| Metric | 12306721:solusd:triple_med_gx:zlema100_15 | 12306721:SOLUSD |
|---|---|---|
| Time in Market | 22.0% | 100.0% |
| Cumulative Return | 34.15% | -17.2% |
| Max Drawdown | -13.74% | -54.18% |
| Sharpe | 1.07 | 0.19 |
| Sortino | 2.67 | 0.28 |
| Payoff Ratio | 1.96 | 1.86 |
| Profit Factor | 1.6 | 1.03 |
| Common Sense Ratio | 1.3 | 0.95 |
| CPC Index | 1.3 | 0.9 |
| Tail Ratio | 0.81 | 0.93 |
| Outlier Win Ratio | 28.86 | 2.89 |
| Outlier Loss Ratio | 4.6 | 2.3 |
| Volatility (ann.) | 40.73% | 90.42% |
| R^2 | 0.17 | 0.17 |
| Calmar | 3.18 | -0.38 |
| Skew | 7.06 | 0.35 |
| Kurtosis | 76.75 | 3.25 |
| Expected Daily % | 0.1% | -0.06% |
| Expected Monthly % | 2.98% | -1.87% |
| Expected Yearly % | 15.82% | -9.0% |
| Kelly Criterion | 11.36% | 18.95% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -3.39% | -7.74% |
| Expected Shortfall (cVaR) | -3.39% | -7.74% |
| Year | 12306721:SOLUSD | 12306721:solusd:triple_med_gx:zlema100_15 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 12.78 | -4.68 | -0.37 | - |
| 2025 | -26.58 | 40.73 | -1.53 | + |
| Metric | 12306721:solusd:triple_med_gx:zlema100_15 | 12306721:SOLUSD |
|---|---|---|
| MTD | 19.52% | 8.0% |
| 3M | 27.66% | -30.61% |
| 6M | 40.99% | -5.31% |
| YTD | 40.73% | -26.58% |
| 1Y | 34.15% | -17.2% |
| 3Y (ann.) | 43.66% | -20.76% |
| 5Y (ann.) | 43.66% | -20.76% |
| Metric | 12306721:solusd:triple_med_gx:zlema100_15 | 12306721:SOLUSD |
|---|---|---|
| Max Drawdown | -13.74% | -54.18% |
| Longest DD Days | 154.0 | 101.0 |
| Avg. Drawdown | -8.75% | -15.78% |
| Avg. Drawdown Days | 52.0 | 26.0 |
| Recovery Factor | 2.49 | -0.32 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-06 | 2024-11-07 | -13.74 | 154 |
| 2024-11-10 | 2025-01-19 | -10.88 | 70 |
| 2025-02-12 | 2025-03-03 | -10.57 | 19 |
| 2025-03-07 | 2025-03-24 | -7.67 | 17 |
| 2025-03-05 | 2025-03-06 | -0.91 | 1 |
| Metric | 12306721:solusd:triple_med_gx:zlema100_15 | 12306721:SOLUSD |
|---|---|---|
| Best Day | 24.83% | 20.8% |
| Worst Day | -8.08% | -18.74% |
| Best Week | 25.11% | 25.06% |
| Worst Week | -10.83% | -26.95% |
| Best Month | 28.6% | 39.21% |
| Worst Month | -9.29% | -46.12% |
| Best Year | 40.73% | 12.78% |
| Worst Year | -4.68% | -26.58% |
| Avg. Up Day | 3.92% | 4.5% |
| Avg. Down Day | -1.99% | -2.42% |
| Avg. Up Week | 8.32% | 12.27% |
| Avg. Down Week | -3.63% | -7.83% |
| Avg. Up Month | 11.23% | 21.86% |
| Avg. Down Month | -7.74% | -27.7% |
| Win Days % | 41.27% | 47.3% |
| Win Month % | 60.0% | 60.0% |
| Win Week % | 40.0% | 50.0% |
| Win Quarter % | 75.0% | 50.0% |
| Win Year % | 50.0% | 50.0% |