| Metric | 11559496:solusd:triple_gx:zlema165_20_25 | 11559496:SOLUSD |
|---|---|---|
| Time in Market | 33.0% | 100.0% |
| Cumulative Return | 37.5% | -18.43% |
| Max Drawdown | -15.07% | -54.78% |
| Sharpe | 1.12 | 0.16 |
| Sortino | 2.17 | 0.24 |
| Payoff Ratio | 1.82 | 1.2 |
| Profit Factor | 1.39 | 1.02 |
| Common Sense Ratio | 1.73 | 1.02 |
| CPC Index | 1.0 | 0.62 |
| Tail Ratio | 1.25 | 0.99 |
| Outlier Win Ratio | 17.59 | 3.09 |
| Outlier Loss Ratio | 4.38 | 2.2 |
| Volatility (ann.) | 43.5% | 89.6% |
| R^2 | 0.24 | 0.24 |
| Calmar | 3.26 | -0.41 |
| Skew | 2.9 | 0.46 |
| Kurtosis | 21.37 | 3.97 |
| Expected Daily % | 0.11% | -0.07% |
| Expected Monthly % | 3.24% | -2.02% |
| Expected Yearly % | 17.26% | -9.69% |
| Kelly Criterion | 6.32% | 9.79% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -3.61% | -7.68% |
| Expected Shortfall (cVaR) | -3.61% | -7.68% |
| Year | 11559496:SOLUSD | 11559496:solusd:triple_gx:zlema165_20_25 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 13.75 | 15.64 | 1.14 | + |
| 2025 | -28.30 | 18.90 | -0.67 | + |
| Metric | 11559496:solusd:triple_gx:zlema165_20_25 | 11559496:SOLUSD |
|---|---|---|
| MTD | 1.93% | -8.58% |
| 3M | 9.68% | -37.4% |
| 6M | 34.29% | 2.99% |
| YTD | 18.9% | -28.3% |
| 1Y | 37.5% | -18.43% |
| 3Y (ann.) | 49.1% | -22.55% |
| 5Y (ann.) | 49.1% | -22.55% |
| Metric | 11559496:solusd:triple_gx:zlema165_20_25 | 11559496:SOLUSD |
|---|---|---|
| Max Drawdown | -15.07% | -54.78% |
| Longest DD Days | 101.0 | 100.0 |
| Avg. Drawdown | -7.52% | -19.95% |
| Avg. Drawdown Days | 24.0 | 34.0 |
| Recovery Factor | 2.49 | -0.34 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-17 | 2024-07-15 | -15.07 | 28 |
| 2024-12-12 | 2025-01-18 | -14.38 | 37 |
| 2024-07-28 | 2024-11-06 | -14.12 | 101 |
| 2025-01-31 | 2025-03-19 | -13.77 | 47 |
| 2024-11-23 | 2024-12-05 | -9.29 | 12 |
| 2025-01-27 | 2025-01-30 | -3.57 | 3 |
| 2024-07-17 | 2024-07-20 | -3.22 | 3 |
| 2024-11-15 | 2024-11-17 | -1.42 | 2 |
| 2024-07-26 | 2024-07-27 | -0.18 | 1 |
| 2024-11-20 | 2024-11-21 | -0.18 | 1 |
| Metric | 11559496:solusd:triple_gx:zlema165_20_25 | 11559496:SOLUSD |
|---|---|---|
| Best Day | 18.89% | 24.47% |
| Worst Day | -7.62% | -20.52% |
| Best Week | 19.41% | 21.25% |
| Worst Week | -10.97% | -17.1% |
| Best Month | 25.9% | 41.15% |
| Worst Month | -11.21% | -36.08% |
| Best Year | 18.9% | 13.75% |
| Worst Year | 15.64% | -28.3% |
| Avg. Up Day | 3.7% | 3.77% |
| Avg. Down Day | -2.03% | -3.15% |
| Avg. Up Week | 7.77% | 11.25% |
| Avg. Down Week | -4.02% | -8.62% |
| Avg. Up Month | 14.44% | 23.49% |
| Avg. Down Month | -6.0% | -17.86% |
| Win Days % | 39.58% | 50.86% |
| Win Month % | 55.56% | 50.0% |
| Win Week % | 50.0% | 51.16% |
| Win Quarter % | 75.0% | 50.0% |
| Win Year % | 100.0% | 50.0% |