| Metric | 11526906:solusd:triple_gx:lsma40_50_45 | 11526906:SOLUSD |
|---|---|---|
| Time in Market | 30.0% | 100.0% |
| Cumulative Return | 14.01% | -18.43% |
| Max Drawdown | -14.75% | -54.78% |
| Sharpe | 0.67 | 0.16 |
| Sortino | 1.07 | 0.24 |
| Payoff Ratio | 1.46 | 0.83 |
| Profit Factor | 1.22 | 1.02 |
| Common Sense Ratio | 2.06 | 1.02 |
| CPC Index | 0.69 | 0.43 |
| Tail Ratio | 1.68 | 0.99 |
| Outlier Win Ratio | 24.56 | 2.81 |
| Outlier Loss Ratio | 5.18 | 2.14 |
| Volatility (ann.) | 31.93% | 89.6% |
| R^2 | 0.13 | 0.13 |
| Calmar | 1.21 | -0.41 |
| Skew | 1.18 | 0.46 |
| Kurtosis | 14.07 | 3.97 |
| Expected Daily % | 0.04% | -0.07% |
| Expected Monthly % | 1.32% | -2.02% |
| Expected Yearly % | 6.78% | -9.69% |
| Kelly Criterion | -3.87% | -8.02% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.69% | -7.68% |
| Expected Shortfall (cVaR) | -2.69% | -7.68% |
| Year | 11526906:SOLUSD | 11526906:solusd:triple_gx:lsma40_50_45 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 13.75 | 8.05 | 0.59 | - |
| 2025 | -28.30 | 5.52 | -0.20 | + |
| Metric | 11526906:solusd:triple_gx:lsma40_50_45 | 11526906:SOLUSD |
|---|---|---|
| MTD | 0.0% | -8.58% |
| 3M | 3.0% | -37.4% |
| 6M | -0.99% | 2.99% |
| YTD | 5.52% | -28.3% |
| 1Y | 14.01% | -18.43% |
| 3Y (ann.) | 17.88% | -22.55% |
| 5Y (ann.) | 17.88% | -22.55% |
| Metric | 11526906:solusd:triple_gx:lsma40_50_45 | 11526906:SOLUSD |
|---|---|---|
| Max Drawdown | -14.75% | -54.78% |
| Longest DD Days | 131.0 | 100.0 |
| Avg. Drawdown | -5.9% | -19.95% |
| Avg. Drawdown Days | 30.0 | 34.0 |
| Recovery Factor | 0.95 | -0.34 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-07-29 | 2024-08-23 | -14.75 | 25 |
| 2024-08-25 | 2025-01-03 | -13.86 | 131 |
| 2024-06-06 | 2024-07-15 | -12.23 | 39 |
| 2025-01-13 | 2025-03-19 | -10.60 | 65 |
| 2025-01-04 | 2025-01-06 | -0.95 | 2 |
| 2025-01-11 | 2025-01-12 | -0.18 | 1 |
| 2025-01-09 | 2025-01-10 | -0.18 | 1 |
| 2024-07-26 | 2024-07-27 | -0.18 | 1 |
| 2024-06-02 | 2024-06-03 | -0.18 | 1 |
| Metric | 11526906:solusd:triple_gx:lsma40_50_45 | 11526906:SOLUSD |
|---|---|---|
| Best Day | 11.09% | 24.47% |
| Worst Day | -7.03% | -20.52% |
| Best Week | 12.23% | 21.25% |
| Worst Week | -8.13% | -17.1% |
| Best Month | 9.69% | 41.15% |
| Worst Month | -4.23% | -36.08% |
| Best Year | 8.05% | 13.75% |
| Worst Year | 5.52% | -28.3% |
| Avg. Up Day | 2.83% | 2.88% |
| Avg. Down Day | -1.94% | -3.45% |
| Avg. Up Week | 5.19% | 9.4% |
| Avg. Down Week | -3.54% | -8.78% |
| Avg. Up Month | 6.22% | 20.0% |
| Avg. Down Month | -4.23% | -11.82% |
| Win Days % | 38.37% | 50.86% |
| Win Month % | 55.56% | 50.0% |
| Win Week % | 44.83% | 51.16% |
| Win Quarter % | 50.0% | 50.0% |
| Win Year % | 100.0% | 50.0% |