| Metric | 4027752:solusd:triple_gx:lsma235_45_35 | 4027752:SOLUSD |
|---|---|---|
| Time in Market | 28.0% | 100.0% |
| Cumulative Return | -6.37% | -14.35% |
| Max Drawdown | -31.68% | -58.89% |
| Sharpe | 0.0 | 0.12 |
| Sortino | 0.0 | 0.17 |
| Payoff Ratio | 1.02 | 1.0 |
| Profit Factor | 1.0 | 1.02 |
| Common Sense Ratio | 0.87 | 1.03 |
| CPC Index | 0.49 | 0.5 |
| Tail Ratio | 0.87 | 1.01 |
| Outlier Win Ratio | 22.11 | 3.03 |
| Outlier Loss Ratio | 3.56 | 3.08 |
| Volatility (ann.) | 19.99% | 44.52% |
| R^2 | 0.2 | 0.2 |
| Calmar | -0.24 | -0.29 |
| Skew | 0.43 | 0.62 |
| Kurtosis | 15.72 | 8.39 |
| Expected Daily % | -0.01% | -0.01% |
| Expected Monthly % | -0.6% | -1.4% |
| Expected Yearly % | -3.23% | -7.45% |
| Kelly Criterion | -2.78% | -1.37% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.72% | -3.82% |
| Expected Shortfall (cVaR) | -1.72% | -3.82% |
| Year | 4027752:SOLUSD | 4027752:solusd:triple_gx:lsma235_45_35 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 30.93 | -3.16 | -0.10 | - |
| 2025 | -34.58 | -3.31 | 0.10 | + |
| Metric | 4027752:solusd:triple_gx:lsma235_45_35 | 4027752:SOLUSD |
|---|---|---|
| MTD | -7.57% | -16.59% |
| 3M | -3.31% | -42.89% |
| 6M | 7.1% | -6.0% |
| YTD | -3.31% | -34.58% |
| 1Y | -6.37% | -14.35% |
| 3Y (ann.) | -7.52% | -16.82% |
| 5Y (ann.) | -7.52% | -16.82% |
| Metric | 4027752:solusd:triple_gx:lsma235_45_35 | 4027752:SOLUSD |
|---|---|---|
| Max Drawdown | -31.68% | -58.89% |
| Longest DD Days | 243.0 | 101.0 |
| Avg. Drawdown | -8.4% | -12.09% |
| Avg. Drawdown Days | 43.0 | 18.0 |
| Recovery Factor | -0.2 | -0.24 |
| Ulcer Index | inf | 1.02 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-05-21 | 2025-01-19 | -31.68 | 243 |
| 2025-01-19 | 2025-03-18 | -21.19 | 57 |
| 2024-05-16 | 2024-05-17 | -2.79 | 0 |
| 2024-05-18 | 2024-05-20 | -2.65 | 1 |
| 2024-05-20 | 2024-05-20 | -0.27 | 0 |
| 2024-05-16 | 2024-05-16 | -0.18 | 0 |
| 2024-05-17 | 2024-05-17 | -0.04 | 0 |
| Metric | 4027752:solusd:triple_gx:lsma235_45_35 | 4027752:SOLUSD |
|---|---|---|
| Best Day | 7.32% | 19.54% |
| Worst Day | -7.2% | -14.23% |
| Best Week | 12.57% | 21.25% |
| Worst Week | -11.53% | -17.1% |
| Best Month | 14.41% | 41.15% |
| Worst Month | -13.96% | -36.08% |
| Best Year | -3.16% | 30.93% |
| Worst Year | -3.31% | -34.58% |
| Avg. Up Day | 1.46% | 1.47% |
| Avg. Down Day | -1.44% | -1.46% |
| Avg. Up Week | 5.42% | 12.96% |
| Avg. Down Week | -6.42% | -8.17% |
| Avg. Up Month | 7.66% | 23.98% |
| Avg. Down Month | -9.22% | -16.44% |
| Win Days % | 48.22% | 49.23% |
| Win Month % | 44.44% | 54.55% |
| Win Week % | 51.85% | 47.83% |
| Win Quarter % | 25.0% | 75.0% |
| Win Year % | 0.0% | 50.0% |