| Metric | 11527654:solusd:triple_gx:lsma280_20_50 | 11527654:SOLUSD |
|---|---|---|
| Time in Market | 30.0% | 100.0% |
| Cumulative Return | -16.85% | -17.42% |
| Max Drawdown | -51.13% | -59.71% |
| Sharpe | -0.11 | 0.27 |
| Sortino | -0.16 | 0.39 |
| Payoff Ratio | 1.04 | 1.01 |
| Profit Factor | 0.97 | 1.04 |
| Common Sense Ratio | 0.94 | 1.04 |
| CPC Index | 0.47 | 0.53 |
| Tail Ratio | 0.97 | 1.0 |
| Outlier Win Ratio | 18.4 | 2.85 |
| Outlier Loss Ratio | 3.02 | 2.49 |
| Volatility (ann.) | 40.17% | 84.74% |
| R^2 | 0.23 | 0.23 |
| Calmar | -0.23 | -0.21 |
| Skew | 0.19 | 0.31 |
| Kurtosis | 8.2 | 3.05 |
| Expected Daily % | -0.03% | -0.04% |
| Expected Monthly % | -1.02% | -1.06% |
| Expected Yearly % | -8.82% | -9.12% |
| Kelly Criterion | -5.29% | 2.38% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -3.47% | -7.23% |
| Expected Shortfall (cVaR) | -3.47% | -7.23% |
| Year | 11527654:SOLUSD | 11527654:solusd:triple_gx:lsma280_20_50 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 13.75 | -7.70 | -0.56 | - |
| 2025 | -27.40 | -9.92 | 0.36 | + |
| Metric | 11527654:solusd:triple_gx:lsma280_20_50 | 11527654:SOLUSD |
|---|---|---|
| MTD | -13.4% | -26.75% |
| 3M | 12.64% | -26.25% |
| 6M | 12.64% | -18.15% |
| YTD | -9.92% | -27.4% |
| 1Y | -29.85% | -37.27% |
| 3Y (ann.) | -11.87% | -12.28% |
| 5Y (ann.) | -11.87% | -12.28% |
| Metric | 11527654:solusd:triple_gx:lsma280_20_50 | 11527654:SOLUSD |
|---|---|---|
| Max Drawdown | -51.13% | -59.71% |
| Longest DD Days | 448.0 | 301.0 |
| Avg. Drawdown | -13.77% | -20.57% |
| Avg. Drawdown Days | 96.0 | 64.0 |
| Recovery Factor | -0.33 | -0.29 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-08-25 | 2025-11-16 | -51.13 | 448 |
| 2024-07-29 | 2024-08-23 | -7.48 | 25 |
| 2024-07-22 | 2024-07-28 | -6.84 | 6 |
| 2024-07-17 | 2024-07-19 | -3.22 | 2 |
| 2024-07-12 | 2024-07-13 | -0.18 | 1 |
| Metric | 11527654:solusd:triple_gx:lsma280_20_50 | 11527654:SOLUSD |
|---|---|---|
| Best Day | 11.08% | 24.47% |
| Worst Day | -11.57% | -20.52% |
| Best Week | 21.25% | 21.25% |
| Worst Week | -17.1% | -18.95% |
| Best Month | 22.58% | 41.15% |
| Worst Month | -25.86% | -36.08% |
| Best Year | -7.7% | 13.75% |
| Worst Year | -9.92% | -27.4% |
| Avg. Up Day | 3.08% | 3.11% |
| Avg. Down Day | -2.96% | -3.09% |
| Avg. Up Week | 10.09% | 11.02% |
| Avg. Down Week | -7.0% | -9.43% |
| Avg. Up Month | 13.83% | 15.14% |
| Avg. Down Month | -11.86% | -22.99% |
| Win Days % | 46.25% | 51.03% |
| Win Month % | 41.67% | 55.56% |
| Win Week % | 40.62% | 50.0% |
| Win Quarter % | 40.0% | 57.14% |
| Win Year % | 0.0% | 50.0% |