| Metric | 4027728:solusd:triple_gx:lsma120_45_35 | 4027728:SOLUSD |
|---|---|---|
| Time in Market | 34.0% | 100.0% |
| Cumulative Return | -6.15% | -14.35% |
| Max Drawdown | -46.02% | -58.89% |
| Sharpe | 0.04 | 0.12 |
| Sortino | 0.05 | 0.17 |
| Payoff Ratio | 1.03 | 0.98 |
| Profit Factor | 1.01 | 1.02 |
| Common Sense Ratio | 0.98 | 1.03 |
| CPC Index | 0.5 | 0.49 |
| Tail Ratio | 0.97 | 1.01 |
| Outlier Win Ratio | 16.92 | 3.15 |
| Outlier Loss Ratio | 3.5 | 3.2 |
| Volatility (ann.) | 23.28% | 44.52% |
| R^2 | 0.27 | 0.27 |
| Calmar | -0.16 | -0.29 |
| Skew | -0.16 | 0.62 |
| Kurtosis | 13.01 | 8.39 |
| Expected Daily % | -0.01% | -0.01% |
| Expected Monthly % | -0.58% | -1.4% |
| Expected Yearly % | -3.13% | -7.45% |
| Kelly Criterion | -2.05% | -2.46% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.0% | -3.82% |
| Expected Shortfall (cVaR) | -2.0% | -3.82% |
| Year | 4027728:SOLUSD | 4027728:solusd:triple_gx:lsma120_45_35 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 30.93 | 44.51 | 1.44 | + |
| 2025 | -34.58 | -35.06 | 1.01 | - |
| Metric | 4027728:solusd:triple_gx:lsma120_45_35 | 4027728:SOLUSD |
|---|---|---|
| MTD | -23.67% | -16.59% |
| 3M | -36.9% | -42.89% |
| 6M | -31.67% | -6.0% |
| YTD | -35.06% | -34.58% |
| 1Y | -6.15% | -14.35% |
| 3Y (ann.) | -7.27% | -16.82% |
| 5Y (ann.) | -7.27% | -16.82% |
| Metric | 4027728:solusd:triple_gx:lsma120_45_35 | 4027728:SOLUSD |
|---|---|---|
| Max Drawdown | -46.02% | -58.89% |
| Longest DD Days | 88.0 | 101.0 |
| Avg. Drawdown | -7.64% | -12.09% |
| Avg. Drawdown Days | 18.0 | 18.0 |
| Recovery Factor | -0.13 | -0.24 |
| Ulcer Index | inf | 1.02 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-19 | 2025-03-18 | -46.02 | 57 |
| 2024-08-24 | 2024-11-21 | -18.08 | 88 |
| 2024-11-22 | 2025-01-18 | -15.66 | 57 |
| 2024-07-03 | 2024-07-19 | -11.61 | 16 |
| 2024-06-28 | 2024-07-02 | -8.06 | 4 |
| 2024-05-21 | 2024-06-27 | -6.77 | 37 |
| 2024-08-12 | 2024-08-23 | -4.66 | 11 |
| 2024-07-22 | 2024-08-12 | -2.79 | 21 |
| 2024-05-16 | 2024-05-17 | -2.79 | 0 |
| 2024-05-18 | 2024-05-20 | -2.65 | 1 |
| Metric | 4027728:solusd:triple_gx:lsma120_45_35 | 4027728:SOLUSD |
|---|---|---|
| Best Day | 7.32% | 19.54% |
| Worst Day | -9.01% | -14.23% |
| Best Week | 12.57% | 21.25% |
| Worst Week | -16.0% | -17.1% |
| Best Month | 15.03% | 41.15% |
| Worst Month | -23.67% | -36.08% |
| Best Year | 44.51% | 30.93% |
| Worst Year | -35.06% | -34.58% |
| Avg. Up Day | 1.56% | 1.57% |
| Avg. Down Day | -1.51% | -1.6% |
| Avg. Up Week | 5.45% | 10.54% |
| Avg. Down Week | -7.28% | -9.33% |
| Avg. Up Month | 7.43% | 21.25% |
| Avg. Down Month | -14.52% | -24.42% |
| Win Days % | 48.18% | 49.23% |
| Win Month % | 63.64% | 54.55% |
| Win Week % | 55.88% | 47.83% |
| Win Quarter % | 75.0% | 75.0% |
| Win Year % | 50.0% | 50.0% |