| Metric | 11584120:solusd:triple_gx:zlema235_85_120 | 11584120:SOLUSD |
|---|---|---|
| Time in Market | 24.0% | 100.0% |
| Cumulative Return | 24.89% | -18.43% |
| Max Drawdown | -22.38% | -54.78% |
| Sharpe | 0.87 | 0.16 |
| Sortino | 1.54 | 0.24 |
| Payoff Ratio | 1.24 | 1.1 |
| Profit Factor | 1.31 | 1.02 |
| Common Sense Ratio | 1.41 | 1.02 |
| CPC Index | 0.79 | 0.57 |
| Tail Ratio | 1.08 | 0.99 |
| Outlier Win Ratio | 20.96 | 2.95 |
| Outlier Loss Ratio | 2.94 | 2.21 |
| Volatility (ann.) | 41.66% | 89.6% |
| R^2 | 0.22 | 0.22 |
| Calmar | 1.44 | -0.41 |
| Skew | 2.59 | 0.46 |
| Kurtosis | 23.36 | 3.97 |
| Expected Daily % | 0.08% | -0.07% |
| Expected Monthly % | 2.25% | -2.02% |
| Expected Yearly % | 11.75% | -9.69% |
| Kelly Criterion | 7.06% | 6.28% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -3.49% | -7.68% |
| Expected Shortfall (cVaR) | -3.49% | -7.68% |
| Year | 11584120:SOLUSD | 11584120:solusd:triple_gx:zlema235_85_120 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 13.75 | 7.53 | 0.55 | - |
| 2025 | -28.30 | 16.14 | -0.57 | + |
| Metric | 11584120:solusd:triple_gx:zlema235_85_120 | 11584120:SOLUSD |
|---|---|---|
| MTD | -6.65% | -8.58% |
| 3M | 15.45% | -37.4% |
| 6M | 38.94% | 2.99% |
| YTD | 16.14% | -28.3% |
| 1Y | 24.89% | -18.43% |
| 3Y (ann.) | 32.15% | -22.55% |
| 5Y (ann.) | 32.15% | -22.55% |
| Metric | 11584120:solusd:triple_gx:zlema235_85_120 | 11584120:SOLUSD |
|---|---|---|
| Max Drawdown | -22.38% | -54.78% |
| Longest DD Days | 130.0 | 100.0 |
| Avg. Drawdown | -12.29% | -19.95% |
| Avg. Drawdown Days | 38.0 | 34.0 |
| Recovery Factor | 1.11 | -0.34 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-02-01 | 2025-03-19 | -22.38 | 46 |
| 2024-08-25 | 2025-01-02 | -20.32 | 130 |
| 2025-01-07 | 2025-01-18 | -16.47 | 11 |
| 2025-01-04 | 2025-01-06 | -2.10 | 2 |
| 2024-08-20 | 2024-08-21 | -0.18 | 1 |
| Metric | 11584120:solusd:triple_gx:zlema235_85_120 | 11584120:SOLUSD |
|---|---|---|
| Best Day | 18.89% | 24.47% |
| Worst Day | -7.62% | -20.52% |
| Best Week | 18.89% | 21.25% |
| Worst Week | -13.9% | -17.1% |
| Best Month | 30.69% | 41.15% |
| Worst Month | -6.65% | -36.08% |
| Best Year | 16.14% | 13.75% |
| Worst Year | 7.53% | -28.3% |
| Avg. Up Day | 3.63% | 3.65% |
| Avg. Down Day | -2.93% | -3.31% |
| Avg. Up Week | 9.55% | 10.35% |
| Avg. Down Week | -6.41% | -10.09% |
| Avg. Up Month | 21.85% | 17.76% |
| Avg. Down Month | -4.08% | -21.6% |
| Win Days % | 48.57% | 50.86% |
| Win Month % | 33.33% | 50.0% |
| Win Week % | 50.0% | 51.16% |
| Win Quarter % | 66.67% | 50.0% |
| Win Year % | 100.0% | 50.0% |