| Metric | 11564463:solusd:triple_gx:zlema235_45_50 | 11564463:SOLUSD |
|---|---|---|
| Time in Market | 25.0% | 100.0% |
| Cumulative Return | 48.29% | -18.43% |
| Max Drawdown | -19.7% | -54.78% |
| Sharpe | 1.64 | 0.16 |
| Sortino | 2.97 | 0.24 |
| Payoff Ratio | 1.72 | 1.17 |
| Profit Factor | 1.67 | 1.02 |
| Common Sense Ratio | 3.29 | 1.02 |
| CPC Index | 1.26 | 0.61 |
| Tail Ratio | 1.96 | 0.99 |
| Outlier Win Ratio | 22.28 | 2.81 |
| Outlier Loss Ratio | 4.61 | 2.15 |
| Volatility (ann.) | 33.29% | 89.6% |
| R^2 | 0.14 | 0.14 |
| Calmar | 3.24 | -0.41 |
| Skew | 1.46 | 0.46 |
| Kurtosis | 11.39 | 3.97 |
| Expected Daily % | 0.14% | -0.07% |
| Expected Monthly % | 4.02% | -2.02% |
| Expected Yearly % | 21.77% | -9.69% |
| Kelly Criterion | 10.86% | 8.94% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.72% | -7.68% |
| Expected Shortfall (cVaR) | -2.72% | -7.68% |
| Year | 11564463:SOLUSD | 11564463:solusd:triple_gx:zlema235_45_50 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 13.75 | 25.64 | 1.86 | + |
| 2025 | -28.30 | 18.03 | -0.64 | + |
| Metric | 11564463:solusd:triple_gx:zlema235_45_50 | 11564463:SOLUSD |
|---|---|---|
| MTD | 7.87% | -8.58% |
| 3M | -2.07% | -37.4% |
| 6M | 18.91% | 2.99% |
| YTD | 18.03% | -28.3% |
| 1Y | 48.29% | -18.43% |
| 3Y (ann.) | 63.92% | -22.55% |
| 5Y (ann.) | 63.92% | -22.55% |
| Metric | 11564463:solusd:triple_gx:zlema235_45_50 | 11564463:SOLUSD |
|---|---|---|
| Max Drawdown | -19.7% | -54.78% |
| Longest DD Days | 96.0 | 100.0 |
| Avg. Drawdown | -5.54% | -19.95% |
| Avg. Drawdown Days | 29.0 | 34.0 |
| Recovery Factor | 2.45 | -0.34 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-13 | 2025-03-19 | -19.70 | 96 |
| 2024-08-25 | 2024-11-17 | -13.18 | 84 |
| 2024-11-30 | 2024-12-11 | -4.62 | 11 |
| 2024-07-10 | 2024-07-20 | -4.60 | 10 |
| 2024-07-29 | 2024-08-23 | -1.64 | 25 |
| 2024-07-04 | 2024-07-05 | -0.18 | 1 |
| 2024-11-28 | 2024-11-29 | -0.18 | 1 |
| 2024-07-25 | 2024-07-26 | -0.18 | 1 |
| Metric | 11564463:solusd:triple_gx:zlema235_45_50 | 11564463:SOLUSD |
|---|---|---|
| Best Day | 10.06% | 24.47% |
| Worst Day | -7.53% | -20.52% |
| Best Week | 15.71% | 21.25% |
| Worst Week | -13.56% | -17.1% |
| Best Month | 28.04% | 41.15% |
| Worst Month | -12.95% | -36.08% |
| Best Year | 25.64% | 13.75% |
| Worst Year | 18.03% | -28.3% |
| Avg. Up Day | 3.5% | 3.58% |
| Avg. Down Day | -2.04% | -3.05% |
| Avg. Up Week | 6.38% | 11.1% |
| Avg. Down Week | -5.22% | -11.31% |
| Avg. Up Month | 17.78% | 27.05% |
| Avg. Down Month | -5.22% | -25.95% |
| Win Days % | 43.66% | 50.86% |
| Win Month % | 57.14% | 50.0% |
| Win Week % | 66.67% | 51.16% |
| Win Quarter % | 100.0% | 50.0% |
| Win Year % | 100.0% | 50.0% |