| Metric | 4025037:solusd:triple_gx:lsma120_80_10 | 4025037:SOLUSD |
|---|---|---|
| Time in Market | 42.0% | 100.0% |
| Cumulative Return | 4.34% | -14.35% |
| Max Drawdown | -36.29% | -58.89% |
| Sharpe | 0.18 | 0.12 |
| Sortino | 0.28 | 0.17 |
| Payoff Ratio | 1.18 | 1.16 |
| Profit Factor | 1.04 | 1.02 |
| Common Sense Ratio | 1.12 | 1.03 |
| CPC Index | 0.56 | 0.58 |
| Tail Ratio | 1.07 | 1.01 |
| Outlier Win Ratio | 13.45 | 3.37 |
| Outlier Loss Ratio | 3.86 | 3.26 |
| Volatility (ann.) | 27.2% | 44.52% |
| R^2 | 0.37 | 0.37 |
| Calmar | 0.14 | -0.29 |
| Skew | 2.03 | 0.62 |
| Kurtosis | 34.71 | 8.39 |
| Expected Daily % | 0.0% | -0.01% |
| Expected Monthly % | 0.39% | -1.4% |
| Expected Yearly % | 2.15% | -7.45% |
| Kelly Criterion | -1.28% | 5.45% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.33% | -3.82% |
| Expected Shortfall (cVaR) | -2.33% | -3.82% |
| Year | 4025037:SOLUSD | 4025037:solusd:triple_gx:lsma120_80_10 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 30.93 | 14.06 | 0.45 | - |
| 2025 | -34.58 | -8.52 | 0.25 | + |
| Metric | 4025037:solusd:triple_gx:lsma120_80_10 | 4025037:SOLUSD |
|---|---|---|
| MTD | -13.74% | -16.59% |
| 3M | -23.12% | -42.89% |
| 6M | -2.46% | -6.0% |
| YTD | -8.52% | -34.58% |
| 1Y | 4.34% | -14.35% |
| 3Y (ann.) | 5.18% | -16.82% |
| 5Y (ann.) | 5.18% | -16.82% |
| Metric | 4025037:solusd:triple_gx:lsma120_80_10 | 4025037:SOLUSD |
|---|---|---|
| Max Drawdown | -36.29% | -58.89% |
| Longest DD Days | 68.0 | 101.0 |
| Avg. Drawdown | -7.79% | -12.09% |
| Avg. Drawdown Days | 17.0 | 18.0 |
| Recovery Factor | 0.12 | -0.24 |
| Ulcer Index | inf | 1.02 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-19 | 2025-03-18 | -36.29 | 57 |
| 2024-11-12 | 2025-01-19 | -24.28 | 68 |
| 2024-07-03 | 2024-07-21 | -20.18 | 18 |
| 2024-08-24 | 2024-10-19 | -11.65 | 56 |
| 2024-05-21 | 2024-07-02 | -9.05 | 42 |
| 2024-07-22 | 2024-08-24 | -8.84 | 33 |
| 2024-10-25 | 2024-11-08 | -7.45 | 14 |
| 2024-11-10 | 2024-11-11 | -3.21 | 0 |
| 2024-05-16 | 2024-05-17 | -2.79 | 0 |
| 2024-10-21 | 2024-10-23 | -2.70 | 2 |
| Metric | 4025037:solusd:triple_gx:lsma120_80_10 | 4025037:SOLUSD |
|---|---|---|
| Best Day | 19.54% | 19.54% |
| Worst Day | -9.01% | -14.23% |
| Best Week | 15.96% | 21.25% |
| Worst Week | -15.71% | -17.1% |
| Best Month | 29.35% | 41.15% |
| Worst Month | -18.0% | -36.08% |
| Best Year | 14.06% | 30.93% |
| Worst Year | -8.52% | -34.58% |
| Avg. Up Day | 1.67% | 1.68% |
| Avg. Down Day | -1.42% | -1.45% |
| Avg. Up Week | 6.19% | 11.41% |
| Avg. Down Week | -5.45% | -9.18% |
| Avg. Up Month | 11.58% | 20.35% |
| Avg. Down Month | -12.57% | -23.61% |
| Win Days % | 45.24% | 49.23% |
| Win Month % | 54.55% | 54.55% |
| Win Week % | 51.43% | 47.83% |
| Win Quarter % | 50.0% | 75.0% |
| Win Year % | 50.0% | 50.0% |