| Metric | 11584177:solusd:triple_gx:zlema235_90_120 | 11584177:SOLUSD |
|---|---|---|
| Time in Market | 22.0% | 100.0% |
| Cumulative Return | 22.7% | -18.43% |
| Max Drawdown | -20.02% | -54.78% |
| Sharpe | 0.84 | 0.16 |
| Sortino | 1.48 | 0.24 |
| Payoff Ratio | 1.2 | 1.1 |
| Profit Factor | 1.31 | 1.02 |
| Common Sense Ratio | 1.44 | 1.02 |
| CPC Index | 0.8 | 0.57 |
| Tail Ratio | 1.09 | 0.99 |
| Outlier Win Ratio | 22.98 | 2.86 |
| Outlier Loss Ratio | 2.83 | 2.21 |
| Volatility (ann.) | 39.4% | 89.6% |
| R^2 | 0.2 | 0.2 |
| Calmar | 1.46 | -0.41 |
| Skew | 2.79 | 0.46 |
| Kurtosis | 28.17 | 3.97 |
| Expected Daily % | 0.07% | -0.07% |
| Expected Monthly % | 2.07% | -2.02% |
| Expected Yearly % | 10.77% | -9.69% |
| Kelly Criterion | 9.62% | 6.19% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -3.3% | -7.68% |
| Expected Shortfall (cVaR) | -3.3% | -7.68% |
| Year | 11584177:SOLUSD | 11584177:solusd:triple_gx:zlema235_90_120 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 13.75 | 12.93 | 0.94 | - |
| 2025 | -28.30 | 8.65 | -0.31 | + |
| Metric | 11584177:solusd:triple_gx:zlema235_90_120 | 11584177:SOLUSD |
|---|---|---|
| MTD | -7.63% | -8.58% |
| 3M | 8.01% | -37.4% |
| 6M | 29.99% | 2.99% |
| YTD | 8.65% | -28.3% |
| 1Y | 22.7% | -18.43% |
| 3Y (ann.) | 29.25% | -22.55% |
| 5Y (ann.) | 29.25% | -22.55% |
| Metric | 11584177:solusd:triple_gx:zlema235_90_120 | 11584177:SOLUSD |
|---|---|---|
| Max Drawdown | -20.02% | -54.78% |
| Longest DD Days | 33.0 | 100.0 |
| Avg. Drawdown | -7.46% | -19.95% |
| Avg. Drawdown Days | 8.0 | 34.0 |
| Recovery Factor | 1.13 | -0.34 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-08-25 | 2024-09-27 | -20.02 | 33 |
| 2025-03-05 | 2025-03-19 | -19.32 | 14 |
| 2025-01-07 | 2025-01-18 | -16.17 | 11 |
| 2025-01-04 | 2025-01-06 | -2.10 | 2 |
| 2024-12-31 | 2025-01-01 | -1.15 | 1 |
| 2024-09-28 | 2024-09-29 | -0.56 | 1 |
| 2024-08-20 | 2024-08-21 | -0.18 | 1 |
| 2024-12-29 | 2024-12-30 | -0.18 | 1 |
| Metric | 11584177:solusd:triple_gx:zlema235_90_120 | 11584177: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 | 19.66% | 41.15% |
| Worst Month | -7.63% | -36.08% |
| Best Year | 12.93% | 13.75% |
| Worst Year | 8.65% | -28.3% |
| Avg. Up Day | 3.47% | 3.49% |
| Avg. Down Day | -2.9% | -3.17% |
| Avg. Up Week | 10.37% | 9.23% |
| Avg. Down Week | -7.08% | -8.68% |
| Avg. Up Month | 18.64% | 17.76% |
| Avg. Down Month | -4.43% | -16.78% |
| Win Days % | 50.79% | 50.86% |
| Win Month % | 40.0% | 50.0% |
| Win Week % | 50.0% | 51.16% |
| Win Quarter % | 66.67% | 50.0% |
| Win Year % | 100.0% | 50.0% |