| Metric | 11563577:solusd:triple_gx:zlema40_105_45 | 11563577:SOLUSD |
|---|---|---|
| Time in Market | 20.0% | 100.0% |
| Cumulative Return | 91.36% | 63.12% |
| Max Drawdown | -21.95% | -92.96% |
| Sharpe | 0.75 | 0.67 |
| Sortino | 1.29 | 1.01 |
| Payoff Ratio | 1.45 | 1.17 |
| Profit Factor | 1.33 | 1.1 |
| Common Sense Ratio | 1.91 | 1.35 |
| CPC Index | 0.81 | 0.64 |
| Tail Ratio | 1.44 | 1.22 |
| Outlier Win Ratio | 32.15 | 2.82 |
| Outlier Loss Ratio | 4.56 | 2.63 |
| Volatility (ann.) | 37.62% | 102.65% |
| R^2 | 0.13 | 0.13 |
| Calmar | 1.07 | 0.19 |
| Skew | 3.19 | 0.07 |
| Kurtosis | 43.61 | 6.73 |
| Expected Daily % | 0.06% | 0.04% |
| Expected Monthly % | 1.72% | 1.3% |
| Expected Yearly % | 17.61% | 13.01% |
| Kelly Criterion | 2.52% | 6.26% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -3.16% | -8.65% |
| Expected Shortfall (cVaR) | -3.16% | -8.65% |
| Year | 11563577:SOLUSD | 11563577:solusd:triple_gx:zlema40_105_45 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -87.99 | 1.34 | -0.02 | + |
| 2023 | 921.46 | 77.33 | 0.08 | - |
| 2024 | 85.41 | 2.93 | 0.03 | - |
| 2025 | -28.30 | 3.45 | -0.12 | + |
| Metric | 11563577:solusd:triple_gx:zlema40_105_45 | 11563577:SOLUSD |
|---|---|---|
| MTD | -0.56% | -8.58% |
| 3M | -1.48% | -37.4% |
| 6M | 9.81% | 2.99% |
| YTD | 3.45% | -28.3% |
| 1Y | 9.57% | -30.91% |
| 3Y (ann.) | 24.13% | 14.62% |
| 5Y (ann.) | 23.51% | 17.26% |
| Metric | 11563577:solusd:triple_gx:zlema40_105_45 | 11563577:SOLUSD |
|---|---|---|
| Max Drawdown | -21.95% | -92.96% |
| Longest DD Days | 284.0 | 703.0 |
| Avg. Drawdown | -7.59% | -17.48% |
| Avg. Drawdown Days | 49.0 | 68.0 |
| Recovery Factor | 4.16 | 0.68 |
| Ulcer Index | inf | 1.02 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-05-25 | 2022-11-23 | -21.95 | 182 |
| 2024-01-01 | 2024-10-11 | -21.92 | 284 |
| 2023-07-03 | 2023-10-23 | -14.59 | 112 |
| 2022-11-26 | 2023-01-20 | -13.77 | 55 |
| 2023-01-30 | 2023-06-30 | -13.68 | 151 |
| 2024-12-26 | 2025-03-19 | -12.11 | 83 |
| 2023-11-11 | 2023-11-14 | -9.03 | 3 |
| 2023-11-20 | 2023-11-22 | -8.91 | 2 |
| 2023-01-21 | 2023-01-29 | -7.52 | 8 |
| 2024-11-28 | 2024-12-11 | -7.16 | 13 |
| Metric | 11563577:solusd:triple_gx:zlema40_105_45 | 11563577:SOLUSD |
|---|---|---|
| Best Day | 25.29% | 32.67% |
| Worst Day | -12.32% | -42.6% |
| Best Week | 31.27% | 43.67% |
| Worst Week | -13.07% | -51.66% |
| Best Month | 33.66% | 141.93% |
| Worst Month | -10.85% | -56.44% |
| Best Year | 77.33% | 921.46% |
| Worst Year | 1.34% | -87.99% |
| Avg. Up Day | 3.76% | 3.81% |
| Avg. Down Day | -2.59% | -3.27% |
| Avg. Up Week | 6.16% | 9.62% |
| Avg. Down Week | -5.33% | -5.87% |
| Avg. Up Month | 9.11% | 50.61% |
| Avg. Down Month | -4.94% | -22.05% |
| Win Days % | 42.27% | 49.55% |
| Win Month % | 55.17% | 50.0% |
| Win Week % | 60.34% | 46.95% |
| Win Quarter % | 58.33% | 53.85% |
| Win Year % | 100.0% | 50.0% |