| Metric | 11524267:solusd:triple_gx:lsma135_145_30 | 11524267:SOLUSD |
|---|---|---|
| Time in Market | 50.0% | 100.0% |
| Cumulative Return | 217.58% | 54.67% |
| Max Drawdown | -72.66% | -92.96% |
| Sharpe | 0.8 | 0.62 |
| Sortino | 1.21 | 0.92 |
| Payoff Ratio | 1.13 | 1.06 |
| Profit Factor | 1.19 | 1.1 |
| Common Sense Ratio | 1.43 | 1.3 |
| CPC Index | 0.68 | 0.58 |
| Tail Ratio | 1.2 | 1.18 |
| Outlier Win Ratio | 9.01 | 3.28 |
| Outlier Loss Ratio | 3.09 | 3.22 |
| Volatility (ann.) | 77.24% | 98.84% |
| R^2 | 0.61 | 0.61 |
| Calmar | 0.51 | 0.14 |
| Skew | 0.03 | 0.06 |
| Kurtosis | 18.56 | 6.68 |
| Expected Daily % | 0.09% | 0.03% |
| Expected Monthly % | 2.6% | 0.97% |
| Expected Yearly % | 33.49% | 11.52% |
| Kelly Criterion | 6.24% | 2.32% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -6.48% | -8.34% |
| Expected Shortfall (cVaR) | -6.48% | -8.34% |
| Year | 11524267:SOLUSD | 11524267:solusd:triple_gx:lsma135_145_30 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -88.75 | -66.94 | 0.75 | + |
| 2023 | 921.46 | 703.18 | 0.76 | - |
| 2024 | 85.41 | 132.45 | 1.55 | + |
| 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.) | 111.34% | 112.33% |
| 5Y (ann.) | 37.09% | 12.64% |
| Metric | 11524267:solusd:triple_gx:lsma135_145_30 | 11524267:SOLUSD |
|---|---|---|
| Max Drawdown | -72.66% | -92.96% |
| Longest DD Days | 465.0 | 703.0 |
| Avg. Drawdown | -14.02% | -19.37% |
| Avg. Drawdown Days | 53.0 | 101.0 |
| Recovery Factor | 2.99 | 0.59 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-04-04 | 2023-07-13 | -72.66 | 465 |
| 2024-11-23 | 2025-11-16 | -66.17 | 358 |
| 2024-07-29 | 2024-11-06 | -21.29 | 100 |
| 2023-11-16 | 2023-12-24 | -21.11 | 38 |
| 2023-12-26 | 2024-03-14 | -20.19 | 79 |
| 2024-04-23 | 2024-06-27 | -19.32 | 65 |
| 2024-07-03 | 2024-07-15 | -16.89 | 12 |
| 2023-07-16 | 2023-10-20 | -16.83 | 96 |
| 2024-03-18 | 2024-03-31 | -15.83 | 13 |
| 2024-04-15 | 2024-04-22 | -12.83 | 7 |
| Metric | 11524267:solusd:triple_gx:lsma135_145_30 | 11524267:SOLUSD |
|---|---|---|
| Best Day | 32.67% | 32.67% |
| Worst Day | -42.6% | -42.6% |
| Best Week | 43.67% | 43.67% |
| Worst Week | -51.66% | -51.66% |
| Best Month | 114.81% | 140.02% |
| Worst Month | -56.79% | -56.44% |
| Best Year | 703.18% | 921.46% |
| Worst Year | -66.94% | -88.75% |
| Avg. Up Day | 4.3% | 4.31% |
| Avg. Down Day | -3.8% | -4.05% |
| Avg. Up Week | 10.78% | 12.77% |
| Avg. Down Week | -9.12% | -10.12% |
| Avg. Up Month | 30.19% | 41.44% |
| Avg. Down Month | -15.48% | -24.31% |
| Win Days % | 50.23% | 49.66% |
| Win Month % | 52.78% | 51.11% |
| Win Week % | 57.14% | 47.18% |
| Win Quarter % | 73.33% | 56.25% |
| Win Year % | 50.0% | 50.0% |