| Metric | 11559498:solusd:triple_gx:zlema175_20_25 | 11559498:SOLUSD |
|---|---|---|
| Time in Market | 24.0% | 100.0% |
| Cumulative Return | 117.23% | 27.86% |
| Max Drawdown | -29.48% | -92.96% |
| Sharpe | 0.84 | 0.6 |
| Sortino | 1.47 | 0.9 |
| Payoff Ratio | 1.77 | 1.29 |
| Profit Factor | 1.32 | 1.09 |
| Common Sense Ratio | 1.73 | 1.31 |
| CPC Index | 0.91 | 0.69 |
| Tail Ratio | 1.32 | 1.2 |
| Outlier Win Ratio | 27.49 | 3.11 |
| Outlier Loss Ratio | 4.5 | 2.63 |
| Volatility (ann.) | 40.66% | 102.96% |
| R^2 | 0.16 | 0.16 |
| Calmar | 1.01 | 0.09 |
| Skew | 2.19 | 0.06 |
| Kurtosis | 21.64 | 6.83 |
| Expected Daily % | 0.07% | 0.02% |
| Expected Monthly % | 2.12% | 0.67% |
| Expected Yearly % | 21.4% | 6.34% |
| Kelly Criterion | 4.56% | 9.87% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -3.41% | -8.69% |
| Expected Shortfall (cVaR) | -3.41% | -8.69% |
| Year | 11559498:SOLUSD | 11559498:solusd:triple_gx:zlema175_20_25 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -90.58 | -19.09 | 0.21 | + |
| 2023 | 921.46 | 84.65 | 0.09 | - |
| 2024 | 85.41 | 22.28 | 0.26 | - |
| 2025 | -28.30 | 18.90 | -0.67 | + |
| Metric | 11559498:solusd:triple_gx:zlema175_20_25 | 11559498:SOLUSD |
|---|---|---|
| MTD | 1.93% | -8.58% |
| 3M | 9.68% | -37.4% |
| 6M | 34.29% | 2.99% |
| YTD | 18.9% | -28.3% |
| 1Y | 31.02% | -30.91% |
| 3Y (ann.) | 29.76% | 8.6% |
| 5Y (ann.) | 29.76% | 8.6% |
| Metric | 11559498:solusd:triple_gx:zlema175_20_25 | 11559498:SOLUSD |
|---|---|---|
| Max Drawdown | -29.48% | -92.96% |
| Longest DD Days | 233.0 | 703.0 |
| Avg. Drawdown | -11.45% | -24.21% |
| Avg. Drawdown Days | 61.0 | 106.0 |
| Recovery Factor | 3.98 | 0.3 |
| Ulcer Index | inf | 1.04 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-06-26 | 2023-01-20 | -29.48 | 208 |
| 2023-11-05 | 2024-01-01 | -26.32 | 57 |
| 2024-03-18 | 2024-11-06 | -26.28 | 233 |
| 2024-01-02 | 2024-03-17 | -16.60 | 75 |
| 2022-04-10 | 2022-06-24 | -14.45 | 75 |
| 2024-12-12 | 2025-01-18 | -14.38 | 37 |
| 2023-03-22 | 2023-06-21 | -14.23 | 91 |
| 2025-01-31 | 2025-03-19 | -13.77 | 47 |
| 2024-11-23 | 2024-12-05 | -9.29 | 12 |
| 2023-06-22 | 2023-10-30 | -8.66 | 130 |
| Metric | 11559498:solusd:triple_gx:zlema175_20_25 | 11559498: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 | -12.95% | -56.44% |
| Best Year | 84.65% | 921.46% |
| Worst Year | -19.09% | -90.58% |
| Avg. Up Day | 4.32% | 4.37% |
| Avg. Down Day | -2.44% | -3.4% |
| Avg. Up Week | 9.11% | 17.91% |
| Avg. Down Week | -4.18% | -8.21% |
| Avg. Up Month | 17.6% | 52.7% |
| Avg. Down Month | -5.88% | -23.79% |
| Win Days % | 39.04% | 49.3% |
| Win Month % | 48.15% | 48.65% |
| Win Week % | 47.76% | 46.54% |
| Win Quarter % | 66.67% | 53.85% |
| Win Year % | 75.0% | 50.0% |