| Metric | 11527654:solusd:triple_gx:lsma280_20_50 | 11527654:SOLUSD |
|---|---|---|
| Time in Market | 28.0% | 100.0% |
| Cumulative Return | 287.48% | 224.83% |
| Max Drawdown | -51.13% | -79.31% |
| Sharpe | 1.08 | 0.86 |
| Sortino | 2.04 | 1.32 |
| Payoff Ratio | 1.39 | 1.33 |
| Profit Factor | 1.38 | 1.14 |
| Common Sense Ratio | 1.65 | 1.39 |
| CPC Index | 0.92 | 0.75 |
| Tail Ratio | 1.19 | 1.22 |
| Outlier Win Ratio | 18.68 | 3.01 |
| Outlier Loss Ratio | 3.62 | 2.91 |
| Volatility (ann.) | 48.69% | 95.25% |
| R^2 | 0.26 | 0.26 |
| Calmar | 1.0 | 0.55 |
| Skew | 3.64 | 0.22 |
| Kurtosis | 37.86 | 8.06 |
| Expected Daily % | 0.11% | 0.1% |
| Expected Monthly % | 3.44% | 2.99% |
| Expected Yearly % | 40.3% | 34.25% |
| Kelly Criterion | 9.87% | 11.65% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -4.05% | -7.98% |
| Expected Shortfall (cVaR) | -4.05% | -7.98% |
| Year | 11527654:SOLUSD | 11527654:solusd:triple_gx:lsma280_20_50 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -76.37 | 5.47 | -0.07 | + |
| 2023 | 921.46 | 335.71 | 0.36 | - |
| 2024 | 85.41 | -6.40 | -0.07 | - |
| 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.) | 57.0% | 112.33% |
| 5Y (ann.) | 51.19% | 43.27% |
| Metric | 11527654:solusd:triple_gx:lsma280_20_50 | 11527654:SOLUSD |
|---|---|---|
| Max Drawdown | -51.13% | -79.31% |
| Longest DD Days | 448.0 | 453.0 |
| Avg. Drawdown | -9.54% | -19.87% |
| Avg. Drawdown Days | 47.0 | 72.0 |
| Recovery Factor | 5.62 | 2.83 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-08-25 | 2025-11-16 | -51.13 | 448 |
| 2024-01-18 | 2024-03-31 | -17.92 | 73 |
| 2023-01-30 | 2023-07-02 | -17.70 | 153 |
| 2023-11-19 | 2023-12-02 | -15.67 | 13 |
| 2023-01-17 | 2023-01-20 | -12.01 | 3 |
| 2023-01-21 | 2023-01-29 | -10.81 | 8 |
| 2024-04-01 | 2024-07-15 | -10.30 | 105 |
| 2023-07-27 | 2023-10-19 | -10.17 | 84 |
| 2023-12-09 | 2024-01-09 | -9.83 | 31 |
| 2024-01-11 | 2024-01-17 | -9.71 | 6 |
| Metric | 11527654:solusd:triple_gx:lsma280_20_50 | 11527654:SOLUSD |
|---|---|---|
| Best Day | 32.43% | 32.67% |
| Worst Day | -11.57% | -42.6% |
| Best Week | 47.38% | 43.67% |
| Worst Week | -17.1% | -51.66% |
| Best Month | 51.96% | 140.02% |
| Worst Month | -25.86% | -56.44% |
| Best Year | 335.71% | 921.46% |
| Worst Year | -9.92% | -76.37% |
| Avg. Up Day | 4.01% | 4.04% |
| Avg. Down Day | -2.88% | -3.04% |
| Avg. Up Week | 11.87% | 14.42% |
| Avg. Down Week | -6.11% | -7.7% |
| Avg. Up Month | 23.1% | 49.33% |
| Avg. Down Month | -8.39% | -19.87% |
| Win Days % | 47.55% | 49.58% |
| Win Month % | 53.85% | 52.5% |
| Win Week % | 52.38% | 48.57% |
| Win Quarter % | 66.67% | 57.14% |
| Win Year % | 50.0% | 50.0% |