| Metric | 11561337:solusd:triple_gx:zlema235_30_35 | 11561337:SOLUSD |
|---|---|---|
| Time in Market | 29.0% | 100.0% |
| Cumulative Return | 48.42% | -18.43% |
| Max Drawdown | -29.58% | -54.78% |
| Sharpe | 1.49 | 0.16 |
| Sortino | 2.57 | 0.24 |
| Payoff Ratio | 1.56 | 1.07 |
| Profit Factor | 1.53 | 1.02 |
| Common Sense Ratio | 3.09 | 1.02 |
| CPC Index | 1.08 | 0.56 |
| Tail Ratio | 2.02 | 0.99 |
| Outlier Win Ratio | 18.56 | 2.85 |
| Outlier Loss Ratio | 4.0 | 2.16 |
| Volatility (ann.) | 37.79% | 89.6% |
| R^2 | 0.18 | 0.18 |
| Calmar | 2.17 | -0.41 |
| Skew | 1.19 | 0.46 |
| Kurtosis | 10.16 | 3.97 |
| Expected Daily % | 0.14% | -0.07% |
| Expected Monthly % | 4.03% | -2.02% |
| Expected Yearly % | 21.83% | -9.69% |
| Kelly Criterion | 9.92% | 4.88% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -3.1% | -7.68% |
| Expected Shortfall (cVaR) | -3.1% | -7.68% |
| Year | 11561337:SOLUSD | 11561337:solusd:triple_gx:zlema235_30_35 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 13.75 | 64.69 | 4.70 | + |
| 2025 | -28.30 | -9.88 | 0.35 | + |
| Metric | 11561337:solusd:triple_gx:zlema235_30_35 | 11561337:SOLUSD |
|---|---|---|
| MTD | -0.98% | -8.58% |
| 3M | -22.72% | -37.4% |
| 6M | 11.06% | 2.99% |
| YTD | -9.88% | -28.3% |
| 1Y | 48.42% | -18.43% |
| 3Y (ann.) | 64.1% | -22.55% |
| 5Y (ann.) | 64.1% | -22.55% |
| Metric | 11561337:solusd:triple_gx:zlema235_30_35 | 11561337:SOLUSD |
|---|---|---|
| Max Drawdown | -29.58% | -54.78% |
| Longest DD Days | 109.0 | 100.0 |
| Avg. Drawdown | -3.98% | -19.95% |
| Avg. Drawdown Days | 22.0 | 34.0 |
| Recovery Factor | 1.64 | -0.34 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-11-30 | 2025-03-19 | -29.58 | 109 |
| 2024-07-22 | 2024-08-19 | -3.30 | 28 |
| 2024-11-23 | 2024-11-27 | -2.69 | 4 |
| 2024-11-28 | 2024-11-29 | -1.89 | 1 |
| 2024-08-20 | 2024-11-05 | -1.41 | 77 |
| 2024-07-04 | 2024-07-05 | -0.18 | 1 |
| 2024-07-11 | 2024-07-12 | -0.18 | 1 |
| 2024-07-17 | 2024-07-18 | -0.18 | 1 |
| 2024-11-08 | 2024-11-10 | -0.18 | 2 |
| 2024-11-20 | 2024-11-21 | -0.18 | 1 |
| Metric | 11561337:solusd:triple_gx:zlema235_30_35 | 11561337:SOLUSD |
|---|---|---|
| Best Day | 11.87% | 24.47% |
| Worst Day | -8.09% | -20.52% |
| Best Week | 17.67% | 21.25% |
| Worst Week | -18.33% | -17.1% |
| Best Month | 42.78% | 41.15% |
| Worst Month | -20.12% | -36.08% |
| Best Year | 64.69% | 13.75% |
| Worst Year | -9.88% | -28.3% |
| Avg. Up Day | 3.51% | 3.55% |
| Avg. Down Day | -2.25% | -3.32% |
| Avg. Up Week | 8.54% | 11.99% |
| Avg. Down Week | -6.14% | -9.67% |
| Avg. Up Month | 28.97% | 27.05% |
| Avg. Down Month | -11.59% | -21.75% |
| Win Days % | 45.12% | 50.86% |
| Win Month % | 57.14% | 50.0% |
| Win Week % | 61.9% | 51.16% |
| Win Quarter % | 66.67% | 50.0% |
| Win Year % | 50.0% | 50.0% |