| Metric | 11584120:solusd:triple_gx:zlema235_85_120 | 11584120:SOLUSD |
|---|---|---|
| Time in Market | 20.0% | 100.0% |
| Cumulative Return | 81.33% | 59.87% |
| Max Drawdown | -29.23% | -89.25% |
| Sharpe | 0.71 | 0.68 |
| Sortino | 1.26 | 1.02 |
| Payoff Ratio | 1.44 | 1.38 |
| Profit Factor | 1.26 | 1.11 |
| Common Sense Ratio | 1.11 | 1.35 |
| CPC Index | 0.81 | 0.75 |
| Tail Ratio | 0.88 | 1.22 |
| Outlier Win Ratio | 29.38 | 3.05 |
| Outlier Loss Ratio | 3.33 | 2.61 |
| Volatility (ann.) | 40.4% | 102.96% |
| R^2 | 0.15 | 0.15 |
| Calmar | 0.78 | 0.2 |
| Skew | 2.55 | 0.07 |
| Kurtosis | 22.37 | 7.02 |
| Expected Daily % | 0.06% | 0.04% |
| Expected Monthly % | 1.67% | 1.31% |
| Expected Yearly % | 16.04% | 12.44% |
| Kelly Criterion | 6.45% | 12.32% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -3.4% | -8.67% |
| Expected Shortfall (cVaR) | -3.4% | -8.67% |
| Year | 11584120:SOLUSD | 11584120:solusd:triple_gx:zlema235_85_120 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -88.23 | -12.48 | 0.14 | + |
| 2023 | 921.46 | 43.31 | 0.05 | - |
| 2024 | 85.41 | 24.49 | 0.29 | - |
| 2025 | -28.30 | 16.14 | -0.57 | + |
| Metric | 11584120:solusd:triple_gx:zlema235_85_120 | 11584120:SOLUSD |
|---|---|---|
| MTD | -6.65% | -8.58% |
| 3M | 15.45% | -37.4% |
| 6M | 38.94% | 2.99% |
| YTD | 16.14% | -28.3% |
| 1Y | 45.63% | -30.91% |
| 3Y (ann.) | 22.89% | 17.64% |
| 5Y (ann.) | 22.89% | 17.64% |
| Metric | 11584120:solusd:triple_gx:zlema235_85_120 | 11584120:SOLUSD |
|---|---|---|
| Max Drawdown | -29.23% | -89.25% |
| Longest DD Days | 544.0 | 597.0 |
| Avg. Drawdown | -15.49% | -24.88% |
| Avg. Drawdown Days | 122.0 | 93.0 |
| Recovery Factor | 2.78 | 0.67 |
| Ulcer Index | inf | 1.04 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-06-26 | 2023-12-22 | -29.23 | 544 |
| 2023-12-26 | 2024-08-23 | -27.03 | 241 |
| 2025-02-01 | 2025-03-19 | -22.38 | 46 |
| 2024-08-25 | 2025-01-02 | -20.32 | 130 |
| 2025-01-07 | 2025-01-18 | -16.47 | 11 |
| 2022-06-22 | 2022-06-23 | -6.22 | 1 |
| 2025-01-04 | 2025-01-06 | -2.10 | 2 |
| 2022-06-20 | 2022-06-21 | -0.18 | 1 |
| Metric | 11584120:solusd:triple_gx:zlema235_85_120 | 11584120:SOLUSD |
|---|---|---|
| Best Day | 18.89% | 32.67% |
| Worst Day | -11.99% | -42.6% |
| Best Week | 35.41% | 43.67% |
| Worst Week | -21.63% | -51.66% |
| Best Month | 43.95% | 141.93% |
| Worst Month | -19.55% | -56.44% |
| Best Year | 43.31% | 921.46% |
| Worst Year | -12.48% | -88.23% |
| Avg. Up Day | 4.33% | 4.35% |
| Avg. Down Day | -3.01% | -3.16% |
| Avg. Up Week | 11.22% | 12.84% |
| Avg. Down Week | -6.99% | -8.44% |
| Avg. Up Month | 23.84% | 47.86% |
| Avg. Down Month | -8.09% | -22.38% |
| Win Days % | 44.83% | 49.19% |
| Win Month % | 38.89% | 48.57% |
| Win Week % | 50.0% | 47.4% |
| Win Quarter % | 54.55% | 50.0% |
| Win Year % | 75.0% | 50.0% |