| Metric | 11525687:solusd:triple_gx:lsma280_25_40 | 11525687:SOLUSD |
|---|---|---|
| Time in Market | 25.0% | 100.0% |
| Cumulative Return | 389.71% | 344.88% |
| Max Drawdown | -31.97% | -79.31% |
| Sharpe | 1.32 | 0.96 |
| Sortino | 2.39 | 1.49 |
| Payoff Ratio | 1.48 | 1.29 |
| Profit Factor | 1.51 | 1.15 |
| Common Sense Ratio | 2.28 | 1.44 |
| CPC Index | 1.07 | 0.74 |
| Tail Ratio | 1.51 | 1.25 |
| Outlier Win Ratio | 20.95 | 3.03 |
| Outlier Loss Ratio | 3.89 | 2.93 |
| Volatility (ann.) | 44.26% | 95.18% |
| R^2 | 0.22 | 0.22 |
| Calmar | 1.98 | 0.74 |
| Skew | 2.43 | 0.22 |
| Kurtosis | 24.49 | 8.17 |
| Expected Daily % | 0.13% | 0.13% |
| Expected Monthly % | 4.05% | 3.8% |
| Expected Yearly % | 48.76% | 45.23% |
| Kelly Criterion | 12.69% | 10.73% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -3.65% | -7.94% |
| Expected Shortfall (cVaR) | -3.65% | -7.94% |
| Year | 11525687:SOLUSD | 11525687:solusd:triple_gx:lsma280_25_40 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -76.37 | 6.20 | -0.08 | + |
| 2023 | 921.46 | 242.91 | 0.26 | - |
| 2024 | 85.41 | 21.07 | 0.25 | - |
| 2025 | -0.57 | 11.08 | -19.36 | + |
| Metric | 11525687:solusd:triple_gx:lsma280_25_40 | 11525687:SOLUSD |
|---|---|---|
| MTD | 0.33% | 0.33% |
| 3M | 18.82% | 15.43% |
| 6M | 18.82% | 26.77% |
| YTD | 11.08% | -0.57% |
| 1Y | -0.41% | 13.08% |
| 3Y (ann.) | 69.89% | 79.87% |
| 5Y (ann.) | 63.33% | 58.55% |
| Metric | 11525687:solusd:triple_gx:lsma280_25_40 | 11525687:SOLUSD |
|---|---|---|
| Max Drawdown | -31.97% | -79.31% |
| Longest DD Days | 290.0 | 453.0 |
| Avg. Drawdown | -7.34% | -19.87% |
| Avg. Drawdown Days | 35.0 | 72.0 |
| Recovery Factor | 12.19 | 4.35 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-11-23 | 2025-09-09 | -31.97 | 290 |
| 2024-01-02 | 2024-07-06 | -21.70 | 186 |
| 2025-10-08 | 2025-11-02 | -18.03 | 25 |
| 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 |
| Metric | 11525687:solusd:triple_gx:lsma280_25_40 | 11525687: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 | 242.91% | 921.46% |
| Worst Year | 6.2% | -76.37% |
| Avg. Up Day | 4.02% | 4.05% |
| Avg. Down Day | -2.72% | -3.14% |
| Avg. Up Week | 9.08% | 10.78% |
| Avg. Down Week | -5.23% | -7.26% |
| Avg. Up Month | 14.83% | 41.3% |
| Avg. Down Month | -12.12% | -20.31% |
| Win Days % | 47.95% | 49.75% |
| Win Month % | 77.78% | 55.0% |
| Win Week % | 58.46% | 49.71% |
| Win Quarter % | 61.54% | 57.14% |
| Win Year % | 100.0% | 50.0% |