| Metric | 11563345:solusd:triple_gx:zlema105_40_45 | 11563345:SOLUSD |
|---|---|---|
| Time in Market | 25.0% | 100.0% |
| Cumulative Return | 20.52% | -18.43% |
| Max Drawdown | -19.02% | -54.78% |
| Sharpe | 0.85 | 0.16 |
| Sortino | 1.33 | 0.24 |
| Payoff Ratio | 1.45 | 1.06 |
| Profit Factor | 1.3 | 1.02 |
| Common Sense Ratio | 2.44 | 1.02 |
| CPC Index | 0.8 | 0.55 |
| Tail Ratio | 1.87 | 0.99 |
| Outlier Win Ratio | 23.23 | 2.73 |
| Outlier Loss Ratio | 4.22 | 2.23 |
| Volatility (ann.) | 34.09% | 89.6% |
| R^2 | 0.15 | 0.15 |
| Calmar | 1.39 | -0.41 |
| Skew | 0.43 | 0.46 |
| Kurtosis | 11.8 | 3.97 |
| Expected Daily % | 0.06% | -0.07% |
| Expected Monthly % | 1.88% | -2.02% |
| Expected Yearly % | 9.78% | -9.69% |
| Kelly Criterion | 2.9% | 4.66% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.86% | -7.68% |
| Expected Shortfall (cVaR) | -2.86% | -7.68% |
| Year | 11563345:SOLUSD | 11563345:solusd:triple_gx:zlema105_40_45 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 13.75 | 16.50 | 1.20 | + |
| 2025 | -28.30 | 3.45 | -0.12 | + |
| Metric | 11563345:solusd:triple_gx:zlema105_40_45 | 11563345:SOLUSD |
|---|---|---|
| MTD | -0.56% | -8.58% |
| 3M | -1.48% | -37.4% |
| 6M | 9.81% | 2.99% |
| YTD | 3.45% | -28.3% |
| 1Y | 20.52% | -18.43% |
| 3Y (ann.) | 26.38% | -22.55% |
| 5Y (ann.) | 26.38% | -22.55% |
| Metric | 11563345:solusd:triple_gx:zlema105_40_45 | 11563345:SOLUSD |
|---|---|---|
| Max Drawdown | -19.02% | -54.78% |
| Longest DD Days | 83.0 | 100.0 |
| Avg. Drawdown | -4.95% | -19.95% |
| Avg. Drawdown Days | 18.0 | 34.0 |
| Recovery Factor | 1.08 | -0.34 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-28 | 2024-08-23 | -19.02 | 56 |
| 2024-12-26 | 2025-03-19 | -12.11 | 83 |
| 2024-11-28 | 2024-12-11 | -7.16 | 13 |
| 2024-11-16 | 2024-11-27 | -3.10 | 11 |
| 2024-11-03 | 2024-11-05 | -3.01 | 2 |
| 2024-11-13 | 2024-11-15 | -2.90 | 2 |
| 2024-12-12 | 2024-12-24 | -1.50 | 12 |
| 2024-10-09 | 2024-10-11 | -0.37 | 2 |
| 2024-06-26 | 2024-06-27 | -0.18 | 1 |
| 2024-10-21 | 2024-10-22 | -0.18 | 1 |
| Metric | 11563345:solusd:triple_gx:zlema105_40_45 | 11563345:SOLUSD |
|---|---|---|
| Best Day | 9.33% | 24.47% |
| Worst Day | -9.3% | -20.52% |
| Best Week | 7.5% | 21.25% |
| Worst Week | -13.07% | -17.1% |
| Best Month | 7.42% | 41.15% |
| Worst Month | -1.41% | -36.08% |
| Best Year | 16.5% | 13.75% |
| Worst Year | 3.45% | -28.3% |
| Avg. Up Day | 3.24% | 3.29% |
| Avg. Down Day | -2.23% | -3.1% |
| Avg. Up Week | 3.47% | 8.89% |
| Avg. Down Week | -5.17% | -3.96% |
| Avg. Up Month | 2.62% | 22.92% |
| Avg. Down Month | -0.99% | -14.58% |
| Win Days % | 42.47% | 50.86% |
| Win Month % | 75.0% | 50.0% |
| Win Week % | 70.0% | 51.16% |
| Win Quarter % | 100.0% | 50.0% |
| Win Year % | 100.0% | 50.0% |