| Metric | 11560072:solusd:triple_gx:zlema20_175_25 | 11560072:SOLUSD |
|---|---|---|
| Time in Market | 100.0% | 100.0% |
| Cumulative Return | 117.62% | 23.59% |
| Max Drawdown | -19.09% | -88.7% |
| Sharpe | 2.62 | 1.86 |
| Sortino | 6.16 | 3.03 |
| Payoff Ratio | 3.73 | 0.99 |
| Profit Factor | 1.71 | 1.34 |
| Common Sense Ratio | 4.23 | 2.14 |
| CPC Index | 1.58 | 0.64 |
| Tail Ratio | 2.47 | 1.59 |
| Outlier Win Ratio | 4.28 | 2.78 |
| Outlier Loss Ratio | 14.07 | 2.63 |
| Volatility (ann.) | 126.44% | 320.26% |
| R^2 | 0.15 | 0.15 |
| Calmar | 1.59 | 0.08 |
| Skew | 1.97 | 0.26 |
| Kurtosis | 5.01 | 2.48 |
| Expected Daily % | 0.71% | 0.19% |
| Expected Monthly % | 2.92% | 0.79% |
| Expected Yearly % | 21.46% | 5.44% |
| Kelly Criterion | 4.6% | -4.96% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -9.98% | -25.94% |
| Expected Shortfall (cVaR) | -9.98% | -25.94% |
| Year | 11560072:SOLUSD | 11560072:solusd:triple_gx:zlema20_175_25 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -88.70 | -18.94 | 0.21 | + |
| 2023 | 719.95 | 84.79 | 0.12 | - |
| 2024 | 85.26 | 22.19 | 0.26 | - |
| 2025 | -28.02 | 18.90 | -0.67 | + |
| Metric | 11560072:solusd:triple_gx:zlema20_175_25 | 11560072:SOLUSD |
|---|---|---|
| MTD | 1.93% | -41.34% |
| 3M | 4.5% | -40.13% |
| 6M | 34.29% | 4.44% |
| YTD | 18.9% | -28.02% |
| 1Y | 39.36% | -10.03% |
| 3Y (ann.) | 30.31% | 7.48% |
| 5Y (ann.) | 30.31% | 7.48% |
| Metric | 11560072:solusd:triple_gx:zlema20_175_25 | 11560072:SOLUSD |
|---|---|---|
| Max Drawdown | -19.09% | -88.7% |
| Longest DD Days | 273.0 | 621.0 |
| Avg. Drawdown | -7.2% | -33.85% |
| Avg. Drawdown Days | 48.0 | 145.0 |
| Recovery Factor | 6.16 | 0.27 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-04-13 | 2023-01-11 | -19.09 | 273 |
| 2023-11-10 | 2023-12-25 | -18.81 | 45 |
| 2024-04-21 | 2024-07-20 | -17.40 | 90 |
| 2024-12-12 | 2025-01-18 | -14.38 | 37 |
| 2023-03-19 | 2023-07-26 | -11.73 | 129 |
| 2023-12-30 | 2024-01-15 | -10.06 | 16 |
| 2024-03-15 | 2024-03-29 | -8.19 | 14 |
| 2025-01-27 | 2025-03-15 | -6.57 | 47 |
| 2024-07-28 | 2024-11-06 | -6.31 | 101 |
| 2023-01-14 | 2023-01-20 | -6.16 | 6 |
| Metric | 11560072:solusd:triple_gx:zlema20_175_25 | 11560072:SOLUSD |
|---|---|---|
| Best Day | 25.23% | 53.86% |
| Worst Day | -12.3% | -57.54% |
| Best Week | 25.01% | 77.92% |
| Worst Week | -12.45% | -57.54% |
| Best Month | 43.23% | 105.23% |
| Worst Month | -11.21% | -61.22% |
| Best Year | 84.79% | 719.95% |
| Worst Year | -18.94% | -88.7% |
| Avg. Up Day | 8.92% | 9.12% |
| Avg. Down Day | -2.39% | -9.18% |
| Avg. Up Week | 9.79% | 22.02% |
| Avg. Down Week | -3.87% | -14.63% |
| Avg. Up Month | 15.38% | 55.78% |
| Avg. Down Month | -5.73% | -22.61% |
| Win Days % | 24.77% | 47.71% |
| Win Month % | 51.85% | 44.44% |
| Win Week % | 39.39% | 46.97% |
| Win Quarter % | 66.67% | 41.67% |
| Win Year % | 75.0% | 50.0% |