| Metric | 11524267:solusd:triple_gx:lsma135_145_30 | 11524267:SOLUSD |
|---|---|---|
| Time in Market | 57.0% | 100.0% |
| Cumulative Return | -26.54% | -17.42% |
| Max Drawdown | -66.17% | -59.71% |
| Sharpe | -0.02 | 0.27 |
| Sortino | -0.03 | 0.39 |
| Payoff Ratio | 0.96 | 0.93 |
| Profit Factor | 1.0 | 1.04 |
| Common Sense Ratio | 1.15 | 1.04 |
| CPC Index | 0.48 | 0.49 |
| Tail Ratio | 1.16 | 1.0 |
| Outlier Win Ratio | 8.37 | 3.26 |
| Outlier Loss Ratio | 2.71 | 2.64 |
| Volatility (ann.) | 62.43% | 84.74% |
| R^2 | 0.54 | 0.54 |
| Calmar | -0.29 | -0.21 |
| Skew | -0.12 | 0.31 |
| Kurtosis | 5.31 | 3.05 |
| Expected Daily % | -0.06% | -0.04% |
| Expected Monthly % | -1.7% | -1.06% |
| Expected Yearly % | -14.29% | -9.12% |
| Kelly Criterion | -2.83% | -1.79% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -5.38% | -7.23% |
| Expected Shortfall (cVaR) | -5.38% | -7.23% |
| Year | 11524267:SOLUSD | 11524267:solusd:triple_gx:lsma135_145_30 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 13.75 | 42.77 | 3.11 | + |
| 2025 | -27.40 | -48.54 | 1.77 | - |
| Metric | 11524267:solusd:triple_gx:lsma135_145_30 | 11524267:SOLUSD |
|---|---|---|
| MTD | -10.78% | -26.75% |
| 3M | -4.24% | -26.25% |
| 6M | -17.63% | -18.15% |
| YTD | -48.54% | -27.4% |
| 1Y | -55.11% | -37.27% |
| 3Y (ann.) | -19.04% | -12.28% |
| 5Y (ann.) | -19.04% | -12.28% |
| Metric | 11524267:solusd:triple_gx:lsma135_145_30 | 11524267:SOLUSD |
|---|---|---|
| Max Drawdown | -66.17% | -59.71% |
| Longest DD Days | 358.0 | 301.0 |
| Avg. Drawdown | -14.3% | -20.57% |
| Avg. Drawdown Days | 54.0 | 64.0 |
| Recovery Factor | -0.4 | -0.29 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-11-23 | 2025-11-16 | -66.17 | 358 |
| 2024-07-29 | 2024-11-06 | -21.29 | 100 |
| 2024-07-03 | 2024-07-15 | -16.89 | 12 |
| 2024-07-22 | 2024-07-28 | -6.84 | 6 |
| 2024-06-28 | 2024-07-02 | -6.51 | 4 |
| 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 |
| 2024-06-24 | 2024-06-25 | -0.18 | 1 |
| Metric | 11524267:solusd:triple_gx:lsma135_145_30 | 11524267:SOLUSD |
|---|---|---|
| Best Day | 12.54% | 24.47% |
| Worst Day | -20.52% | -20.52% |
| Best Week | 21.25% | 21.25% |
| Worst Week | -22.18% | -18.95% |
| Best Month | 41.15% | 41.15% |
| Worst Month | -30.15% | -36.08% |
| Best Year | 42.77% | 13.75% |
| Worst Year | -48.54% | -27.4% |
| Avg. Up Day | 3.28% | 3.29% |
| Avg. Down Day | -3.4% | -3.55% |
| Avg. Up Week | 7.23% | 8.17% |
| Avg. Down Week | -8.07% | -8.14% |
| Avg. Up Month | 19.27% | 20.75% |
| Avg. Down Month | -12.07% | -18.84% |
| Win Days % | 49.5% | 51.03% |
| Win Month % | 35.29% | 55.56% |
| Win Week % | 51.92% | 50.0% |
| Win Quarter % | 71.43% | 57.14% |
| Win Year % | 50.0% | 50.0% |