| Metric | 12306721:solusd:triple_med_gx:zlema100_15 | 12306721:SOLUSD |
|---|---|---|
| Time in Market | 15.0% | 100.0% |
| Cumulative Return | 11.34% | -17.2% |
| Max Drawdown | -11.98% | -54.18% |
| Sharpe | 0.57 | 0.19 |
| Sortino | 1.97 | 0.28 |
| Payoff Ratio | 2.46 | 2.66 |
| Profit Factor | 1.49 | 1.03 |
| Common Sense Ratio | 0.02 | 0.95 |
| CPC Index | 1.31 | 1.3 |
| Tail Ratio | 0.01 | 0.93 |
| Outlier Win Ratio | 57.74 | 2.5 |
| Outlier Loss Ratio | 6.1 | 2.01 |
| Volatility (ann.) | 29.84% | 90.42% |
| R^2 | 0.07 | 0.07 |
| Calmar | 1.18 | -0.38 |
| Skew | 13.54 | 0.35 |
| Kurtosis | 216.27 | 3.25 |
| Expected Daily % | 0.04% | -0.06% |
| Expected Monthly % | 1.08% | -1.87% |
| Expected Yearly % | 5.52% | -9.0% |
| Kelly Criterion | 9.53% | 27.5% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.52% | -7.74% |
| Expected Shortfall (cVaR) | -2.52% | -7.74% |
| Year | 12306721:SOLUSD | 12306721:solusd:triple_med_gx:zlema100_15 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 12.78 | -5.71 | -0.45 | - |
| 2025 | -26.58 | 18.09 | -0.68 | + |
| Metric | 12306721:solusd:triple_med_gx:zlema100_15 | 12306721:SOLUSD |
|---|---|---|
| MTD | 23.67% | 8.0% |
| 3M | 9.86% | -30.61% |
| 6M | 13.22% | -5.31% |
| YTD | 18.09% | -26.58% |
| 1Y | 11.34% | -17.2% |
| 3Y (ann.) | 14.17% | -20.76% |
| 5Y (ann.) | 14.17% | -20.76% |
| Metric | 12306721:solusd:triple_med_gx:zlema100_15 | 12306721:SOLUSD |
|---|---|---|
| Max Drawdown | -11.98% | -54.18% |
| Longest DD Days | 155.0 | 101.0 |
| Avg. Drawdown | -4.72% | -15.78% |
| Avg. Drawdown Days | 68.0 | 26.0 |
| Recovery Factor | 0.95 | -0.32 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-11-24 | 2025-03-03 | -11.98 | 99 |
| 2024-06-06 | 2024-11-08 | -5.74 | 155 |
| 2025-03-05 | 2025-03-16 | -0.94 | 11 |
| 2025-03-19 | 2025-03-24 | -0.22 | 5 |
| Metric | 12306721:solusd:triple_med_gx:zlema100_15 | 12306721:SOLUSD |
|---|---|---|
| Best Day | 24.83% | 20.8% |
| Worst Day | -4.3% | -18.74% |
| Best Week | 22.85% | 25.06% |
| Worst Week | -4.8% | -26.95% |
| Best Month | 23.67% | 39.21% |
| Worst Month | -6.97% | -46.12% |
| Best Year | 18.09% | 12.78% |
| Worst Year | -5.71% | -26.58% |
| Avg. Up Day | 3.48% | 5.19% |
| Avg. Down Day | -1.42% | -1.95% |
| Avg. Up Week | 5.29% | 10.08% |
| Avg. Down Week | -2.49% | -6.31% |
| Avg. Up Month | 7.17% | 23.92% |
| Avg. Down Month | -5.14% | -27.7% |
| Win Days % | 35.71% | 47.3% |
| Win Month % | 50.0% | 60.0% |
| Win Week % | 36.84% | 50.0% |
| Win Quarter % | 50.0% | 50.0% |
| Win Year % | 50.0% | 50.0% |