| Metric | 11572818:solusd:triple_gx:zlema250_25_85 | 11572818:SOLUSD |
|---|---|---|
| Time in Market | 27.0% | 100.0% |
| Cumulative Return | 11.81% | 119.09% |
| Max Drawdown | -64.1% | -92.96% |
| Sharpe | 0.29 | 0.72 |
| Sortino | 0.44 | 1.07 |
| Payoff Ratio | 1.18 | 1.07 |
| Profit Factor | 1.09 | 1.11 |
| Common Sense Ratio | 0.97 | 1.33 |
| CPC Index | 0.59 | 0.6 |
| Tail Ratio | 0.89 | 1.2 |
| Outlier Win Ratio | 22.73 | 3.01 |
| Outlier Loss Ratio | 3.47 | 2.79 |
| Volatility (ann.) | 44.22% | 98.86% |
| R^2 | 0.2 | 0.2 |
| Calmar | 0.05 | 0.26 |
| Skew | 1.21 | 0.08 |
| Kurtosis | 17.15 | 6.68 |
| Expected Daily % | 0.01% | 0.06% |
| Expected Monthly % | 0.24% | 1.72% |
| Expected Yearly % | 2.83% | 21.66% |
| Kelly Criterion | 0.05% | 3.29% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -3.77% | -8.32% |
| Expected Shortfall (cVaR) | -3.77% | -8.32% |
| Year | 11572818:SOLUSD | 11572818:solusd:triple_gx:zlema250_25_85 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -88.37 | -17.54 | 0.20 | + |
| 2023 | 921.46 | 160.64 | 0.17 | - |
| 2024 | 85.41 | -24.36 | -0.29 | - |
| 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.) | 11.53% | 79.87% |
| 5Y (ann.) | 3.08% | 23.74% |
| Metric | 11572818:solusd:triple_gx:zlema250_25_85 | 11572818:SOLUSD |
|---|---|---|
| Max Drawdown | -64.1% | -92.96% |
| Longest DD Days | 530.0 | 703.0 |
| Avg. Drawdown | -13.71% | -19.62% |
| Avg. Drawdown Days | 91.0 | 94.0 |
| Recovery Factor | 0.18 | 1.28 |
| Ulcer Index | 1.01 | 1.02 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-05-21 | 2025-11-02 | -64.10 | 530 |
| 2022-05-24 | 2023-07-13 | -42.71 | 415 |
| 2023-07-26 | 2023-12-07 | -18.42 | 134 |
| 2024-01-18 | 2024-03-29 | -17.92 | 71 |
| 2024-04-25 | 2024-05-04 | -12.70 | 9 |
| 2023-12-09 | 2023-12-14 | -8.55 | 5 |
| 2024-05-10 | 2024-05-15 | -6.96 | 5 |
| 2024-05-05 | 2024-05-09 | -4.67 | 4 |
| 2024-05-19 | 2024-05-20 | -1.44 | 1 |
| 2023-12-19 | 2023-12-20 | -0.18 | 1 |
| Metric | 11572818:solusd:triple_gx:zlema250_25_85 | 11572818:SOLUSD |
|---|---|---|
| Best Day | 18.7% | 32.67% |
| Worst Day | -15.58% | -42.6% |
| Best Week | 33.88% | 43.67% |
| Worst Week | -19.36% | -51.66% |
| Best Month | 70.58% | 140.02% |
| Worst Month | -33.73% | -56.44% |
| Best Year | 160.64% | 921.46% |
| Worst Year | -31.23% | -88.37% |
| Avg. Up Day | 3.59% | 3.61% |
| Avg. Down Day | -3.04% | -3.36% |
| Avg. Up Week | 11.4% | 11.54% |
| Avg. Down Week | -6.78% | -8.07% |
| Avg. Up Month | 16.37% | 31.21% |
| Avg. Down Month | -15.97% | -27.77% |
| Win Days % | 45.94% | 49.93% |
| Win Month % | 55.17% | 54.35% |
| Win Week % | 43.06% | 48.47% |
| Win Quarter % | 68.75% | 56.25% |
| Win Year % | 25.0% | 50.0% |