| Metric | 12306721:solusd:triple_med_gx:zlema100_15 | 12306721:SOLUSD |
|---|---|---|
| Time in Market | 17.0% | 100.0% |
| Cumulative Return | 34.15% | -14.07% |
| Max Drawdown | -14.61% | -58.89% |
| Sharpe | 0.61 | 0.12 |
| Sortino | 1.2 | 0.17 |
| Payoff Ratio | 1.42 | 1.37 |
| Profit Factor | 1.31 | 1.02 |
| Common Sense Ratio | 1.56 | 1.04 |
| CPC Index | 0.84 | 0.69 |
| Tail Ratio | 1.19 | 1.02 |
| Outlier Win Ratio | 34.01 | 2.77 |
| Outlier Loss Ratio | 4.07 | 2.72 |
| Volatility (ann.) | 17.07% | 44.76% |
| R^2 | 0.15 | 0.15 |
| Calmar | 2.99 | -0.29 |
| Skew | 9.15 | 0.62 |
| Kurtosis | 199.89 | 8.48 |
| Expected Daily % | 0.02% | -0.01% |
| Expected Monthly % | 2.98% | -1.5% |
| Expected Yearly % | 15.82% | -7.3% |
| Kelly Criterion | 6.86% | 12.53% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.44% | -3.84% |
| Expected Shortfall (cVaR) | -1.44% | -3.84% |
| Year | 12306721:SOLUSD | 12306721:solusd:triple_med_gx:zlema100_15 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 13.13 | -4.55 | -0.35 | - |
| 2025 | -24.04 | 40.54 | -1.69 | + |
| Metric | 12306721:solusd:triple_med_gx:zlema100_15 | 12306721:SOLUSD |
|---|---|---|
| MTD | 19.52% | -3.15% |
| 3M | 27.66% | -20.48% |
| 6M | 40.99% | -4.03% |
| YTD | 40.54% | -24.04% |
| 1Y | 34.15% | -14.07% |
| 3Y (ann.) | 43.66% | -17.05% |
| 5Y (ann.) | 43.66% | -17.05% |
| Metric | 12306721:solusd:triple_med_gx:zlema100_15 | 12306721:SOLUSD |
|---|---|---|
| Max Drawdown | -14.61% | -58.89% |
| Longest DD Days | 130.0 | 101.0 |
| Avg. Drawdown | -5.47% | -11.63% |
| Avg. Drawdown Days | 26.0 | 17.0 |
| Recovery Factor | 2.34 | -0.24 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-05 | 2024-10-14 | -14.61 | 130 |
| 2024-11-08 | 2025-01-18 | -11.85 | 70 |
| 2025-02-11 | 2025-03-02 | -10.57 | 19 |
| 2025-03-06 | 2025-03-24 | -8.70 | 17 |
| 2025-03-05 | 2025-03-06 | -3.07 | 0 |
| 2024-10-15 | 2024-11-07 | -2.90 | 23 |
| 2025-03-05 | 2025-03-05 | -1.82 | 0 |
| 2025-02-10 | 2025-02-11 | -0.82 | 0 |
| 2024-06-05 | 2024-06-05 | -0.18 | 0 |
| 2025-03-04 | 2025-03-04 | -0.18 | 0 |
| Metric | 12306721:solusd:triple_med_gx:zlema100_15 | 12306721:SOLUSD |
|---|---|---|
| Best Day | 19.54% | 19.54% |
| Worst Day | -5.2% | -14.23% |
| Best Week | 23.49% | 21.25% |
| Worst Week | -10.32% | -17.1% |
| Best Month | 28.43% | 41.15% |
| Worst Month | -9.22% | -36.08% |
| Best Year | 40.54% | 13.13% |
| Worst Year | -4.55% | -24.04% |
| Avg. Up Day | 1.68% | 1.82% |
| Avg. Down Day | -1.18% | -1.32% |
| Avg. Up Week | 8.05% | 14.6% |
| Avg. Down Week | -4.76% | -6.79% |
| Avg. Up Month | 9.53% | 20.86% |
| Avg. Down Month | -7.71% | -22.53% |
| Win Days % | 45.31% | 49.41% |
| Win Month % | 60.0% | 50.0% |
| Win Week % | 38.1% | 50.0% |
| Win Quarter % | 75.0% | 50.0% |
| Win Year % | 50.0% | 50.0% |