| Metric | 11523387:solusd:triple_gx:lsma145_145_25 | 11523387:SOLUSD |
|---|---|---|
| Time in Market | 62.0% | 100.0% |
| Cumulative Return | 63.7% | -17.42% |
| Max Drawdown | -46.77% | -59.71% |
| Sharpe | 0.83 | 0.27 |
| Sortino | 1.33 | 0.39 |
| Payoff Ratio | 1.18 | 1.06 |
| Profit Factor | 1.17 | 1.04 |
| Common Sense Ratio | 1.42 | 1.04 |
| CPC Index | 0.66 | 0.56 |
| Tail Ratio | 1.21 | 1.0 |
| Outlier Win Ratio | 7.16 | 3.46 |
| Outlier Loss Ratio | 2.95 | 2.6 |
| Volatility (ann.) | 68.06% | 84.74% |
| R^2 | 0.65 | 0.65 |
| Calmar | 0.86 | -0.21 |
| Skew | 0.89 | 0.31 |
| Kurtosis | 8.33 | 3.05 |
| Expected Daily % | 0.09% | -0.04% |
| Expected Monthly % | 2.78% | -1.06% |
| Expected Yearly % | 27.95% | -9.12% |
| Kelly Criterion | 3.89% | 4.66% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -5.7% | -7.23% |
| Expected Shortfall (cVaR) | -5.7% | -7.23% |
| Year | 11523387:SOLUSD | 11523387:solusd:triple_gx:lsma145_145_25 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 13.75 | 18.26 | 1.33 | + |
| 2025 | -27.40 | 38.43 | -1.40 | + |
| Metric | 11523387:solusd:triple_gx:lsma145_145_25 | 11523387:SOLUSD |
|---|---|---|
| MTD | -11.85% | -26.75% |
| 3M | 27.23% | -26.25% |
| 6M | 49.9% | -18.15% |
| YTD | 38.43% | -27.4% |
| 1Y | 24.85% | -37.27% |
| 3Y (ann.) | 40.15% | -12.28% |
| 5Y (ann.) | 40.15% | -12.28% |
| Metric | 11523387:solusd:triple_gx:lsma145_145_25 | 11523387:SOLUSD |
|---|---|---|
| Max Drawdown | -46.77% | -59.71% |
| Longest DD Days | 307.0 | 301.0 |
| Avg. Drawdown | -11.3% | -20.57% |
| Avg. Drawdown Days | 41.0 | 64.0 |
| Recovery Factor | 1.36 | -0.29 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-11-23 | 2025-09-26 | -46.77 | 307 |
| 2024-07-29 | 2024-11-11 | -29.01 | 105 |
| 2025-10-14 | 2025-11-16 | -18.33 | 33 |
| 2024-06-18 | 2024-07-14 | -12.16 | 26 |
| 2024-07-22 | 2024-07-28 | -6.84 | 6 |
| 2025-10-10 | 2025-10-12 | -6.00 | 2 |
| 2024-11-12 | 2024-11-17 | -5.77 | 5 |
| 2024-07-17 | 2024-07-19 | -3.22 | 2 |
| 2025-10-03 | 2025-10-08 | -2.94 | 5 |
| 2025-09-30 | 2025-10-01 | -1.93 | 1 |
| Metric | 11523387:solusd:triple_gx:lsma145_145_25 | 11523387:SOLUSD |
|---|---|---|
| Best Day | 24.47% | 24.47% |
| Worst Day | -20.52% | -20.52% |
| Best Week | 21.25% | 21.25% |
| Worst Week | -17.25% | -18.95% |
| Best Month | 41.15% | 41.15% |
| Worst Month | -17.4% | -36.08% |
| Best Year | 38.43% | 13.75% |
| Worst Year | 18.26% | -27.4% |
| Avg. Up Day | 3.69% | 3.69% |
| Avg. Down Day | -3.13% | -3.5% |
| Avg. Up Week | 7.88% | 8.79% |
| Avg. Down Week | -6.4% | -8.11% |
| Avg. Up Month | 14.88% | 16.7% |
| Avg. Down Month | -13.42% | -22.05% |
| Win Days % | 48.01% | 51.03% |
| Win Month % | 61.11% | 55.56% |
| Win Week % | 53.45% | 50.0% |
| Win Quarter % | 71.43% | 57.14% |
| Win Year % | 100.0% | 50.0% |