| Metric | 11564463:solusd:triple_gx:zlema235_45_50 | 11564463:SOLUSD |
|---|---|---|
| Time in Market | 16.0% | 100.0% |
| Cumulative Return | 112.4% | 59.87% |
| Max Drawdown | -19.7% | -89.25% |
| Sharpe | 1.06 | 0.68 |
| Sortino | 1.84 | 1.02 |
| Payoff Ratio | 1.74 | 1.32 |
| Profit Factor | 1.52 | 1.11 |
| Common Sense Ratio | 3.06 | 1.35 |
| CPC Index | 1.08 | 0.72 |
| Tail Ratio | 2.02 | 1.22 |
| Outlier Win Ratio | 41.4 | 2.72 |
| Outlier Loss Ratio | 4.75 | 2.36 |
| Volatility (ann.) | 28.49% | 102.96% |
| R^2 | 0.08 | 0.08 |
| Calmar | 1.51 | 0.2 |
| Skew | 1.79 | 0.07 |
| Kurtosis | 24.53 | 7.02 |
| Expected Daily % | 0.07% | 0.04% |
| Expected Monthly % | 2.11% | 1.31% |
| Expected Yearly % | 20.72% | 12.44% |
| Kelly Criterion | 7.1% | 10.58% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.37% | -8.67% |
| Expected Shortfall (cVaR) | -2.37% | -8.67% |
| Year | 11564463:SOLUSD | 11564463:solusd:triple_gx:zlema235_45_50 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -88.23 | -14.58 | 0.17 | + |
| 2023 | 921.46 | 63.60 | 0.07 | - |
| 2024 | 85.41 | 28.77 | 0.34 | - |
| 2025 | -28.30 | 18.03 | -0.64 | + |
| Metric | 11564463:solusd:triple_gx:zlema235_45_50 | 11564463:SOLUSD |
|---|---|---|
| MTD | 7.87% | -8.58% |
| 3M | -2.07% | -37.4% |
| 6M | 18.91% | 2.99% |
| YTD | 18.03% | -28.3% |
| 1Y | 73.34% | -30.91% |
| 3Y (ann.) | 29.81% | 17.64% |
| 5Y (ann.) | 29.81% | 17.64% |
| Metric | 11564463:solusd:triple_gx:zlema235_45_50 | 11564463:SOLUSD |
|---|---|---|
| Max Drawdown | -19.7% | -89.25% |
| Longest DD Days | 397.0 | 597.0 |
| Avg. Drawdown | -7.31% | -24.88% |
| Avg. Drawdown Days | 69.0 | 93.0 |
| Recovery Factor | 5.7 | 0.67 |
| Ulcer Index | inf | 1.04 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-13 | 2025-03-19 | -19.70 | 96 |
| 2022-05-31 | 2023-07-02 | -19.33 | 397 |
| 2023-12-15 | 2024-05-06 | -14.95 | 143 |
| 2023-07-24 | 2023-12-07 | -14.33 | 136 |
| 2024-08-25 | 2024-11-17 | -13.18 | 84 |
| 2024-11-30 | 2024-12-11 | -4.62 | 11 |
| 2024-07-10 | 2024-07-20 | -4.60 | 10 |
| 2023-12-09 | 2023-12-14 | -3.62 | 5 |
| 2024-05-07 | 2024-07-05 | -3.48 | 59 |
| 2023-07-03 | 2023-07-06 | -2.36 | 3 |
| Metric | 11564463:solusd:triple_gx:zlema235_45_50 | 11564463:SOLUSD |
|---|---|---|
| Best Day | 12.58% | 32.67% |
| Worst Day | -12.32% | -42.6% |
| Best Week | 25.4% | 43.67% |
| Worst Week | -13.56% | -51.66% |
| Best Month | 29.74% | 141.93% |
| Worst Month | -12.95% | -56.44% |
| Best Year | 63.6% | 921.46% |
| Worst Year | -14.58% | -88.23% |
| Avg. Up Day | 3.86% | 3.91% |
| Avg. Down Day | -2.22% | -2.97% |
| Avg. Up Week | 6.27% | 12.03% |
| Avg. Down Week | -5.05% | -7.52% |
| Avg. Up Month | 10.73% | 54.65% |
| Avg. Down Month | -6.49% | -26.37% |
| Win Days % | 40.99% | 49.19% |
| Win Month % | 65.22% | 48.57% |
| Win Week % | 64.58% | 47.4% |
| Win Quarter % | 81.82% | 50.0% |
| Win Year % | 75.0% | 50.0% |