| Metric | 11524295:solusd:triple_gx:lsma135_150_30 | 11524295:SOLUSD |
|---|---|---|
| Time in Market | 56.0% | 100.0% |
| Cumulative Return | -7.16% | -17.42% |
| Max Drawdown | -60.34% | -59.71% |
| Sharpe | 0.22 | 0.27 |
| Sortino | 0.33 | 0.39 |
| Payoff Ratio | 1.03 | 0.95 |
| Profit Factor | 1.04 | 1.04 |
| Common Sense Ratio | 1.33 | 1.04 |
| CPC Index | 0.53 | 0.5 |
| Tail Ratio | 1.28 | 1.0 |
| Outlier Win Ratio | 8.46 | 3.26 |
| Outlier Loss Ratio | 2.79 | 2.59 |
| Volatility (ann.) | 61.31% | 84.74% |
| R^2 | 0.52 | 0.52 |
| Calmar | -0.08 | -0.21 |
| Skew | -0.08 | 0.31 |
| Kurtosis | 5.71 | 3.05 |
| Expected Daily % | -0.01% | -0.04% |
| Expected Monthly % | -0.41% | -1.06% |
| Expected Yearly % | -3.65% | -9.12% |
| Kelly Criterion | -0.78% | -0.54% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -5.24% | -7.23% |
| Expected Shortfall (cVaR) | -5.24% | -7.23% |
| Year | 11524295:SOLUSD | 11524295:solusd:triple_gx:lsma135_150_30 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 13.75 | 68.47 | 4.98 | + |
| 2025 | -27.40 | -44.90 | 1.64 | - |
| Metric | 11524295:solusd:triple_gx:lsma135_150_30 | 11524295:SOLUSD |
|---|---|---|
| MTD | -10.78% | -26.75% |
| 3M | -4.24% | -26.25% |
| 6M | -11.79% | -18.15% |
| YTD | -44.9% | -27.4% |
| 1Y | -47.57% | -37.27% |
| 3Y (ann.) | -4.96% | -12.28% |
| 5Y (ann.) | -4.96% | -12.28% |
| Metric | 11524295:solusd:triple_gx:lsma135_150_30 | 11524295:SOLUSD |
|---|---|---|
| Max Drawdown | -60.34% | -59.71% |
| Longest DD Days | 358.0 | 301.0 |
| Avg. Drawdown | -12.32% | -20.57% |
| Avg. Drawdown Days | 49.0 | 64.0 |
| Recovery Factor | -0.12 | -0.29 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-11-23 | 2025-11-16 | -60.34 | 358 |
| 2024-07-29 | 2024-11-07 | -21.29 | 101 |
| 2024-07-03 | 2024-07-06 | -9.30 | 3 |
| 2024-07-07 | 2024-07-14 | -7.99 | 7 |
| 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 | 11524295:solusd:triple_gx:lsma135_150_30 | 11524295: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 | 68.47% | 13.75% |
| Worst Year | -44.9% | -27.4% |
| Avg. Up Day | 3.37% | 3.38% |
| Avg. Down Day | -3.27% | -3.56% |
| Avg. Up Week | 7.49% | 8.15% |
| Avg. Down Week | -8.01% | -8.26% |
| Avg. Up Month | 21.22% | 20.75% |
| Avg. Down Month | -11.12% | -18.84% |
| Win Days % | 48.81% | 51.03% |
| Win Month % | 35.29% | 55.56% |
| Win Week % | 53.85% | 50.0% |
| Win Quarter % | 71.43% | 57.14% |
| Win Year % | 50.0% | 50.0% |