| Metric | 11556758:solusd:triple_gx:lsma275_130_145 | 11556758:SOLUSD |
|---|---|---|
| Time in Market | 25.0% | 100.0% |
| Cumulative Return | 354.12% | 387.0% |
| Max Drawdown | -48.47% | -79.31% |
| Sharpe | 1.15 | 0.99 |
| Sortino | 2.12 | 1.53 |
| Payoff Ratio | 1.53 | 1.4 |
| Profit Factor | 1.48 | 1.16 |
| Common Sense Ratio | 1.87 | 1.44 |
| CPC Index | 1.08 | 0.81 |
| Tail Ratio | 1.26 | 1.24 |
| Outlier Win Ratio | 20.41 | 3.1 |
| Outlier Loss Ratio | 3.48 | 2.8 |
| Volatility (ann.) | 51.58% | 95.04% |
| R^2 | 0.29 | 0.29 |
| Calmar | 1.22 | 0.79 |
| Skew | 3.33 | 0.22 |
| Kurtosis | 41.7 | 8.19 |
| Expected Daily % | 0.13% | 0.13% |
| Expected Monthly % | 3.86% | 4.04% |
| Expected Yearly % | 45.98% | 48.55% |
| Kelly Criterion | 13.11% | 14.11% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -4.28% | -7.92% |
| Expected Shortfall (cVaR) | -4.28% | -7.92% |
| Year | 11556758:SOLUSD | 11556758:solusd:triple_gx:lsma275_130_145 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -74.14 | -15.78 | 0.21 | + |
| 2023 | 921.46 | 409.03 | 0.44 | - |
| 2024 | 85.41 | 37.10 | 0.43 | - |
| 2025 | -0.57 | -22.73 | 39.74 | - |
| Metric | 11556758:solusd:triple_gx:lsma275_130_145 | 11556758:SOLUSD |
|---|---|---|
| MTD | 0.0% | 0.33% |
| 3M | -17.26% | 15.43% |
| 6M | -17.26% | 26.77% |
| YTD | -22.73% | -0.57% |
| 1Y | -28.56% | 13.08% |
| 3Y (ann.) | 63.51% | 79.87% |
| 5Y (ann.) | 59.25% | 62.71% |
| Metric | 11556758:solusd:triple_gx:lsma275_130_145 | 11556758:SOLUSD |
|---|---|---|
| Max Drawdown | -48.47% | -79.31% |
| Longest DD Days | 337.0 | 453.0 |
| Avg. Drawdown | -9.22% | -18.77% |
| Avg. Drawdown Days | 54.0 | 67.0 |
| Recovery Factor | 7.31 | 4.88 |
| Ulcer Index | 1.0 | 1.03 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-11-30 | 2025-11-02 | -48.47 | 337 |
| 2023-07-16 | 2023-10-01 | -23.40 | 77 |
| 2023-01-30 | 2023-07-02 | -22.86 | 153 |
| 2022-08-06 | 2023-01-03 | -22.57 | 150 |
| 2023-01-15 | 2023-01-20 | -14.40 | 5 |
| 2023-01-21 | 2023-01-29 | -10.81 | 8 |
| 2023-10-02 | 2023-11-09 | -9.88 | 38 |
| 2024-02-15 | 2024-10-13 | -8.25 | 241 |
| 2024-01-30 | 2024-02-08 | -6.12 | 9 |
| 2024-10-15 | 2024-11-21 | -3.90 | 37 |
| Metric | 11556758:solusd:triple_gx:lsma275_130_145 | 11556758: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 | 409.03% | 921.46% |
| Worst Year | -22.73% | -74.14% |
| Avg. Up Day | 4.29% | 4.31% |
| Avg. Down Day | -2.8% | -3.07% |
| Avg. Up Week | 13.03% | 13.48% |
| Avg. Down Week | -7.62% | -8.75% |
| Avg. Up Month | 29.41% | 38.61% |
| Avg. Down Month | -13.92% | -19.89% |
| Win Days % | 47.42% | 49.87% |
| Win Month % | 60.87% | 55.0% |
| Win Week % | 53.57% | 50.0% |
| Win Quarter % | 69.23% | 57.14% |
| Win Year % | 50.0% | 50.0% |