| Metric | 11556760:solusd:triple_gx:lsma285_130_145 | 11556760:SOLUSD |
|---|---|---|
| Time in Market | 25.0% | 100.0% |
| Cumulative Return | -20.29% | 13.1% |
| Max Drawdown | -48.47% | -59.71% |
| Sharpe | -0.09 | 0.52 |
| Sortino | -0.13 | 0.78 |
| Payoff Ratio | 1.04 | 0.97 |
| Profit Factor | 0.97 | 1.08 |
| Common Sense Ratio | 1.09 | 1.1 |
| CPC Index | 0.46 | 0.54 |
| Tail Ratio | 1.13 | 1.02 |
| Outlier Win Ratio | 21.18 | 2.96 |
| Outlier Loss Ratio | 2.68 | 2.51 |
| Volatility (ann.) | 47.76% | 84.31% |
| R^2 | 0.32 | 0.32 |
| Calmar | -0.3 | 0.15 |
| Skew | 0.32 | 0.34 |
| Kurtosis | 33.59 | 3.19 |
| Expected Daily % | -0.04% | 0.02% |
| Expected Monthly % | -1.25% | 0.69% |
| Expected Yearly % | -10.72% | 6.35% |
| Kelly Criterion | -6.33% | 1.4% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -4.12% | -7.14% |
| Expected Shortfall (cVaR) | -4.12% | -7.14% |
| Year | 11556760:SOLUSD | 11556760:solusd:triple_gx:lsma285_130_145 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 13.75 | 3.16 | 0.23 | - |
| 2025 | -0.57 | -22.73 | 39.74 | - |
| Metric | 11556760:solusd:triple_gx:lsma285_130_145 | 11556760:SOLUSD |
|---|---|---|
| MTD | 0.0% | 0.33% |
| 3M | -17.26% | 15.43% |
| 6M | -17.26% | 26.77% |
| YTD | -22.73% | -0.57% |
| 1Y | -32.07% | 13.08% |
| 3Y (ann.) | -14.74% | 9.05% |
| 5Y (ann.) | -14.74% | 9.05% |
| Metric | 11556760:solusd:triple_gx:lsma285_130_145 | 11556760:SOLUSD |
|---|---|---|
| Max Drawdown | -48.47% | -59.71% |
| Longest DD Days | 337.0 | 287.0 |
| Avg. Drawdown | -13.14% | -20.57% |
| Avg. Drawdown Days | 80.0 | 63.0 |
| Recovery Factor | -0.42 | 0.22 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-11-30 | 2025-11-02 | -48.47 | 337 |
| 2024-10-02 | 2024-10-13 | -5.40 | 11 |
| 2024-08-12 | 2024-09-26 | -5.24 | 45 |
| 2024-10-15 | 2024-10-19 | -4.49 | 4 |
| 2024-11-27 | 2024-11-29 | -2.07 | 2 |
| Metric | 11556760:solusd:triple_gx:lsma285_130_145 | 11556760:SOLUSD |
|---|---|---|
| Best Day | 24.47% | 24.47% |
| Worst Day | -20.52% | -20.52% |
| Best Week | 17.23% | 21.25% |
| Worst Week | -17.55% | -18.95% |
| Best Month | 44.33% | 41.15% |
| Worst Month | -22.31% | -36.08% |
| Best Year | 3.16% | 13.75% |
| Worst Year | -22.73% | -0.57% |
| Avg. Up Day | 3.51% | 3.53% |
| Avg. Down Day | -3.37% | -3.64% |
| Avg. Up Week | 7.72% | 8.35% |
| Avg. Down Week | -6.98% | -8.68% |
| Avg. Up Month | 17.69% | 11.42% |
| Avg. Down Month | -13.57% | -20.82% |
| Win Days % | 45.74% | 51.45% |
| Win Month % | 36.36% | 61.11% |
| Win Week % | 42.31% | 52.63% |
| Win Quarter % | 66.67% | 57.14% |
| Win Year % | 50.0% | 50.0% |