| Metric | 11523386:solusd:triple_gx:lsma20_150_25 | 11523386:SOLUSD |
|---|---|---|
| Time in Market | 34.0% | 100.0% |
| Cumulative Return | -9.55% | 13.1% |
| Max Drawdown | -45.82% | -59.71% |
| Sharpe | 0.0 | 0.52 |
| Sortino | 0.0 | 0.78 |
| Payoff Ratio | 1.3 | 1.2 |
| Profit Factor | 1.0 | 1.08 |
| Common Sense Ratio | 1.14 | 1.1 |
| CPC Index | 0.49 | 0.66 |
| Tail Ratio | 1.14 | 1.02 |
| Outlier Win Ratio | 16.82 | 2.72 |
| Outlier Loss Ratio | 3.82 | 2.38 |
| Volatility (ann.) | 38.04% | 84.31% |
| R^2 | 0.2 | 0.2 |
| Calmar | -0.15 | 0.15 |
| Skew | 0.73 | 0.34 |
| Kurtosis | 7.48 | 3.19 |
| Expected Daily % | -0.02% | 0.02% |
| Expected Monthly % | -0.56% | 0.69% |
| Expected Yearly % | -4.9% | 6.35% |
| Kelly Criterion | -10.39% | 10.89% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -3.27% | -7.14% |
| Expected Shortfall (cVaR) | -3.27% | -7.14% |
| Year | 11523386:SOLUSD | 11523386:solusd:triple_gx:lsma20_150_25 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 13.75 | 29.10 | 2.12 | + |
| 2025 | -0.57 | -29.94 | 52.35 | - |
| Metric | 11523386:solusd:triple_gx:lsma20_150_25 | 11523386:SOLUSD |
|---|---|---|
| MTD | 0.0% | 0.33% |
| 3M | 16.85% | 15.43% |
| 6M | 0.83% | 26.77% |
| YTD | -29.94% | -0.57% |
| 1Y | -15.07% | 13.08% |
| 3Y (ann.) | -6.82% | 9.05% |
| 5Y (ann.) | -6.82% | 9.05% |
| Metric | 11523386:solusd:triple_gx:lsma20_150_25 | 11523386:SOLUSD |
|---|---|---|
| Max Drawdown | -45.82% | -59.71% |
| Longest DD Days | 344.0 | 287.0 |
| Avg. Drawdown | -13.48% | -20.57% |
| Avg. Drawdown Days | 81.0 | 63.0 |
| Recovery Factor | -0.21 | 0.22 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-11-23 | 2025-11-02 | -45.82 | 344 |
| 2024-07-22 | 2024-11-10 | -18.79 | 111 |
| 2024-06-26 | 2024-07-15 | -6.89 | 19 |
| 2024-11-12 | 2024-11-21 | -6.00 | 9 |
| 2024-07-17 | 2024-07-19 | -3.22 | 2 |
| 2024-06-24 | 2024-06-25 | -0.18 | 1 |
| Metric | 11523386:solusd:triple_gx:lsma20_150_25 | 11523386:SOLUSD |
|---|---|---|
| Best Day | 11.87% | 24.47% |
| Worst Day | -8.09% | -20.52% |
| Best Week | 19.01% | 21.25% |
| Worst Week | -17.25% | -18.95% |
| Best Month | 20.62% | 41.15% |
| Worst Month | -17.25% | -36.08% |
| Best Year | 29.1% | 13.75% |
| Worst Year | -29.94% | -0.57% |
| Avg. Up Day | 3.38% | 3.43% |
| Avg. Down Day | -2.6% | -2.86% |
| Avg. Up Week | 6.16% | 10.81% |
| Avg. Down Week | -4.85% | -8.14% |
| Avg. Up Month | 10.0% | 18.76% |
| Avg. Down Month | -7.1% | -17.21% |
| Win Days % | 37.57% | 51.45% |
| Win Month % | 41.18% | 61.11% |
| Win Week % | 43.9% | 52.63% |
| Win Quarter % | 42.86% | 57.14% |
| Win Year % | 50.0% | 50.0% |