| Metric | 11542658:solusd:triple_gx:lsma120_75_105 | 11542658:SOLUSD |
|---|---|---|
| Time in Market | 98.0% | 95.0% |
| Cumulative Return | 222.28% | 236.8% |
| Max Drawdown | -22.87% | -73.8% |
| Sharpe | 5.61 | -4.06 |
| Sortino | 17.49 | -4.12 |
| Payoff Ratio | 13.97 | 21.05 |
| Profit Factor | 3.08 | 0.2 |
| Common Sense Ratio | 9.46 | 355.3 |
| CPC Index | 9.27 | 149.95 |
| Tail Ratio | 3.07 | 0.3 |
| Outlier Win Ratio | 45.17 | 2.15 |
| Outlier Loss Ratio | 1267.84 | 5.9 |
| Volatility (ann.) | 251.77% | 891.21% |
| R^2 | 0.06 | 0.06 |
| Calmar | 2.32 | 0.6 |
| Skew | 1.4 | -5.26 |
| Kurtosis | 1.04 | 30.96 |
| Expected Daily % | 3.13% | NaN% |
| Expected Monthly % | 5.0% | NaN% |
| Expected Yearly % | 33.99% | NaN% |
| Kelly Criterion | 22.79% | 32.82% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -17.81% | -3106.74% |
| Expected Shortfall (cVaR) | -17.81% | -3313.86% |
| Year | 11542658:SOLUSD | 11542658:solusd:triple_gx:lsma120_75_105 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -26.55 | -21.90 | 0.83 | + |
| 2023 | 263.62 | 55.90 | 0.21 | - |
| 2024 | 85.41 | 32.76 | 0.38 | - |
| 2025 | -31.99 | 99.38 | -3.11 | + |
| Metric | 11542658:solusd:triple_gx:lsma120_75_105 | 11542658:SOLUSD |
|---|---|---|
| MTD | 34.84% | -4.96% |
| 3M | 99.02% | -5.61% |
| 6M | 99.02% | -5.61% |
| YTD | 99.38% | -31.99% |
| 1Y | 134.61% | -11.16% |
| 3Y (ann.) | 53.16% | -13.97% |
| 5Y (ann.) | 53.16% | -13.97% |
| Metric | 11542658:solusd:triple_gx:lsma120_75_105 | 11542658:SOLUSD |
|---|---|---|
| Max Drawdown | -22.87% | -73.8% |
| Longest DD Days | 309.0 | 522.0 |
| Avg. Drawdown | -6.68% | -29.45% |
| Avg. Drawdown Days | 74.0 | 130.0 |
| Recovery Factor | 9.72 | -0.34 |
| Ulcer Index | inf | 1.42 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2023-02-25 | 2023-12-31 | -22.87 | 309 |
| 2022-07-04 | 2023-01-04 | -22.04 | 184 |
| 2024-01-01 | 2024-03-10 | -15.24 | 69 |
| 2024-08-22 | 2025-01-04 | -5.55 | 135 |
| 2025-03-18 | 2025-03-21 | -0.18 | 3 |
| 2024-08-20 | 2024-08-21 | -0.18 | 1 |
| 2025-01-09 | 2025-01-11 | -0.18 | 2 |
| 2025-02-26 | 2025-03-02 | -0.18 | 4 |
| 2025-01-14 | 2025-01-26 | -0.18 | 12 |
| 2024-04-28 | 2024-05-18 | -0.18 | 20 |
| Metric | 11542658:solusd:triple_gx:lsma120_75_105 | 11542658:SOLUSD |
|---|---|---|
| Best Day | 35.63% | 2075.1% |
| Worst Day | -14.93% | -9924.51% |
| Best Week | 35.63% | 2075.1% |
| Worst Week | -14.93% | -9924.51% |
| Best Month | 48.13% | 211.04% |
| Worst Month | -15.08% | -1699.41% |
| Best Year | 99.38% | 89.18% |
| Worst Year | -21.9% | -602.16% |
| Avg. Up Day | 33.11% | 114.77% |
| Avg. Down Day | -2.46% | -279.5% |
| Avg. Up Week | 33.11% | 114.77% |
| Avg. Down Week | -3.07% | -314.2% |
| Avg. Up Month | 34.25% | 162.9% |
| Avg. Down Month | -4.42% | -338.62% |
| Win Days % | 29.73% | 19.44% |
| Win Month % | 30.43% | 22.73% |
| Win Week % | 32.26% | 20.0% |
| Win Quarter % | 54.55% | 27.27% |
| Win Year % | 75.0% | 50.0% |