| Metric | 11559496:solusd:triple_gx:zlema165_20_25 | 11559496:SOLUSD |
|---|---|---|
| Time in Market | 24.0% | 100.0% |
| Cumulative Return | 138.82% | 42.71% |
| Max Drawdown | -29.48% | -92.96% |
| Sharpe | 0.93 | 0.64 |
| Sortino | 1.64 | 0.95 |
| Payoff Ratio | 1.78 | 1.28 |
| Profit Factor | 1.36 | 1.1 |
| Common Sense Ratio | 1.71 | 1.32 |
| CPC Index | 0.95 | 0.69 |
| Tail Ratio | 1.26 | 1.2 |
| Outlier Win Ratio | 27.95 | 3.1 |
| Outlier Loss Ratio | 4.69 | 2.62 |
| Volatility (ann.) | 40.02% | 102.9% |
| R^2 | 0.15 | 0.15 |
| Calmar | 1.15 | 0.14 |
| Skew | 2.32 | 0.06 |
| Kurtosis | 22.81 | 6.81 |
| Expected Daily % | 0.08% | 0.03% |
| Expected Monthly % | 2.38% | 0.97% |
| Expected Yearly % | 24.31% | 9.3% |
| Kelly Criterion | 5.21% | 9.8% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -3.34% | -8.68% |
| Expected Shortfall (cVaR) | -3.34% | -8.68% |
| Year | 11559496:SOLUSD | 11559496:solusd:triple_gx:zlema165_20_25 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -89.49 | -18.83 | 0.21 | + |
| 2023 | 921.46 | 97.19 | 0.11 | - |
| 2024 | 85.41 | 25.48 | 0.30 | - |
| 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 | 24.19% | -30.91% |
| 3Y (ann.) | 33.77% | 12.62% |
| 5Y (ann.) | 33.77% | 12.62% |
| Metric | 11559496:solusd:triple_gx:zlema165_20_25 | 11559496:SOLUSD |
|---|---|---|
| Max Drawdown | -29.48% | -92.96% |
| Longest DD Days | 244.0 | 703.0 |
| Avg. Drawdown | -9.76% | -20.58% |
| Avg. Drawdown Days | 54.0 | 89.0 |
| Recovery Factor | 4.71 | 0.46 |
| Ulcer Index | inf | 1.04 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-06-26 | 2023-01-20 | -29.48 | 208 |
| 2023-11-05 | 2023-12-25 | -26.32 | 50 |
| 2024-03-18 | 2024-11-17 | -25.47 | 244 |
| 2024-12-12 | 2025-01-18 | -14.38 | 37 |
| 2022-04-10 | 2022-06-24 | -14.17 | 75 |
| 2025-01-31 | 2025-03-19 | -13.77 | 47 |
| 2023-03-22 | 2023-06-21 | -12.41 | 91 |
| 2024-01-02 | 2024-01-13 | -9.70 | 11 |
| 2024-11-23 | 2024-12-05 | -9.29 | 12 |
| 2023-06-22 | 2023-10-30 | -8.66 | 130 |
| Metric | 11559496:solusd:triple_gx:zlema165_20_25 | 11559496:SOLUSD |
|---|---|---|
| Best Day | 18.9% | 32.67% |
| Worst Day | -13.53% | -42.6% |
| Best Week | 24.42% | 43.67% |
| Worst Week | -10.97% | -51.66% |
| Best Month | 43.23% | 141.93% |
| Worst Month | -11.21% | -56.44% |
| Best Year | 97.19% | 921.46% |
| Worst Year | -18.83% | -89.49% |
| Avg. Up Day | 4.22% | 4.28% |
| Avg. Down Day | -2.37% | -3.34% |
| Avg. Up Week | 8.52% | 17.42% |
| Avg. Down Week | -4.08% | -8.47% |
| Avg. Up Month | 16.89% | 52.7% |
| Avg. Down Month | -6.25% | -25.51% |
| Win Days % | 39.29% | 49.35% |
| Win Month % | 50.0% | 48.65% |
| Win Week % | 51.43% | 46.88% |
| Win Quarter % | 66.67% | 53.85% |
| Win Year % | 75.0% | 50.0% |