| Metric | 11593746:solusd:triple_gx:zlema180_190_145 | 11593746:SOLUSD |
|---|---|---|
| Time in Market | 59.0% | 100.0% |
| Cumulative Return | -50.87% | 13.1% |
| Max Drawdown | -58.9% | -59.71% |
| Sharpe | -0.4 | 0.52 |
| Sortino | -0.58 | 0.78 |
| Payoff Ratio | 1.01 | 0.98 |
| Profit Factor | 0.93 | 1.08 |
| Common Sense Ratio | 0.94 | 1.1 |
| CPC Index | 0.44 | 0.54 |
| Tail Ratio | 1.02 | 1.02 |
| Outlier Win Ratio | 8.22 | 3.38 |
| Outlier Loss Ratio | 2.72 | 2.7 |
| Volatility (ann.) | 67.81% | 84.31% |
| R^2 | 0.65 | 0.65 |
| Calmar | -0.67 | 0.15 |
| Skew | 0.55 | 0.34 |
| Kurtosis | 9.45 | 3.19 |
| Expected Daily % | -0.14% | 0.02% |
| Expected Monthly % | -3.87% | 0.69% |
| Expected Yearly % | -29.91% | 6.35% |
| Kelly Criterion | -5.56% | 1.65% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -5.91% | -7.14% |
| Expected Shortfall (cVaR) | -5.91% | -7.14% |
| Year | 11593746:SOLUSD | 11593746:solusd:triple_gx:zlema180_190_145 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 13.75 | -33.79 | -2.46 | - |
| 2025 | -0.57 | -25.80 | 45.11 | - |
| Metric | 11593746:solusd:triple_gx:zlema180_190_145 | 11593746:SOLUSD |
|---|---|---|
| MTD | 0.33% | 0.33% |
| 3M | 0.56% | 15.43% |
| 6M | 10.79% | 26.77% |
| YTD | -25.8% | -0.57% |
| 1Y | -39.13% | 13.08% |
| 3Y (ann.) | -39.34% | 9.05% |
| 5Y (ann.) | -39.34% | 9.05% |
| Metric | 11593746:solusd:triple_gx:zlema180_190_145 | 11593746:SOLUSD |
|---|---|---|
| Max Drawdown | -58.9% | -59.71% |
| Longest DD Days | 450.0 | 287.0 |
| Avg. Drawdown | -28.93% | -20.57% |
| Avg. Drawdown Days | 165.0 | 63.0 |
| Recovery Factor | -0.86 | 0.22 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-08-09 | 2025-11-02 | -58.90 | 450 |
| 2024-07-29 | 2024-08-08 | -20.41 | 10 |
| 2024-06-22 | 2024-07-26 | -7.49 | 34 |
| Metric | 11593746:solusd:triple_gx:zlema180_190_145 | 11593746:SOLUSD |
|---|---|---|
| Best Day | 24.47% | 24.47% |
| Worst Day | -20.52% | -20.52% |
| Best Week | 17.02% | 21.25% |
| Worst Week | -18.95% | -18.95% |
| Best Month | 22.7% | 41.15% |
| Worst Month | -36.08% | -36.08% |
| Best Year | -25.8% | 13.75% |
| Worst Year | -33.79% | -0.57% |
| Avg. Up Day | 3.39% | 3.4% |
| Avg. Down Day | -3.35% | -3.49% |
| Avg. Up Week | 7.26% | 8.72% |
| Avg. Down Week | -8.0% | -8.83% |
| Avg. Up Month | 9.16% | 18.39% |
| Avg. Down Month | -16.42% | -19.32% |
| Win Days % | 46.89% | 51.45% |
| Win Month % | 37.5% | 61.11% |
| Win Week % | 44.0% | 52.63% |
| Win Quarter % | 28.57% | 57.14% |
| Win Year % | 0.0% | 50.0% |