| Metric | 11565720:solusd:triple_gx:zlema35_80_55 | 11565720:SOLUSD |
|---|---|---|
| Time in Market | 24.0% | 100.0% |
| Cumulative Return | 88.96% | 19.16% |
| Max Drawdown | -21.71% | -92.96% |
| Sharpe | 0.75 | 0.57 |
| Sortino | 1.22 | 0.86 |
| Payoff Ratio | 1.35 | 1.15 |
| Profit Factor | 1.25 | 1.09 |
| Common Sense Ratio | 1.48 | 1.29 |
| CPC Index | 0.75 | 0.62 |
| Tail Ratio | 1.18 | 1.18 |
| Outlier Win Ratio | 26.46 | 2.78 |
| Outlier Loss Ratio | 4.16 | 2.53 |
| Volatility (ann.) | 36.13% | 102.73% |
| R^2 | 0.12 | 0.12 |
| Calmar | 1.05 | 0.06 |
| Skew | 1.59 | 0.08 |
| Kurtosis | 20.04 | 6.62 |
| Expected Daily % | 0.06% | 0.02% |
| Expected Monthly % | 1.69% | 0.46% |
| Expected Yearly % | 17.24% | 4.48% |
| Kelly Criterion | 3.36% | 5.46% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -3.04% | -8.68% |
| Expected Shortfall (cVaR) | -3.04% | -8.68% |
| Year | 11565720:SOLUSD | 11565720:solusd:triple_gx:zlema35_80_55 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -91.22 | 5.60 | -0.06 | + |
| 2023 | 921.46 | 26.14 | 0.03 | - |
| 2024 | 85.41 | 32.74 | 0.38 | - |
| 2025 | -28.30 | 6.87 | -0.24 | + |
| Metric | 11565720:solusd:triple_gx:zlema35_80_55 | 11565720:SOLUSD |
|---|---|---|
| MTD | 5.56% | -8.58% |
| 3M | 9.5% | -37.4% |
| 6M | 38.66% | 2.99% |
| YTD | 6.87% | -28.3% |
| 1Y | 44.04% | -30.91% |
| 3Y (ann.) | 25.28% | 14.62% |
| 5Y (ann.) | 22.71% | 5.8% |
| Metric | 11565720:solusd:triple_gx:zlema35_80_55 | 11565720:SOLUSD |
|---|---|---|
| Max Drawdown | -21.71% | -92.96% |
| Longest DD Days | 159.0 | 703.0 |
| Avg. Drawdown | -9.66% | -24.83% |
| Avg. Drawdown Days | 57.0 | 101.0 |
| Recovery Factor | 4.1 | 0.21 |
| Ulcer Index | inf | 1.43 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2023-03-05 | 2023-07-07 | -21.71 | 124 |
| 2022-05-31 | 2022-08-12 | -19.32 | 73 |
| 2024-04-01 | 2024-07-02 | -17.75 | 92 |
| 2023-07-30 | 2023-11-25 | -15.99 | 118 |
| 2022-02-10 | 2022-04-19 | -15.84 | 68 |
| 2024-07-22 | 2024-09-24 | -14.48 | 64 |
| 2022-08-14 | 2023-01-20 | -12.63 | 159 |
| 2024-10-24 | 2025-03-19 | -12.14 | 146 |
| 2023-11-26 | 2024-03-26 | -12.03 | 121 |
| 2022-04-20 | 2022-05-28 | -11.80 | 38 |
| Metric | 11565720:solusd:triple_gx:zlema35_80_55 | 11565720:SOLUSD |
|---|---|---|
| Best Day | 19.11% | 32.67% |
| Worst Day | -12.32% | -42.6% |
| Best Week | 18.9% | 43.67% |
| Worst Week | -12.48% | -51.66% |
| Best Month | 21.29% | 141.93% |
| Worst Month | -17.75% | -56.44% |
| Best Year | 32.74% | 921.46% |
| Worst Year | 5.6% | -91.22% |
| Avg. Up Day | 3.45% | 3.47% |
| Avg. Down Day | -2.55% | -3.01% |
| Avg. Up Week | 7.47% | 8.61% |
| Avg. Down Week | -4.0% | -7.65% |
| Avg. Up Month | 11.57% | 42.82% |
| Avg. Down Month | -7.57% | -17.56% |
| Win Days % | 44.44% | 49.33% |
| Win Month % | 52.94% | 47.37% |
| Win Week % | 47.69% | 46.39% |
| Win Quarter % | 61.54% | 53.85% |
| Win Year % | 100.0% | 50.0% |