| Metric | 11584177:solusd:triple_gx:zlema235_90_120 | 11584177:SOLUSD |
|---|---|---|
| Time in Market | 19.0% | 100.0% |
| Cumulative Return | 92.86% | 59.87% |
| Max Drawdown | -29.23% | -89.25% |
| Sharpe | 0.77 | 0.68 |
| Sortino | 1.37 | 1.02 |
| Payoff Ratio | 1.47 | 1.32 |
| Profit Factor | 1.3 | 1.11 |
| Common Sense Ratio | 1.27 | 1.35 |
| CPC Index | 0.87 | 0.72 |
| Tail Ratio | 0.98 | 1.22 |
| Outlier Win Ratio | 28.96 | 2.89 |
| Outlier Loss Ratio | 3.37 | 2.61 |
| Volatility (ann.) | 39.5% | 102.96% |
| R^2 | 0.15 | 0.15 |
| Calmar | 0.87 | 0.2 |
| Skew | 2.6 | 0.07 |
| Kurtosis | 23.91 | 7.02 |
| Expected Daily % | 0.06% | 0.04% |
| Expected Monthly % | 1.84% | 1.31% |
| Expected Yearly % | 17.84% | 12.44% |
| Kelly Criterion | 8.84% | 10.76% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -3.32% | -8.67% |
| Expected Shortfall (cVaR) | -3.32% | -8.67% |
| Year | 11584177:SOLUSD | 11584177:solusd:triple_gx:zlema235_90_120 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -88.23 | 2.41 | -0.03 | + |
| 2023 | 921.46 | 30.68 | 0.03 | - |
| 2024 | 85.41 | 32.62 | 0.38 | - |
| 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 | 43.08% | -30.91% |
| 3Y (ann.) | 25.54% | 17.64% |
| 5Y (ann.) | 25.54% | 17.64% |
| Metric | 11584177:solusd:triple_gx:zlema235_90_120 | 11584177:SOLUSD |
|---|---|---|
| Max Drawdown | -29.23% | -89.25% |
| Longest DD Days | 395.0 | 597.0 |
| Avg. Drawdown | -11.3% | -24.88% |
| Avg. Drawdown Days | 65.0 | 93.0 |
| Recovery Factor | 3.18 | 0.67 |
| Ulcer Index | inf | 1.04 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-06-26 | 2023-07-26 | -29.23 | 395 |
| 2023-12-26 | 2024-08-23 | -26.02 | 241 |
| 2023-07-27 | 2023-12-22 | -25.57 | 148 |
| 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 |
| 2022-06-22 | 2022-06-23 | -6.22 | 1 |
| 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 |
| Metric | 11584177:solusd:triple_gx:zlema235_90_120 | 11584177:SOLUSD |
|---|---|---|
| Best Day | 18.89% | 32.67% |
| Worst Day | -11.99% | -42.6% |
| Best Week | 36.46% | 43.67% |
| Worst Week | -21.63% | -51.66% |
| Best Month | 33.58% | 141.93% |
| Worst Month | -19.55% | -56.44% |
| Best Year | 32.62% | 921.46% |
| Worst Year | 2.41% | -88.23% |
| Avg. Up Day | 4.24% | 4.27% |
| Avg. Down Day | -2.88% | -3.23% |
| Avg. Up Week | 12.81% | 12.85% |
| Avg. Down Week | -7.07% | -7.95% |
| Avg. Up Month | 17.43% | 45.1% |
| Avg. Down Month | -9.12% | -19.87% |
| Win Days % | 45.69% | 49.19% |
| Win Month % | 52.94% | 48.57% |
| Win Week % | 48.78% | 47.4% |
| Win Quarter % | 72.73% | 50.0% |
| Win Year % | 100.0% | 50.0% |