| Metric | 11560072:solusd:triple_gx:zlema20_175_25 | 11560072:SOLUSD |
|---|---|---|
| Time in Market | 20.0% | 100.0% |
| Cumulative Return | 48.11% | 57.55% |
| Max Drawdown | -29.48% | -92.96% |
| Sharpe | 0.65 | 0.74 |
| Sortino | 1.1 | 1.11 |
| Payoff Ratio | 1.74 | 1.33 |
| Profit Factor | 1.25 | 1.12 |
| Common Sense Ratio | 1.45 | 1.31 |
| CPC Index | 0.83 | 0.72 |
| Tail Ratio | 1.15 | 1.18 |
| Outlier Win Ratio | 31.7 | 2.97 |
| Outlier Loss Ratio | 4.19 | 2.64 |
| Volatility (ann.) | 39.38% | 107.59% |
| R^2 | 0.13 | 0.13 |
| Calmar | 0.67 | 0.25 |
| Skew | 1.85 | -0.03 |
| Kurtosis | 22.12 | 7.11 |
| Expected Daily % | 0.05% | 0.06% |
| Expected Monthly % | 1.47% | 1.7% |
| Expected Yearly % | 13.99% | 16.36% |
| Kelly Criterion | 2.49% | 10.2% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -3.32% | -9.04% |
| Expected Shortfall (cVaR) | -3.32% | -9.04% |
| Year | 11560072:SOLUSD | 11560072:solusd:triple_gx:zlema20_175_25 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -90.58 | -19.09 | 0.21 | + |
| 2023 | 921.46 | 84.65 | 0.09 | - |
| 2024 | 63.82 | -0.86 | -0.01 | - |
| Metric | 11560072:solusd:triple_gx:zlema20_175_25 | 11560072:SOLUSD |
|---|---|---|
| MTD | 0.0% | 31.69% |
| 3M | -1.45% | 53.89% |
| 6M | 24.7% | 186.55% |
| YTD | -0.86% | 63.82% |
| 1Y | 44.53% | 684.34% |
| 3Y (ann.) | 19.79% | 23.24% |
| 5Y (ann.) | 19.79% | 23.24% |
| Metric | 11560072:solusd:triple_gx:zlema20_175_25 | 11560072:SOLUSD |
|---|---|---|
| Max Drawdown | -29.48% | -92.96% |
| Longest DD Days | 208.0 | 703.0 |
| Avg. Drawdown | -13.04% | -24.85% |
| Avg. Drawdown Days | 71.0 | 130.0 |
| Recovery Factor | 1.63 | 0.62 |
| Ulcer Index | inf | 1.05 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-06-26 | 2023-01-20 | -29.48 | 208 |
| 2023-11-05 | 2024-01-01 | -26.32 | 57 |
| 2024-01-02 | 2024-03-17 | -16.60 | 75 |
| 2024-03-18 | 2024-05-30 | -16.13 | 73 |
| 2022-04-10 | 2022-06-24 | -14.45 | 75 |
| 2023-03-22 | 2023-06-21 | -14.23 | 91 |
| 2023-06-22 | 2023-10-30 | -8.66 | 130 |
| 2023-11-02 | 2023-11-04 | -4.13 | 2 |
| 2022-04-08 | 2022-04-09 | -0.18 | 1 |
| 2023-03-19 | 2023-03-20 | -0.18 | 1 |
| Metric | 11560072:solusd:triple_gx:zlema20_175_25 | 11560072:SOLUSD |
|---|---|---|
| Best Day | 18.9% | 32.67% |
| Worst Day | -13.53% | -42.6% |
| Best Week | 24.42% | 43.67% |
| Worst Week | -9.19% | -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 | 4.68% | 4.72% |
| Avg. Down Day | -2.69% | -3.55% |
| Avg. Up Week | 9.51% | 22.35% |
| Avg. Down Week | -4.27% | -8.0% |
| Avg. Up Month | 18.61% | 76.08% |
| Avg. Down Month | -5.83% | -26.37% |
| Win Days % | 38.06% | 48.73% |
| Win Month % | 44.44% | 48.15% |
| Win Week % | 46.34% | 44.83% |
| Win Quarter % | 55.56% | 50.0% |
| Win Year % | 33.33% | 66.67% |