| Metric | 11525685:solusd:triple_gx:lsma275_25_40 | 11525685:SOLUSD |
|---|---|---|
| Time in Market | 25.0% | 100.0% |
| Cumulative Return | 257.19% | 387.0% |
| Max Drawdown | -39.51% | -79.31% |
| Sharpe | 1.11 | 0.99 |
| Sortino | 1.97 | 1.53 |
| Payoff Ratio | 1.46 | 1.27 |
| Profit Factor | 1.42 | 1.16 |
| Common Sense Ratio | 1.94 | 1.44 |
| CPC Index | 0.97 | 0.73 |
| Tail Ratio | 1.37 | 1.24 |
| Outlier Win Ratio | 22.05 | 3.03 |
| Outlier Loss Ratio | 3.83 | 2.94 |
| Volatility (ann.) | 43.66% | 95.04% |
| R^2 | 0.21 | 0.21 |
| Calmar | 1.21 | 0.79 |
| Skew | 2.47 | 0.22 |
| Kurtosis | 25.73 | 8.19 |
| Expected Daily % | 0.11% | 0.13% |
| Expected Monthly % | 3.23% | 4.04% |
| Expected Yearly % | 37.48% | 48.55% |
| Kelly Criterion | 10.4% | 10.31% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -3.63% | -7.92% |
| Expected Shortfall (cVaR) | -3.63% | -7.92% |
| Year | 11525685:SOLUSD | 11525685:solusd:triple_gx:lsma275_25_40 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -74.14 | 3.58 | -0.05 | + |
| 2023 | 921.46 | 235.47 | 0.26 | - |
| 2024 | 85.41 | 10.10 | 0.12 | - |
| 2025 | -0.57 | -6.64 | 11.61 | - |
| Metric | 11525685:solusd:triple_gx:lsma275_25_40 | 11525685:SOLUSD |
|---|---|---|
| MTD | 0.33% | 0.33% |
| 3M | 18.82% | 15.43% |
| 6M | 18.82% | 26.77% |
| YTD | -6.64% | -0.57% |
| 1Y | -16.3% | 13.08% |
| 3Y (ann.) | 54.22% | 79.87% |
| 5Y (ann.) | 47.92% | 62.71% |
| Metric | 11525685:solusd:triple_gx:lsma275_25_40 | 11525685:SOLUSD |
|---|---|---|
| Max Drawdown | -39.51% | -79.31% |
| Longest DD Days | 434.0 | 453.0 |
| Avg. Drawdown | -7.75% | -18.77% |
| Avg. Drawdown Days | 41.0 | 67.0 |
| Recovery Factor | 6.51 | 4.88 |
| Ulcer Index | inf | 1.03 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-08-25 | 2025-11-02 | -39.51 | 434 |
| 2024-01-02 | 2024-05-04 | -20.19 | 123 |
| 2022-11-25 | 2023-01-20 | -14.98 | 56 |
| 2024-07-07 | 2024-07-18 | -12.38 | 11 |
| 2022-09-30 | 2022-11-23 | -12.28 | 54 |
| 2023-01-21 | 2023-01-29 | -10.81 | 8 |
| 2023-07-27 | 2023-10-23 | -10.17 | 88 |
| 2024-07-29 | 2024-08-24 | -9.89 | 26 |
| 2024-07-03 | 2024-07-06 | -9.30 | 3 |
| 2023-11-11 | 2023-11-14 | -8.59 | 3 |
| Metric | 11525685:solusd:triple_gx:lsma275_25_40 | 11525685:SOLUSD |
|---|---|---|
| Best Day | 25.06% | 32.67% |
| Worst Day | -14.72% | -42.6% |
| Best Week | 31.04% | 43.67% |
| Worst Week | -17.88% | -51.66% |
| Best Month | 73.81% | 140.02% |
| Worst Month | -16.19% | -56.44% |
| Best Year | 235.47% | 921.46% |
| Worst Year | -6.64% | -74.14% |
| Avg. Up Day | 4.0% | 4.03% |
| Avg. Down Day | -2.74% | -3.18% |
| Avg. Up Week | 9.15% | 10.97% |
| Avg. Down Week | -4.97% | -7.13% |
| Avg. Up Month | 16.27% | 45.23% |
| Avg. Down Month | -9.16% | -17.08% |
| Win Days % | 46.85% | 49.87% |
| Win Month % | 62.96% | 55.0% |
| Win Week % | 53.12% | 50.0% |
| Win Quarter % | 69.23% | 57.14% |
| Win Year % | 75.0% | 50.0% |