| Metric | 11525686:solusd:triple_gx:lsma285_25_40 | 11525686:SOLUSD |
|---|---|---|
| Time in Market | 25.0% | 100.0% |
| Cumulative Return | 281.51% | 302.88% |
| Max Drawdown | -38.56% | -79.31% |
| Sharpe | 1.15 | 0.93 |
| Sortino | 2.05 | 1.44 |
| Payoff Ratio | 1.46 | 1.28 |
| Profit Factor | 1.43 | 1.15 |
| Common Sense Ratio | 2.0 | 1.43 |
| CPC Index | 0.97 | 0.73 |
| Tail Ratio | 1.4 | 1.25 |
| Outlier Win Ratio | 21.31 | 3.04 |
| Outlier Loss Ratio | 3.87 | 2.94 |
| Volatility (ann.) | 44.23% | 95.24% |
| R^2 | 0.22 | 0.22 |
| Calmar | 1.33 | 0.68 |
| Skew | 2.39 | 0.23 |
| Kurtosis | 24.58 | 8.19 |
| Expected Daily % | 0.11% | 0.12% |
| Expected Monthly % | 3.4% | 3.55% |
| Expected Yearly % | 39.76% | 41.67% |
| Kelly Criterion | 10.28% | 10.23% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -3.67% | -7.96% |
| Expected Shortfall (cVaR) | -3.67% | -7.96% |
| Year | 11525686:SOLUSD | 11525686:solusd:triple_gx:lsma285_25_40 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -78.61 | 6.20 | -0.08 | + |
| 2023 | 921.46 | 242.77 | 0.26 | - |
| 2024 | 85.41 | 7.45 | 0.09 | - |
| 2025 | -0.57 | -2.46 | 4.30 | - |
| Metric | 11525686:solusd:triple_gx:lsma285_25_40 | 11525686:SOLUSD |
|---|---|---|
| MTD | 0.33% | 0.33% |
| 3M | 14.59% | 15.43% |
| 6M | 14.59% | 26.77% |
| YTD | -2.46% | -0.57% |
| 1Y | -12.55% | 13.08% |
| 3Y (ann.) | 56.33% | 79.87% |
| 5Y (ann.) | 51.47% | 54.05% |
| Metric | 11525686:solusd:triple_gx:lsma285_25_40 | 11525686:SOLUSD |
|---|---|---|
| Max Drawdown | -38.56% | -79.31% |
| Longest DD Days | 434.0 | 453.0 |
| Avg. Drawdown | -7.59% | -20.91% |
| Avg. Drawdown Days | 43.0 | 76.0 |
| Recovery Factor | 7.3 | 3.82 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-08-25 | 2025-11-02 | -38.56 | 434 |
| 2024-01-02 | 2024-07-06 | -21.70 | 186 |
| 2022-11-25 | 2023-01-20 | -14.98 | 56 |
| 2024-07-07 | 2024-07-18 | -12.38 | 11 |
| 2023-01-21 | 2023-01-29 | -10.81 | 8 |
| 2023-07-27 | 2023-10-23 | -10.17 | 88 |
| 2022-09-30 | 2022-11-23 | -10.06 | 54 |
| 2024-07-29 | 2024-08-24 | -9.89 | 26 |
| 2023-11-11 | 2023-11-14 | -8.59 | 3 |
| 2023-01-30 | 2023-06-21 | -8.21 | 142 |
| Metric | 11525686:solusd:triple_gx:lsma285_25_40 | 11525686: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 | 242.77% | 921.46% |
| Worst Year | -2.46% | -78.61% |
| Avg. Up Day | 4.01% | 4.04% |
| Avg. Down Day | -2.75% | -3.16% |
| Avg. Up Week | 8.57% | 10.78% |
| Avg. Down Week | -5.28% | -7.37% |
| Avg. Up Month | 14.78% | 42.73% |
| Avg. Down Month | -12.12% | -20.31% |
| Win Days % | 46.76% | 49.62% |
| Win Month % | 74.07% | 55.0% |
| Win Week % | 56.92% | 49.42% |
| Win Quarter % | 61.54% | 57.14% |
| Win Year % | 75.0% | 50.0% |