| Metric | 11556753:solusd:triple_gx:lsma255_130_145 | 11556753:SOLUSD |
|---|---|---|
| Time in Market | 35.0% | 100.0% |
| Cumulative Return | -11.88% | -17.42% |
| Max Drawdown | -48.47% | -59.71% |
| Sharpe | 0.11 | 0.27 |
| Sortino | 0.16 | 0.39 |
| Payoff Ratio | 0.99 | 0.93 |
| Profit Factor | 1.03 | 1.04 |
| Common Sense Ratio | 1.02 | 1.04 |
| CPC Index | 0.49 | 0.49 |
| Tail Ratio | 0.99 | 1.0 |
| Outlier Win Ratio | 14.25 | 3.05 |
| Outlier Loss Ratio | 2.8 | 2.64 |
| Volatility (ann.) | 54.31% | 84.74% |
| R^2 | 0.41 | 0.41 |
| Calmar | -0.17 | -0.21 |
| Skew | 0.26 | 0.31 |
| Kurtosis | 20.07 | 3.05 |
| Expected Daily % | -0.02% | -0.04% |
| Expected Monthly % | -0.7% | -1.06% |
| Expected Yearly % | -6.13% | -9.12% |
| Kelly Criterion | -4.3% | -1.77% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -4.66% | -7.23% |
| Expected Shortfall (cVaR) | -4.66% | -7.23% |
| Year | 11556753:SOLUSD | 11556753:solusd:triple_gx:lsma255_130_145 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 13.75 | 32.67 | 2.38 | + |
| 2025 | -27.40 | -33.58 | 1.23 | - |
| Metric | 11556753:solusd:triple_gx:lsma255_130_145 | 11556753:SOLUSD |
|---|---|---|
| MTD | -2.12% | -26.75% |
| 3M | -19.02% | -26.25% |
| 6M | -19.02% | -18.15% |
| YTD | -33.58% | -27.4% |
| 1Y | -36.63% | -37.27% |
| 3Y (ann.) | -8.29% | -12.28% |
| 5Y (ann.) | -8.29% | -12.28% |
| Metric | 11556753:solusd:triple_gx:lsma255_130_145 | 11556753:SOLUSD |
|---|---|---|
| Max Drawdown | -48.47% | -59.71% |
| Longest DD Days | 351.0 | 301.0 |
| Avg. Drawdown | -12.29% | -20.57% |
| Avg. Drawdown Days | 63.0 | 64.0 |
| Recovery Factor | -0.25 | -0.29 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-11-30 | 2025-11-16 | -48.47 | 351 |
| 2024-06-12 | 2024-10-14 | -21.19 | 124 |
| 2024-10-30 | 2024-11-06 | -8.19 | 7 |
| 2024-10-25 | 2024-10-28 | -7.03 | 3 |
| 2024-11-12 | 2024-11-21 | -6.11 | 9 |
| 2024-10-15 | 2024-10-19 | -4.49 | 4 |
| 2024-11-27 | 2024-11-29 | -2.07 | 2 |
| 2024-10-21 | 2024-10-22 | -0.74 | 1 |
| Metric | 11556753:solusd:triple_gx:lsma255_130_145 | 11556753:SOLUSD |
|---|---|---|
| Best Day | 24.47% | 24.47% |
| Worst Day | -20.52% | -20.52% |
| Best Week | 22.72% | 21.25% |
| Worst Week | -17.55% | -18.95% |
| Best Month | 34.51% | 41.15% |
| Worst Month | -22.31% | -36.08% |
| Best Year | 32.67% | 13.75% |
| Worst Year | -33.58% | -27.4% |
| Avg. Up Day | 3.46% | 3.48% |
| Avg. Down Day | -3.5% | -3.75% |
| Avg. Up Week | 7.09% | 9.32% |
| Avg. Down Week | -6.75% | -8.03% |
| Avg. Up Month | 15.32% | 17.35% |
| Avg. Down Month | -11.39% | -20.38% |
| Win Days % | 48.11% | 51.03% |
| Win Month % | 42.86% | 55.56% |
| Win Week % | 47.22% | 50.0% |
| Win Quarter % | 57.14% | 57.14% |
| Win Year % | 50.0% | 50.0% |