| Metric | 11524297:solusd:triple_gx:lsma150_150_30 | 11524297:SOLUSD |
|---|---|---|
| Time in Market | 59.0% | 100.0% |
| Cumulative Return | -2.46% | 13.1% |
| Max Drawdown | -59.47% | -59.71% |
| Sharpe | 0.29 | 0.52 |
| Sortino | 0.42 | 0.78 |
| Payoff Ratio | 1.0 | 0.94 |
| Profit Factor | 1.05 | 1.08 |
| Common Sense Ratio | 1.26 | 1.1 |
| CPC Index | 0.52 | 0.52 |
| Tail Ratio | 1.19 | 1.02 |
| Outlier Win Ratio | 7.86 | 3.27 |
| Outlier Loss Ratio | 2.78 | 2.64 |
| Volatility (ann.) | 62.73% | 84.31% |
| R^2 | 0.55 | 0.55 |
| Calmar | -0.03 | 0.15 |
| Skew | -0.12 | 0.34 |
| Kurtosis | 5.27 | 3.19 |
| Expected Daily % | -0.0% | 0.02% |
| Expected Monthly % | -0.14% | 0.69% |
| Expected Yearly % | -1.24% | 6.35% |
| Kelly Criterion | -0.56% | -0.01% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -5.35% | -7.14% |
| Expected Shortfall (cVaR) | -5.35% | -7.14% |
| Year | 11524297:SOLUSD | 11524297:solusd:triple_gx:lsma150_150_30 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 13.75 | 61.37 | 4.46 | + |
| 2025 | -0.57 | -39.56 | 69.16 | - |
| Metric | 11524297:solusd:triple_gx:lsma150_150_30 | 11524297:SOLUSD |
|---|---|---|
| MTD | 0.0% | 0.33% |
| 3M | 15.35% | 15.43% |
| 6M | -5.58% | 26.77% |
| YTD | -39.56% | -0.57% |
| 1Y | -25.03% | 13.08% |
| 3Y (ann.) | -1.74% | 9.05% |
| 5Y (ann.) | -1.74% | 9.05% |
| Metric | 11524297:solusd:triple_gx:lsma150_150_30 | 11524297:SOLUSD |
|---|---|---|
| Max Drawdown | -59.47% | -59.71% |
| Longest DD Days | 344.0 | 287.0 |
| Avg. Drawdown | -13.09% | -20.57% |
| Avg. Drawdown Days | 48.0 | 63.0 |
| Recovery Factor | -0.04 | 0.22 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-11-23 | 2025-11-02 | -59.47 | 344 |
| 2024-07-29 | 2024-11-07 | -29.79 | 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 | 11524297:solusd:triple_gx:lsma150_150_30 | 11524297: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 | 61.37% | 13.75% |
| Worst Year | -39.56% | -0.57% |
| Avg. Up Day | 3.3% | 3.31% |
| Avg. Down Day | -3.29% | -3.51% |
| Avg. Up Week | 7.07% | 8.57% |
| Avg. Down Week | -8.62% | -8.38% |
| Avg. Up Month | 19.13% | 19.43% |
| Avg. Down Month | -13.85% | -17.53% |
| Win Days % | 49.67% | 51.45% |
| Win Month % | 41.18% | 61.11% |
| Win Week % | 57.41% | 52.63% |
| Win Quarter % | 71.43% | 57.14% |
| Win Year % | 50.0% | 50.0% |