| Metric | 11556755:solusd:triple_gx:lsma260_130_145 | 11556755:SOLUSD |
|---|---|---|
| Time in Market | 32.0% | 100.0% |
| Cumulative Return | 2.64% | -17.42% |
| Max Drawdown | -48.47% | -59.71% |
| Sharpe | 0.3 | 0.27 |
| Sortino | 0.44 | 0.39 |
| Payoff Ratio | 1.05 | 0.97 |
| Profit Factor | 1.09 | 1.04 |
| Common Sense Ratio | 1.3 | 1.04 |
| CPC Index | 0.55 | 0.52 |
| Tail Ratio | 1.2 | 1.0 |
| Outlier Win Ratio | 15.56 | 3.07 |
| Outlier Loss Ratio | 2.84 | 2.64 |
| Volatility (ann.) | 53.3% | 84.74% |
| R^2 | 0.39 | 0.39 |
| Calmar | 0.04 | -0.21 |
| Skew | 0.35 | 0.31 |
| Kurtosis | 21.86 | 3.05 |
| Expected Daily % | 0.0% | -0.04% |
| Expected Monthly % | 0.15% | -1.06% |
| Expected Yearly % | 1.31% | -9.12% |
| Kelly Criterion | -1.53% | 0.71% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -4.54% | -7.23% |
| Expected Shortfall (cVaR) | -4.54% | -7.23% |
| Year | 11556755:SOLUSD | 11556755:solusd:triple_gx:lsma260_130_145 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 13.75 | 39.19 | 2.85 | + |
| 2025 | -27.40 | -26.26 | 0.96 | + |
| Metric | 11556755:solusd:triple_gx:lsma260_130_145 | 11556755:SOLUSD |
|---|---|---|
| MTD | -2.12% | -26.75% |
| 3M | -19.02% | -26.25% |
| 6M | -19.02% | -18.15% |
| YTD | -26.26% | -27.4% |
| 1Y | -29.65% | -37.27% |
| 3Y (ann.) | 1.8% | -12.28% |
| 5Y (ann.) | 1.8% | -12.28% |
| Metric | 11556755:solusd:triple_gx:lsma260_130_145 | 11556755:SOLUSD |
|---|---|---|
| Max Drawdown | -48.47% | -59.71% |
| Longest DD Days | 351.0 | 301.0 |
| Avg. Drawdown | -10.85% | -20.57% |
| Avg. Drawdown Days | 61.0 | 64.0 |
| Recovery Factor | 0.05 | -0.29 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-11-30 | 2025-11-16 | -48.47 | 351 |
| 2024-07-03 | 2024-10-20 | -16.89 | 109 |
| 2024-06-28 | 2024-07-02 | -6.51 | 4 |
| 2024-11-12 | 2024-11-21 | -6.11 | 9 |
| 2024-06-17 | 2024-06-27 | -5.84 | 10 |
| 2024-11-27 | 2024-11-29 | -2.07 | 2 |
| 2024-10-21 | 2024-10-22 | -0.74 | 1 |
| 2024-11-05 | 2024-11-06 | -0.18 | 1 |
| Metric | 11556755:solusd:triple_gx:lsma260_130_145 | 11556755:SOLUSD |
|---|---|---|
| Best Day | 24.47% | 24.47% |
| Worst Day | -20.52% | -20.52% |
| Best Week | 19.8% | 21.25% |
| Worst Week | -17.55% | -18.95% |
| Best Month | 40.74% | 41.15% |
| Worst Month | -22.31% | -36.08% |
| Best Year | 39.19% | 13.75% |
| Worst Year | -26.26% | -27.4% |
| Avg. Up Day | 3.63% | 3.65% |
| Avg. Down Day | -3.45% | -3.75% |
| Avg. Up Week | 7.77% | 9.31% |
| Avg. Down Week | -6.41% | -7.8% |
| Avg. Up Month | 21.39% | 17.36% |
| Avg. Down Month | -11.66% | -21.81% |
| Win Days % | 47.9% | 51.03% |
| Win Month % | 42.86% | 55.56% |
| Win Week % | 47.06% | 50.0% |
| Win Quarter % | 57.14% | 57.14% |
| Win Year % | 50.0% | 50.0% |