| Metric | 11561337:solusd:triple_gx:zlema235_30_35 | 11561337:SOLUSD |
|---|---|---|
| Time in Market | 19.0% | 100.0% |
| Cumulative Return | 156.76% | 59.87% |
| Max Drawdown | -29.58% | -89.25% |
| Sharpe | 0.97 | 0.68 |
| Sortino | 1.91 | 1.02 |
| Payoff Ratio | 1.66 | 1.29 |
| Profit Factor | 1.46 | 1.11 |
| Common Sense Ratio | 1.97 | 1.35 |
| CPC Index | 1.02 | 0.7 |
| Tail Ratio | 1.35 | 1.22 |
| Outlier Win Ratio | 28.86 | 2.86 |
| Outlier Loss Ratio | 4.15 | 2.6 |
| Volatility (ann.) | 42.8% | 102.96% |
| R^2 | 0.17 | 0.17 |
| Calmar | 1.31 | 0.2 |
| Skew | 5.26 | 0.07 |
| Kurtosis | 67.59 | 7.02 |
| Expected Daily % | 0.09% | 0.04% |
| Expected Monthly % | 2.65% | 1.31% |
| Expected Yearly % | 26.59% | 12.44% |
| Kelly Criterion | 7.03% | 9.69% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -3.57% | -8.67% |
| Expected Shortfall (cVaR) | -3.57% | -8.67% |
| Year | 11561337:SOLUSD | 11561337:solusd:triple_gx:zlema235_30_35 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -88.23 | 2.90 | -0.03 | + |
| 2023 | 921.46 | 93.18 | 0.10 | - |
| 2024 | 85.41 | 43.33 | 0.51 | - |
| 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 | 31.2% | -30.91% |
| 3Y (ann.) | 38.62% | 17.64% |
| 5Y (ann.) | 38.62% | 17.64% |
| Metric | 11561337:solusd:triple_gx:zlema235_30_35 | 11561337:SOLUSD |
|---|---|---|
| Max Drawdown | -29.58% | -89.25% |
| Longest DD Days | 205.0 | 597.0 |
| Avg. Drawdown | -8.66% | -24.88% |
| Avg. Drawdown Days | 60.0 | 93.0 |
| Recovery Factor | 5.3 | 0.67 |
| Ulcer Index | inf | 1.04 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-11-30 | 2025-03-19 | -29.58 | 109 |
| 2023-12-27 | 2024-07-19 | -17.95 | 205 |
| 2023-06-22 | 2023-11-09 | -17.88 | 140 |
| 2023-01-15 | 2023-01-20 | -17.28 | 5 |
| 2022-05-25 | 2022-11-23 | -17.16 | 182 |
| 2023-11-15 | 2023-12-02 | -13.29 | 17 |
| 2023-01-26 | 2023-06-21 | -11.43 | 146 |
| 2022-11-25 | 2023-01-13 | -3.95 | 49 |
| 2024-07-22 | 2024-08-19 | -3.30 | 28 |
| 2024-11-23 | 2024-11-27 | -2.69 | 4 |
| Metric | 11561337:solusd:triple_gx:zlema235_30_35 | 11561337:SOLUSD |
|---|---|---|
| Best Day | 32.67% | 32.67% |
| Worst Day | -11.73% | -42.6% |
| Best Week | 43.41% | 43.67% |
| Worst Week | -18.33% | -51.66% |
| Best Month | 57.63% | 141.93% |
| Worst Month | -20.12% | -56.44% |
| Best Year | 93.18% | 921.46% |
| Worst Year | -9.88% | -88.23% |
| Avg. Up Day | 4.53% | 4.57% |
| Avg. Down Day | -2.72% | -3.56% |
| Avg. Up Week | 10.69% | 16.87% |
| Avg. Down Week | -4.6% | -7.54% |
| Avg. Up Month | 24.51% | 61.25% |
| Avg. Down Month | -9.14% | -21.69% |
| Win Days % | 41.92% | 49.19% |
| Win Month % | 52.38% | 48.57% |
| Win Week % | 50.88% | 47.4% |
| Win Quarter % | 54.55% | 50.0% |
| Win Year % | 75.0% | 50.0% |