| Metric | 11559848:solusd:triple_gx:zlema20_135_25 | 11559848:SOLUSD |
|---|---|---|
| Time in Market | 26.0% | 100.0% |
| Cumulative Return | 119.24% | 64.45% |
| Max Drawdown | -26.72% | -92.96% |
| Sharpe | 0.83 | 0.68 |
| Sortino | 1.45 | 1.01 |
| Payoff Ratio | 1.68 | 1.23 |
| Profit Factor | 1.3 | 1.11 |
| Common Sense Ratio | 1.61 | 1.34 |
| CPC Index | 0.86 | 0.67 |
| Tail Ratio | 1.24 | 1.21 |
| Outlier Win Ratio | 25.97 | 3.11 |
| Outlier Loss Ratio | 4.7 | 2.63 |
| Volatility (ann.) | 41.1% | 102.53% |
| R^2 | 0.16 | 0.16 |
| Calmar | 1.11 | 0.19 |
| Skew | 2.11 | 0.05 |
| Kurtosis | 20.46 | 6.82 |
| Expected Daily % | 0.07% | 0.05% |
| Expected Monthly % | 2.14% | 1.35% |
| Expected Yearly % | 21.68% | 13.24% |
| Kelly Criterion | 3.01% | 8.62% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -3.44% | -8.64% |
| Expected Shortfall (cVaR) | -3.44% | -8.64% |
| Year | 11559848:SOLUSD | 11559848:solusd:triple_gx:zlema20_135_25 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -87.89 | -23.07 | 0.26 | + |
| 2023 | 921.46 | 89.39 | 0.10 | - |
| 2024 | 85.41 | 26.55 | 0.31 | - |
| 2025 | -28.30 | 18.90 | -0.67 | + |
| Metric | 11559848:solusd:triple_gx:zlema20_135_25 | 11559848:SOLUSD |
|---|---|---|
| MTD | 1.93% | -8.58% |
| 3M | 7.7% | -37.4% |
| 6M | 26.44% | 2.99% |
| YTD | 18.9% | -28.3% |
| 1Y | 25.24% | -30.91% |
| 3Y (ann.) | 32.72% | 14.62% |
| 5Y (ann.) | 29.54% | 17.82% |
| Metric | 11559848:solusd:triple_gx:zlema20_135_25 | 11559848:SOLUSD |
|---|---|---|
| Max Drawdown | -26.72% | -92.96% |
| Longest DD Days | 317.0 | 703.0 |
| Avg. Drawdown | -9.52% | -18.68% |
| Avg. Drawdown Days | 55.0 | 77.0 |
| Recovery Factor | 4.46 | 0.69 |
| Ulcer Index | inf | 1.04 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-03-09 | 2023-01-20 | -26.72 | 317 |
| 2023-11-05 | 2023-12-25 | -26.32 | 50 |
| 2024-07-28 | 2024-11-17 | -20.44 | 112 |
| 2024-03-18 | 2024-07-20 | -20.17 | 124 |
| 2024-12-12 | 2025-01-18 | -13.98 | 37 |
| 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 | 11559848:solusd:triple_gx:zlema20_135_25 | 11559848:SOLUSD |
|---|---|---|
| Best Day | 18.9% | 32.67% |
| Worst Day | -13.53% | -42.6% |
| Best Week | 23.3% | 43.67% |
| Worst Week | -9.19% | -51.66% |
| Best Month | 42.01% | 141.93% |
| Worst Month | -10.92% | -56.44% |
| Best Year | 89.39% | 921.46% |
| Worst Year | -23.07% | -87.89% |
| Avg. Up Day | 4.03% | 4.1% |
| Avg. Down Day | -2.4% | -3.33% |
| Avg. Up Week | 8.62% | 16.51% |
| Avg. Down Week | -3.99% | -8.22% |
| Avg. Up Month | 16.1% | 52.7% |
| Avg. Down Month | -4.94% | -25.51% |
| Win Days % | 39.22% | 49.59% |
| Win Month % | 46.67% | 48.65% |
| Win Week % | 50.0% | 46.91% |
| Win Quarter % | 69.23% | 53.85% |
| Win Year % | 75.0% | 50.0% |