| Metric | 4027752:solusd:triple_gx:lsma235_45_35 | 4027752:SOLUSD |
|---|---|---|
| Time in Market | 32.0% | 100.0% |
| Cumulative Return | 529.37% | 28.27% |
| Max Drawdown | -41.12% | -93.44% |
| Sharpe | 0.65 | 0.3 |
| Sortino | 1.09 | 0.44 |
| Payoff Ratio | 1.18 | 1.14 |
| Profit Factor | 1.2 | 1.05 |
| Common Sense Ratio | 1.28 | 1.08 |
| CPC Index | 0.7 | 0.6 |
| Tail Ratio | 1.06 | 1.03 |
| Outlier Win Ratio | 18.61 | 3.79 |
| Outlier Loss Ratio | 3.48 | 3.23 |
| Volatility (ann.) | 29.58% | 51.56% |
| R^2 | 0.33 | 0.33 |
| Calmar | 2.01 | 0.09 |
| Skew | 2.92 | 0.47 |
| Kurtosis | 46.33 | 11.25 |
| Expected Daily % | 0.04% | 0.01% |
| Expected Monthly % | 4.96% | 0.66% |
| Expected Yearly % | 58.39% | 6.42% |
| Kelly Criterion | 6.59% | 6.5% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.49% | -4.4% |
| Expected Shortfall (cVaR) | -2.49% | -4.4% |
| Year | 4027752:SOLUSD | 4027752:solusd:triple_gx:lsma235_45_35 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -89.65 | -14.16 | 0.16 | + |
| 2023 | 921.46 | 476.73 | 0.52 | - |
| 2024 | 85.41 | 31.47 | 0.37 | - |
| 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 | -18.59% | -38.76% |
| 3Y (ann.) | 85.12% | 12.0% |
| 5Y (ann.) | 82.81% | 8.51% |
| Metric | 4027752:solusd:triple_gx:lsma235_45_35 | 4027752:SOLUSD |
|---|---|---|
| Max Drawdown | -41.12% | -93.44% |
| Longest DD Days | 306.0 | 703.0 |
| Avg. Drawdown | -7.85% | -12.95% |
| Avg. Drawdown Days | 25.0 | 44.0 |
| Recovery Factor | 12.87 | 0.3 |
| Ulcer Index | 1.0 | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-04-03 | 2023-01-13 | -41.12 | 285 |
| 2024-03-18 | 2025-01-19 | -33.62 | 306 |
| 2023-11-16 | 2023-12-24 | -21.51 | 37 |
| 2025-01-19 | 2025-03-18 | -21.19 | 57 |
| 2023-07-15 | 2023-10-02 | -19.05 | 78 |
| 2022-03-02 | 2022-03-27 | -18.28 | 25 |
| 2023-12-25 | 2024-03-01 | -16.39 | 66 |
| 2023-01-15 | 2023-03-17 | -14.40 | 61 |
| 2023-11-02 | 2023-11-15 | -14.14 | 12 |
| 2023-04-17 | 2023-07-11 | -13.39 | 84 |
| Metric | 4027752:solusd:triple_gx:lsma235_45_35 | 4027752:SOLUSD |
|---|---|---|
| Best Day | 30.09% | 30.09% |
| Worst Day | -9.62% | -26.94% |
| Best Week | 37.92% | 43.67% |
| Worst Week | -16.52% | -51.66% |
| Best Month | 115.85% | 140.02% |
| Worst Month | -20.28% | -56.44% |
| Best Year | 476.73% | 921.46% |
| Worst Year | -14.16% | -89.65% |
| Avg. Up Day | 2.04% | 2.05% |
| Avg. Down Day | -1.72% | -1.8% |
| Avg. Up Week | 9.42% | 16.0% |
| Avg. Down Week | -5.73% | -8.18% |
| Avg. Up Month | 20.8% | 39.97% |
| Avg. Down Month | -7.68% | -24.22% |
| Win Days % | 49.35% | 50.21% |
| Win Month % | 55.88% | 50.0% |
| Win Week % | 52.0% | 46.01% |
| Win Quarter % | 53.85% | 53.85% |
| Win Year % | 50.0% | 50.0% |