| Metric | 11523358:solusd:triple_gx:lsma130_140_25 | 11523358:SOLUSD |
|---|---|---|
| Time in Market | 58.0% | 100.0% |
| Cumulative Return | 58.32% | 13.1% |
| Max Drawdown | -51.12% | -59.71% |
| Sharpe | 0.81 | 0.52 |
| Sortino | 1.29 | 0.78 |
| Payoff Ratio | 1.19 | 1.06 |
| Profit Factor | 1.17 | 1.08 |
| Common Sense Ratio | 1.53 | 1.1 |
| CPC Index | 0.66 | 0.59 |
| Tail Ratio | 1.31 | 1.02 |
| Outlier Win Ratio | 7.74 | 3.45 |
| Outlier Loss Ratio | 3.01 | 2.69 |
| Volatility (ann.) | 65.81% | 84.31% |
| R^2 | 0.61 | 0.61 |
| Calmar | 0.75 | 0.15 |
| Skew | 0.74 | 0.34 |
| Kurtosis | 8.5 | 3.19 |
| Expected Daily % | 0.09% | 0.02% |
| Expected Monthly % | 2.59% | 0.69% |
| Expected Yearly % | 25.83% | 6.35% |
| Kelly Criterion | 3.94% | 5.73% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -5.52% | -7.14% |
| Expected Shortfall (cVaR) | -5.52% | -7.14% |
| Year | 11523358:SOLUSD | 11523358:solusd:triple_gx:lsma130_140_25 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 13.75 | 42.41 | 3.08 | + |
| 2025 | -0.57 | 11.17 | -19.53 | + |
| Metric | 11523358:solusd:triple_gx:lsma130_140_25 | 11523358:SOLUSD |
|---|---|---|
| MTD | 0.0% | 0.33% |
| 3M | 69.15% | 15.43% |
| 6M | 45.26% | 26.77% |
| YTD | 11.17% | -0.57% |
| 1Y | 46.22% | 13.08% |
| 3Y (ann.) | 38.14% | 9.05% |
| 5Y (ann.) | 38.14% | 9.05% |
| Metric | 11523358:solusd:triple_gx:lsma130_140_25 | 11523358:SOLUSD |
|---|---|---|
| Max Drawdown | -51.12% | -59.71% |
| Longest DD Days | 324.0 | 287.0 |
| Avg. Drawdown | -15.75% | -20.57% |
| Avg. Drawdown Days | 61.0 | 63.0 |
| Recovery Factor | 1.14 | 0.22 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-11-23 | 2025-10-13 | -51.12 | 324 |
| 2024-07-22 | 2024-11-07 | -24.93 | 108 |
| 2024-06-28 | 2024-07-15 | -18.83 | 17 |
| 2025-10-14 | 2025-11-02 | -13.75 | 19 |
| 2024-06-18 | 2024-06-27 | -6.56 | 9 |
| 2024-11-12 | 2024-11-17 | -5.77 | 5 |
| 2024-07-17 | 2024-07-19 | -3.22 | 2 |
| 2024-11-19 | 2024-11-21 | -1.78 | 2 |
| Metric | 11523358:solusd:triple_gx:lsma130_140_25 | 11523358:SOLUSD |
|---|---|---|
| Best Day | 24.47% | 24.47% |
| Worst Day | -20.52% | -20.52% |
| Best Week | 21.25% | 21.25% |
| Worst Week | -18.33% | -18.95% |
| Best Month | 41.15% | 41.15% |
| Worst Month | -18.47% | -36.08% |
| Best Year | 42.41% | 13.75% |
| Worst Year | 11.17% | -0.57% |
| Avg. Up Day | 3.7% | 3.71% |
| Avg. Down Day | -3.12% | -3.5% |
| Avg. Up Week | 7.56% | 8.09% |
| Avg. Down Week | -5.39% | -7.99% |
| Avg. Up Month | 15.76% | 15.84% |
| Avg. Down Month | -12.6% | -18.96% |
| Win Days % | 47.84% | 51.45% |
| Win Month % | 58.82% | 61.11% |
| Win Week % | 49.09% | 52.63% |
| Win Quarter % | 85.71% | 57.14% |
| Win Year % | 100.0% | 50.0% |