| Metric | 11572818:solusd:triple_gx:zlema250_25_85 | 11572818:SOLUSD |
|---|---|---|
| Time in Market | 32.0% | 100.0% |
| Cumulative Return | -58.43% | 13.1% |
| Max Drawdown | -60.93% | -59.71% |
| Sharpe | -1.37 | 0.52 |
| Sortino | -1.73 | 0.78 |
| Payoff Ratio | 0.79 | 0.72 |
| Profit Factor | 0.7 | 1.08 |
| Common Sense Ratio | 0.51 | 1.1 |
| CPC Index | 0.24 | 0.4 |
| Tail Ratio | 0.72 | 1.02 |
| Outlier Win Ratio | 21.55 | 2.73 |
| Outlier Loss Ratio | 2.92 | 2.53 |
| Volatility (ann.) | 39.15% | 84.31% |
| R^2 | 0.22 | 0.22 |
| Calmar | -0.76 | 0.15 |
| Skew | -1.05 | 0.34 |
| Kurtosis | 11.6 | 3.19 |
| Expected Daily % | -0.17% | 0.02% |
| Expected Monthly % | -4.76% | 0.69% |
| Expected Yearly % | -35.53% | 6.35% |
| Kelly Criterion | -27.61% | -15.71% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -3.52% | -7.14% |
| Expected Shortfall (cVaR) | -3.52% | -7.14% |
| Year | 11572818:SOLUSD | 11572818:solusd:triple_gx:zlema250_25_85 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 13.75 | -39.56 | -2.88 | - |
| 2025 | -0.57 | -31.23 | 54.59 | - |
| Metric | 11572818:solusd:triple_gx:zlema250_25_85 | 11572818:SOLUSD |
|---|---|---|
| MTD | 0.33% | 0.33% |
| 3M | -4.61% | 15.43% |
| 6M | -4.61% | 26.77% |
| YTD | -31.23% | -0.57% |
| 1Y | -47.9% | 13.08% |
| 3Y (ann.) | -46.06% | 9.05% |
| 5Y (ann.) | -46.06% | 9.05% |
| Metric | 11572818:solusd:triple_gx:zlema250_25_85 | 11572818:SOLUSD |
|---|---|---|
| Max Drawdown | -60.93% | -59.71% |
| Longest DD Days | 434.0 | 287.0 |
| Avg. Drawdown | -25.94% | -20.57% |
| Avg. Drawdown Days | 156.0 | 63.0 |
| Recovery Factor | -0.96 | 0.22 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-08-25 | 2025-11-02 | -60.93 | 434 |
| 2024-07-29 | 2024-08-24 | -9.89 | 26 |
| 2024-07-21 | 2024-07-28 | -7.01 | 7 |
| Metric | 11572818:solusd:triple_gx:zlema250_25_85 | 11572818:SOLUSD |
|---|---|---|
| Best Day | 9.82% | 24.47% |
| Worst Day | -15.58% | -20.52% |
| Best Week | 19.16% | 21.25% |
| Worst Week | -19.36% | -18.95% |
| Best Month | 11.39% | 41.15% |
| Worst Month | -30.99% | -36.08% |
| Best Year | -31.23% | 13.75% |
| Worst Year | -39.56% | -0.57% |
| Avg. Up Day | 2.53% | 2.55% |
| Avg. Down Day | -3.21% | -3.52% |
| Avg. Up Week | 8.2% | 9.93% |
| Avg. Down Week | -7.25% | -8.57% |
| Avg. Up Month | 3.26% | 14.51% |
| Avg. Down Month | -16.9% | -23.44% |
| Win Days % | 43.83% | 51.45% |
| Win Month % | 38.46% | 61.11% |
| Win Week % | 29.41% | 52.63% |
| Win Quarter % | 33.33% | 57.14% |
| Win Year % | 0.0% | 50.0% |