| Metric | 11556753:solusd:triple_gx:lsma255_130_145 | 11556753:SOLUSD |
|---|---|---|
| Time in Market | 30.0% | 100.0% |
| Cumulative Return | 542.38% | 269.29% |
| Max Drawdown | -48.47% | -79.31% |
| Sharpe | 1.28 | 0.89 |
| Sortino | 2.3 | 1.37 |
| Payoff Ratio | 1.38 | 1.26 |
| Profit Factor | 1.46 | 1.14 |
| Common Sense Ratio | 2.04 | 1.42 |
| CPC Index | 1.0 | 0.71 |
| Tail Ratio | 1.39 | 1.24 |
| Outlier Win Ratio | 16.72 | 3.15 |
| Outlier Loss Ratio | 3.42 | 2.88 |
| Volatility (ann.) | 54.65% | 95.34% |
| R^2 | 0.33 | 0.33 |
| Calmar | 1.53 | 0.6 |
| Skew | 2.75 | 0.22 |
| Kurtosis | 32.25 | 7.86 |
| Expected Daily % | 0.15% | 0.11% |
| Expected Monthly % | 4.64% | 3.24% |
| Expected Yearly % | 59.2% | 38.62% |
| Kelly Criterion | 13.04% | 9.66% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -4.51% | -7.98% |
| Expected Shortfall (cVaR) | -4.51% | -7.98% |
| Year | 11556753:SOLUSD | 11556753:solusd:triple_gx:lsma255_130_145 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -73.14 | -10.33 | 0.14 | + |
| 2023 | 921.46 | 508.72 | 0.55 | - |
| 2024 | 85.41 | 77.18 | 0.90 | - |
| 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.) | 79.73% | 112.33% |
| 5Y (ann.) | 74.37% | 47.78% |
| Metric | 11556753:solusd:triple_gx:lsma255_130_145 | 11556753:SOLUSD |
|---|---|---|
| Max Drawdown | -48.47% | -79.31% |
| Longest DD Days | 351.0 | 453.0 |
| Avg. Drawdown | -8.34% | -19.71% |
| Avg. Drawdown Days | 40.0 | 69.0 |
| Recovery Factor | 11.19 | 3.4 |
| Ulcer Index | inf | 1.02 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-11-30 | 2025-11-16 | -48.47 | 351 |
| 2022-07-31 | 2023-01-03 | -27.41 | 156 |
| 2024-02-15 | 2024-10-20 | -24.62 | 248 |
| 2023-07-16 | 2023-10-01 | -23.40 | 77 |
| 2023-01-30 | 2023-06-29 | -22.86 | 150 |
| 2023-01-15 | 2023-01-20 | -14.40 | 5 |
| 2023-01-21 | 2023-01-29 | -10.81 | 8 |
| 2024-10-30 | 2024-11-06 | -8.19 | 7 |
| 2024-10-25 | 2024-10-28 | -7.03 | 3 |
| 2024-01-30 | 2024-02-08 | -6.12 | 9 |
| Metric | 11556753:solusd:triple_gx:lsma255_130_145 | 11556753:SOLUSD |
|---|---|---|
| Best Day | 32.67% | 32.67% |
| Worst Day | -20.52% | -42.6% |
| Best Week | 43.41% | 43.67% |
| Worst Week | -18.52% | -51.66% |
| Best Month | 140.44% | 140.02% |
| Worst Month | -22.31% | -56.44% |
| Best Year | 508.72% | 921.46% |
| Worst Year | -33.58% | -73.14% |
| Avg. Up Day | 4.11% | 4.13% |
| Avg. Down Day | -2.98% | -3.28% |
| Avg. Up Week | 11.36% | 12.54% |
| Avg. Down Week | -7.25% | -8.16% |
| Avg. Up Month | 28.5% | 35.08% |
| Avg. Down Month | -11.59% | -20.28% |
| Win Days % | 49.59% | 49.63% |
| Win Month % | 55.56% | 53.66% |
| Win Week % | 58.82% | 49.16% |
| Win Quarter % | 71.43% | 57.14% |
| Win Year % | 50.0% | 50.0% |