| Metric | 11525742:solusd:triple_gx:lsma275_30_40 | 11525742:SOLUSD |
|---|---|---|
| Time in Market | 25.0% | 100.0% |
| Cumulative Return | 280.74% | 387.0% |
| Max Drawdown | -25.6% | -79.31% |
| Sharpe | 1.12 | 0.99 |
| Sortino | 2.04 | 1.53 |
| Payoff Ratio | 1.44 | 1.25 |
| Profit Factor | 1.44 | 1.16 |
| Common Sense Ratio | 1.94 | 1.44 |
| CPC Index | 0.97 | 0.72 |
| Tail Ratio | 1.35 | 1.24 |
| Outlier Win Ratio | 21.69 | 3.05 |
| Outlier Loss Ratio | 3.83 | 2.94 |
| Volatility (ann.) | 45.55% | 95.04% |
| R^2 | 0.23 | 0.23 |
| Calmar | 1.99 | 0.79 |
| Skew | 3.19 | 0.22 |
| Kurtosis | 39.12 | 8.19 |
| Expected Daily % | 0.11% | 0.13% |
| Expected Monthly % | 3.4% | 4.04% |
| Expected Yearly % | 39.69% | 48.55% |
| Kelly Criterion | 10.23% | 9.65% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -3.78% | -7.92% |
| Expected Shortfall (cVaR) | -3.78% | -7.92% |
| Year | 11525742:SOLUSD | 11525742:solusd:triple_gx:lsma275_30_40 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -74.14 | 12.32 | -0.17 | + |
| 2023 | 921.46 | 228.81 | 0.25 | - |
| 2024 | 85.41 | 12.67 | 0.15 | - |
| 2025 | -0.57 | -8.50 | 14.85 | - |
| Metric | 11525742:solusd:triple_gx:lsma275_30_40 | 11525742:SOLUSD |
|---|---|---|
| MTD | 0.33% | 0.33% |
| 3M | -0.28% | 15.43% |
| 6M | -0.28% | 26.77% |
| YTD | -8.5% | -0.57% |
| 1Y | 2.43% | 13.08% |
| 3Y (ann.) | 57.58% | 79.87% |
| 5Y (ann.) | 50.85% | 62.71% |
| Metric | 11525742:solusd:triple_gx:lsma275_30_40 | 11525742:SOLUSD |
|---|---|---|
| Max Drawdown | -25.6% | -79.31% |
| Longest DD Days | 461.0 | 453.0 |
| Avg. Drawdown | -8.46% | -18.77% |
| Avg. Drawdown Days | 59.0 | 67.0 |
| Recovery Factor | 10.97 | 4.88 |
| Ulcer Index | inf | 1.03 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-07-29 | 2025-11-02 | -25.60 | 461 |
| 2024-01-02 | 2024-05-03 | -24.79 | 122 |
| 2023-11-16 | 2023-12-08 | -21.11 | 22 |
| 2023-01-30 | 2023-06-30 | -11.45 | 151 |
| 2023-07-27 | 2023-10-29 | -10.17 | 94 |
| 2024-07-03 | 2024-07-06 | -9.30 | 3 |
| 2022-11-25 | 2023-01-13 | -8.84 | 49 |
| 2024-07-07 | 2024-07-15 | -7.99 | 8 |
| 2023-01-21 | 2023-01-29 | -7.52 | 8 |
| 2024-07-22 | 2024-07-26 | -4.18 | 4 |
| Metric | 11525742:solusd:triple_gx:lsma275_30_40 | 11525742:SOLUSD |
|---|---|---|
| Best Day | 32.43% | 32.67% |
| Worst Day | -14.72% | -42.6% |
| Best Week | 32.43% | 43.67% |
| Worst Week | -17.88% | -51.66% |
| Best Month | 44.98% | 140.02% |
| Worst Month | -19.18% | -56.44% |
| Best Year | 228.81% | 921.46% |
| Worst Year | -8.5% | -74.14% |
| Avg. Up Day | 4.02% | 4.05% |
| Avg. Down Day | -2.8% | -3.25% |
| Avg. Up Week | 9.76% | 11.82% |
| Avg. Down Week | -5.19% | -6.42% |
| Avg. Up Month | 16.66% | 45.23% |
| Avg. Down Month | -8.93% | -17.59% |
| Win Days % | 47.06% | 49.87% |
| Win Month % | 59.26% | 55.0% |
| Win Week % | 51.56% | 50.0% |
| Win Quarter % | 69.23% | 57.14% |
| Win Year % | 75.0% | 50.0% |