% | 451.99% |
| Max Drawdown | -48.39% | -79.31% |
| Sharpe | 1.37 | 1.01 |
| Sortino | 2.63 | 1.57 |
| Payoff Ratio | 1.61 | 1.46 |
| Profit Factor | 1.52 | 1.16 |
| Common Sense Ratio | 2.1 | 1.46 |
| CPC Index | 1.09 | 0.84 |
| Tail Ratio | 1.38 | 1.26 |
| Outlier Win Ratio | 17.88 | 3.05 |
| Outlier Loss Ratio | 3.77 | 2.87 |
| Volatility (ann.) | 50.68% | 95.22% |
| R^2 | 0.28 | 0.28 |
| Calmar | 1.6 | 0.84 |
| Skew | 3.3 | 0.22 |
| Kurtosis | 33.42 | 7.89 |
| Expected Daily % | 0.16% | 0.14% |
| Expected Monthly % | 4.68% | 4.15% |
| Expected Yearly % | 61.58% | 53.28% |
| Kelly Criterion | 9.83% | 15.37% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -4.17% | -7.93% |
| Expected Shortfall (cVaR) | -4.17% | -7.93% |
| Year | 11522972:SOLUSD | 11522972:solusd:triple_gx:lsma240_20_25 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -70.69 | 6.29 | -0.09 | + |
| 2023 | 921.46 | 502.25 | 0.55 | - |
| 2024 | 85.41 | 61.75 | 0.72 | - |
| 2025 | -0.57 | -34.17 | 59.75 | - |
| Metric | 11522972:solusd:triple_gx:lsma240_20_25 | 11522972:SOLUSD |
|---|---|---|
| MTD | 0.0% | 0.33% |
| 3M | 7.26% | 15.43% |
| 6M | -10.13% | 26.77% |
| YTD | -34.17% | -0.57% |
| 1Y | -27.35% | 13.08% |
| 3Y (ann.) | 87.92% | 79.87% |
| 5Y (ann.) | 77.4% | 66.57% |
| Metric | 11522972:solusd:triple_gx:lsma240_20_25 | 11522972:SOLUSD |
|---|---|---|
| Max Drawdown | -48.39% | -79.31% |
| Longest DD Days | 344.0 | 453.0 |
| Avg. Drawdown | -8.47% | -17.86% |
| Avg. Drawdown Days | 44.0 | 59.0 |
| Recovery Factor | 12.02 | 5.7 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-11-23 | 2025-11-02 | -48.39 | 344 |
| 2023-01-15 | 2023-06-29 | -21.40 | 165 |
| 2023-12-26 | 2024-03-14 | -18.53 | 79 |
| 2024-07-22 | 2024-11-10 | -17.04 | 111 |
| 2022-09-24 | 2022-11-23 | -16.91 | 60 |
| 2024-03-18 | 2024-04-22 | -15.83 | 35 |
| 2023-11-20 | 2023-12-21 | -15.52 | 31 |
| 2024-04-23 | 2024-07-19 | -15.08 | 87 |
| 2023-08-30 | 2023-10-20 | -12.43 | 51 |
| 2024-11-12 | 2024-11-21 | -6.00 | 9 |
| Metric | 11522972:solusd:triple_gx:lsma240_20_25 | 11522972: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 | 502.25% | 921.46% |
| Worst Year | -34.17% | -70.69% |
| Avg. Up Day | 4.73% | 4.77% |
| Avg. Down Day | -2.94% | -3.27% |
| Avg. Up Week | 10.37% | 15.53% |
| Avg. Down Week | -5.91% | -7.19% |
| Avg. Up Month | 22.09% | 41.5% |
| Avg. Down Month | -6.63% | -18.07% |
| Win Days % | 44.41% | 49.75% |
| Win Month % | 54.84% | 54.76% |
| Win Week % | 58.9% | 49.72% |
| Win Quarter % | 78.57% | 53.33% |
| Win Year % | 75.0% | 50.0% |