| Metric | 11543083:solusd:triple_gx:lsma75_120_105 | 11543083:SOLUSD |
|---|---|---|
| Time in Market | 18.0% | 100.0% |
| Cumulative Return | 98.92% | -18.43% |
| Max Drawdown | -22.22% | -54.78% |
| Sharpe | 2.09 | 0.16 |
| Sortino | 5.65 | 0.24 |
| Payoff Ratio | 2.01 | 1.57 |
| Profit Factor | 2.34 | 1.02 |
| Common Sense Ratio | 4.81 | 1.02 |
| CPC Index | 2.44 | 0.82 |
| Tail Ratio | 2.05 | 0.99 |
| Outlier Win Ratio | 20.31 | 2.97 |
| Outlier Loss Ratio | 3.03 | 1.99 |
| Volatility (ann.) | 45.7% | 89.6% |
| R^2 | 0.27 | 0.27 |
| Calmar | 6.16 | -0.41 |
| Skew | 5.61 | 0.46 |
| Kurtosis | 49.06 | 3.97 |
| Expected Daily % | 0.24% | -0.07% |
| Expected Monthly % | 7.12% | -2.02% |
| Expected Yearly % | 41.04% | -9.69% |
| Kelly Criterion | 27.95% | 19.64% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -3.67% | -7.68% |
| Expected Shortfall (cVaR) | -3.67% | -7.68% |
| Year | 11543083:SOLUSD | 11543083:solusd:triple_gx:lsma75_120_105 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 13.75 | -5.53 | -0.40 | - |
| 2025 | -28.30 | 110.58 | -3.91 | + |
| Metric | 11543083:solusd:triple_gx:lsma75_120_105 | 11543083:SOLUSD |
|---|---|---|
| MTD | 29.94% | -8.58% |
| 3M | 110.2% | -37.4% |
| 6M | 110.2% | 2.99% |
| YTD | 110.58% | -28.3% |
| 1Y | 98.92% | -18.43% |
| 3Y (ann.) | 136.94% | -22.55% |
| 5Y (ann.) | 136.94% | -22.55% |
| Metric | 11543083:solusd:triple_gx:lsma75_120_105 | 11543083:SOLUSD |
|---|---|---|
| Max Drawdown | -22.22% | -54.78% |
| Longest DD Days | 143.0 | 100.0 |
| Avg. Drawdown | -5.7% | -19.95% |
| Avg. Drawdown Days | 31.0 | 34.0 |
| Recovery Factor | 4.45 | -0.34 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-08-25 | 2025-01-15 | -22.22 | 143 |
| 2025-01-19 | 2025-02-28 | -8.41 | 40 |
| 2025-03-01 | 2025-03-02 | -3.04 | 1 |
| 2024-08-22 | 2024-08-23 | -0.18 | 1 |
| 2025-03-18 | 2025-03-19 | -0.18 | 1 |
| 2024-08-20 | 2024-08-21 | -0.18 | 1 |
| Metric | 11543083:solusd:triple_gx:lsma75_120_105 | 11543083:SOLUSD |
|---|---|---|
| Best Day | 24.24% | 24.47% |
| Worst Day | -6.56% | -20.52% |
| Best Week | 20.47% | 21.25% |
| Worst Week | -10.06% | -17.1% |
| Best Month | 48.13% | 41.15% |
| Worst Month | -5.7% | -36.08% |
| Best Year | 110.58% | 13.75% |
| Worst Year | -5.53% | -28.3% |
| Avg. Up Day | 4.95% | 4.98% |
| Avg. Down Day | -2.47% | -3.16% |
| Avg. Up Week | 11.86% | 11.8% |
| Avg. Down Week | -8.25% | -9.33% |
| Avg. Up Month | 24.24% | 17.76% |
| Avg. Down Month | -2.94% | -20.88% |
| Win Days % | 51.92% | 50.86% |
| Win Month % | 66.67% | 50.0% |
| Win Week % | 69.23% | 51.16% |
| Win Quarter % | 33.33% | 50.0% |
| Win Year % | 50.0% | 50.0% |