| Metric | 11565409:solusd:triple_gx:zlema80_35_55 | 11565409:SOLUSD |
|---|---|---|
| Time in Market | 29.0% | 100.0% |
| Cumulative Return | 32.53% | -18.43% |
| Max Drawdown | -14.48% | -54.78% |
| Sharpe | 1.3 | 0.16 |
| Sortino | 2.25 | 0.24 |
| Payoff Ratio | 1.35 | 1.23 |
| Profit Factor | 1.43 | 1.02 |
| Common Sense Ratio | 2.15 | 1.02 |
| CPC Index | 0.88 | 0.64 |
| Tail Ratio | 1.51 | 0.99 |
| Outlier Win Ratio | 21.55 | 2.71 |
| Outlier Loss Ratio | 3.99 | 1.89 |
| Volatility (ann.) | 30.57% | 89.6% |
| R^2 | 0.12 | 0.12 |
| Calmar | 2.93 | -0.41 |
| Skew | 1.19 | 0.46 |
| Kurtosis | 9.18 | 3.97 |
| Expected Daily % | 0.1% | -0.07% |
| Expected Monthly % | 2.86% | -2.02% |
| Expected Yearly % | 15.12% | -9.69% |
| Kelly Criterion | 5.6% | 11.02% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.52% | -7.68% |
| Expected Shortfall (cVaR) | -2.52% | -7.68% |
| Year | 11565409:SOLUSD | 11565409:solusd:triple_gx:zlema80_35_55 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 13.75 | 24.01 | 1.75 | + |
| 2025 | -28.30 | 6.87 | -0.24 | + |
| Metric | 11565409:solusd:triple_gx:zlema80_35_55 | 11565409:SOLUSD |
|---|---|---|
| MTD | 5.56% | -8.58% |
| 3M | 9.5% | -37.4% |
| 6M | 38.66% | 2.99% |
| YTD | 6.87% | -28.3% |
| 1Y | 32.53% | -18.43% |
| 3Y (ann.) | 42.37% | -22.55% |
| 5Y (ann.) | 42.37% | -22.55% |
| Metric | 11565409:solusd:triple_gx:zlema80_35_55 | 11565409:SOLUSD |
|---|---|---|
| Max Drawdown | -14.48% | -54.78% |
| Longest DD Days | 146.0 | 100.0 |
| Avg. Drawdown | -3.78% | -19.95% |
| Avg. Drawdown Days | 24.0 | 34.0 |
| Recovery Factor | 2.25 | -0.34 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-07-22 | 2024-09-24 | -14.48 | 64 |
| 2024-10-24 | 2025-03-19 | -12.14 | 146 |
| 2024-09-25 | 2024-09-26 | -3.15 | 1 |
| 2024-10-15 | 2024-10-19 | -2.43 | 4 |
| 2024-10-21 | 2024-10-22 | -0.74 | 1 |
| 2024-09-28 | 2024-09-29 | -0.56 | 1 |
| 2024-07-01 | 2024-07-02 | -0.18 | 1 |
| 2024-10-13 | 2024-10-14 | -0.18 | 1 |
| 2024-07-20 | 2024-07-21 | -0.18 | 1 |
| Metric | 11565409:solusd:triple_gx:zlema80_35_55 | 11565409:SOLUSD |
|---|---|---|
| Best Day | 8.06% | 24.47% |
| Worst Day | -7.19% | -20.52% |
| Best Week | 11.36% | 21.25% |
| Worst Week | -6.39% | -17.1% |
| Best Month | 20.13% | 41.15% |
| Worst Month | -3.66% | -36.08% |
| Best Year | 24.01% | 13.75% |
| Worst Year | 6.87% | -28.3% |
| Avg. Up Day | 2.79% | 2.81% |
| Avg. Down Day | -2.07% | -2.28% |
| Avg. Up Week | 4.98% | 6.58% |
| Avg. Down Week | -2.89% | -10.13% |
| Avg. Up Month | 12.97% | 11.57% |
| Avg. Down Month | -0.62% | -21.18% |
| Win Days % | 45.78% | 50.86% |
| Win Month % | 55.56% | 50.0% |
| Win Week % | 60.0% | 51.16% |
| Win Quarter % | 100.0% | 50.0% |
| Win Year % | 100.0% | 50.0% |