| Metric | 11556755:solusd:triple_gx:lsma260_130_145 | 11556755:SOLUSD |
|---|---|---|
| Time in Market | 29.0% | 100.0% |
| Cumulative Return | 641.89% | 205.55% |
| Max Drawdown | -48.47% | -79.31% |
| Sharpe | 1.37 | 0.83 |
| Sortino | 2.5 | 1.27 |
| Payoff Ratio | 1.45 | 1.31 |
| Profit Factor | 1.52 | 1.13 |
| Common Sense Ratio | 2.21 | 1.38 |
| CPC Index | 1.08 | 0.73 |
| Tail Ratio | 1.45 | 1.22 |
| Outlier Win Ratio | 17.1 | 3.16 |
| Outlier Loss Ratio | 3.48 | 2.88 |
| Volatility (ann.) | 54.36% | 95.21% |
| R^2 | 0.33 | 0.33 |
| Calmar | 1.7 | 0.5 |
| Skew | 2.83 | 0.22 |
| Kurtosis | 33.11 | 7.93 |
| Expected Daily % | 0.16% | 0.09% |
| Expected Monthly % | 5.01% | 2.76% |
| Expected Yearly % | 65.04% | 32.21% |
| Kelly Criterion | 14.43% | 10.92% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -4.48% | -7.98% |
| Expected Shortfall (cVaR) | -4.48% | -7.98% |
| Year | 11556755:SOLUSD | 11556755:solusd:triple_gx:lsma260_130_145 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -77.78 | -10.33 | 0.13 | + |
| 2023 | 921.46 | 503.57 | 0.55 | - |
| 2024 | 85.41 | 85.89 | 1.01 | + |
| 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.) | 88.56% | 112.33% |
| 5Y (ann.) | 82.49% | 39.83% |
| Metric | 11556755:solusd:triple_gx:lsma260_130_145 | 11556755:SOLUSD |
|---|---|---|
| Max Drawdown | -48.47% | -79.31% |
| Longest DD Days | 351.0 | 453.0 |
| Avg. Drawdown | -7.92% | -20.79% |
| Avg. Drawdown Days | 40.0 | 74.0 |
| Recovery Factor | 13.24 | 2.59 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-11-30 | 2025-11-16 | -48.47 | 351 |
| 2022-07-31 | 2023-01-03 | -27.41 | 156 |
| 2023-07-16 | 2023-10-01 | -23.40 | 77 |
| 2023-01-30 | 2023-06-29 | -22.86 | 150 |
| 2024-07-03 | 2024-10-20 | -16.89 | 109 |
| 2023-01-15 | 2023-01-20 | -14.40 | 5 |
| 2023-01-21 | 2023-01-29 | -10.81 | 8 |
| 2024-02-15 | 2024-07-02 | -9.94 | 138 |
| 2024-01-30 | 2024-02-08 | -6.12 | 9 |
| 2024-11-12 | 2024-11-21 | -6.11 | 9 |
| Metric | 11556755:solusd:triple_gx:lsma260_130_145 | 11556755: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 | 503.57% | 921.46% |
| Worst Year | -26.26% | -77.78% |
| Avg. Up Day | 4.22% | 4.24% |
| Avg. Down Day | -2.92% | -3.24% |
| Avg. Up Week | 11.75% | 12.63% |
| Avg. Down Week | -7.04% | -8.0% |
| Avg. Up Month | 33.57% | 38.61% |
| Avg. Down Month | -11.77% | -21.15% |
| Win Days % | 49.43% | 49.51% |
| Win Month % | 55.56% | 51.22% |
| Win Week % | 59.09% | 48.31% |
| Win Quarter % | 71.43% | 57.14% |
| Win Year % | 50.0% | 50.0% |