| Metric | 12306699:solusd:triple_med_gx:zlema80_15 | 12306699:SOLUSD |
|---|---|---|
| Time in Market | 16.0% | 100.0% |
| Cumulative Return | 30.45% | 3.1% |
| Max Drawdown | -25.63% | -64.93% |
| Sharpe | 0.42 | 0.23 |
| Sortino | 0.72 | 0.34 |
| Payoff Ratio | 1.31 | 1.29 |
| Profit Factor | 1.19 | 1.04 |
| Common Sense Ratio | 1.37 | 1.06 |
| CPC Index | 0.7 | 0.66 |
| Tail Ratio | 1.15 | 1.02 |
| Outlier Win Ratio | 32.39 | 2.76 |
| Outlier Loss Ratio | 3.59 | 2.98 |
| Volatility (ann.) | 17.61% | 43.08% |
| R^2 | 0.17 | 0.17 |
| Calmar | 1.04 | 0.04 |
| Skew | 5.78 | 0.64 |
| Kurtosis | 137.73 | 8.72 |
| Expected Daily % | 0.02% | 0.0% |
| Expected Monthly % | 1.92% | 0.22% |
| Expected Yearly % | 14.21% | 1.54% |
| Kelly Criterion | 2.69% | 9.87% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.5% | -3.68% |
| Expected Shortfall (cVaR) | -1.5% | -3.68% |
| Year | 12306699:SOLUSD | 12306699:solusd:triple_med_gx:zlema80_15 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 13.13 | -13.40 | -1.02 | - |
| 2025 | -8.87 | 50.63 | -5.71 | + |
| Metric | 12306699:solusd:triple_med_gx:zlema80_15 | 12306699:SOLUSD |
|---|---|---|
| MTD | 0.0% | 11.11% |
| 3M | 14.12% | 36.47% |
| 6M | 50.63% | -8.22% |
| YTD | 50.63% | -8.87% |
| 1Y | 35.89% | 7.09% |
| 3Y (ann.) | 26.63% | 2.75% |
| 5Y (ann.) | 26.63% | 2.75% |
| Metric | 12306699:solusd:triple_med_gx:zlema80_15 | 12306699:SOLUSD |
|---|---|---|
| Max Drawdown | -25.63% | -64.93% |
| Longest DD Days | 204.0 | 178.0 |
| Avg. Drawdown | -8.89% | -11.98% |
| Avg. Drawdown Days | 54.0 | 23.0 |
| Recovery Factor | 1.19 | 0.05 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-03-03 | 2025-06-28 | -25.63 | 117 |
| 2024-06-28 | 2025-01-18 | -18.32 | 204 |
| 2024-06-05 | 2024-06-27 | -8.18 | 22 |
| 2025-02-11 | 2025-03-02 | -6.63 | 19 |
| 2025-02-10 | 2025-02-11 | -1.70 | 0 |
| 2025-06-28 | 2025-07-17 | -1.61 | 18 |
| 2024-06-05 | 2024-06-05 | -0.18 | 0 |
| Metric | 12306699:solusd:triple_med_gx:zlema80_15 | 12306699:SOLUSD |
|---|---|---|
| Best Day | 19.54% | 19.54% |
| Worst Day | -9.01% | -14.23% |
| Best Week | 18.89% | 21.25% |
| Worst Week | -7.36% | -17.1% |
| Best Month | 28.38% | 41.15% |
| Worst Month | -11.02% | -36.08% |
| Best Year | 50.63% | 13.13% |
| Worst Year | -13.4% | -8.87% |
| Avg. Up Day | 1.84% | 1.85% |
| Avg. Down Day | -1.4% | -1.44% |
| Avg. Up Week | 6.06% | 11.7% |
| Avg. Down Week | -4.17% | -6.75% |
| Avg. Up Month | 11.39% | 20.25% |
| Avg. Down Month | -6.03% | -21.21% |
| Win Days % | 44.8% | 49.3% |
| Win Month % | 46.15% | 57.14% |
| Win Week % | 51.72% | 51.67% |
| Win Quarter % | 60.0% | 66.67% |
| Win Year % | 50.0% | 50.0% |