| Metric | 12306721:solusd:triple_med_gx:zlema100_15 | 12306721:SOLUSD |
|---|---|---|
| Time in Market | 12.0% | 100.0% |
| Cumulative Return | 24.37% | -14.07% |
| Max Drawdown | -10.98% | -58.89% |
| Sharpe | 0.54 | 0.12 |
| Sortino | 1.36 | 0.17 |
| Payoff Ratio | 1.85 | 1.72 |
| Profit Factor | 1.39 | 1.02 |
| Common Sense Ratio | 0.0 | 1.04 |
| CPC Index | 1.01 | 0.86 |
| Tail Ratio | 0.0 | 1.02 |
| Outlier Win Ratio | 52.71 | 2.59 |
| Outlier Loss Ratio | 4.85 | 2.43 |
| Volatility (ann.) | 14.08% | 44.76% |
| R^2 | 0.1 | 0.1 |
| Calmar | 2.81 | -0.29 |
| Skew | 16.22 | 0.62 |
| Kurtosis | 421.27 | 8.48 |
| Expected Daily % | 0.02% | -0.01% |
| Expected Monthly % | 2.2% | -1.5% |
| Expected Yearly % | 11.52% | -7.3% |
| Kelly Criterion | 6.81% | 19.96% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.19% | -3.84% |
| Expected Shortfall (cVaR) | -1.19% | -3.84% |
| Year | 12306721:SOLUSD | 12306721:solusd:triple_med_gx:zlema100_15 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 13.13 | 3.71 | 0.28 | - |
| 2025 | -24.04 | 19.92 | -0.83 | + |
| Metric | 12306721:solusd:triple_med_gx:zlema100_15 | 12306721:SOLUSD |
|---|---|---|
| MTD | 25.07% | -3.15% |
| 3M | 12.91% | -20.48% |
| 6M | 23.1% | -4.03% |
| YTD | 19.92% | -24.04% |
| 1Y | 24.37% | -14.07% |
| 3Y (ann.) | 30.86% | -17.05% |
| 5Y (ann.) | 30.86% | -17.05% |
| Metric | 12306721:solusd:triple_med_gx:zlema100_15 | 12306721:SOLUSD |
|---|---|---|
| Max Drawdown | -10.98% | -58.89% |
| Longest DD Days | 96.0 | 101.0 |
| Avg. Drawdown | -2.54% | -11.63% |
| Avg. Drawdown Days | 16.0 | 17.0 |
| Recovery Factor | 2.22 | -0.24 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-25 | 2025-03-02 | -10.98 | 66 |
| 2024-06-05 | 2024-09-09 | -6.43 | 96 |
| 2025-03-16 | 2025-03-24 | -4.80 | 8 |
| 2025-03-05 | 2025-03-06 | -3.07 | 0 |
| 2024-11-24 | 2024-12-25 | -2.01 | 31 |
| 2025-03-05 | 2025-03-05 | -1.82 | 0 |
| 2024-11-07 | 2024-11-07 | -1.48 | 0 |
| 2024-10-12 | 2024-10-13 | -1.10 | 1 |
| 2024-09-10 | 2024-09-10 | -0.38 | 0 |
| 2024-11-06 | 2024-11-07 | -0.35 | 0 |
| Metric | 12306721:solusd:triple_med_gx:zlema100_15 | 12306721:SOLUSD |
|---|---|---|
| Best Day | 19.54% | 19.54% |
| Worst Day | -4.03% | -14.23% |
| Best Week | 29.22% | 21.25% |
| Worst Week | -5.47% | -17.1% |
| Best Month | 25.07% | 41.15% |
| Worst Month | -8.19% | -36.08% |
| Best Year | 19.92% | 13.13% |
| Worst Year | 3.71% | -24.04% |
| Avg. Up Day | 1.7% | 1.95% |
| Avg. Down Day | -0.92% | -1.13% |
| Avg. Up Week | 4.14% | 14.47% |
| Avg. Down Week | -2.98% | -6.79% |
| Avg. Up Month | 4.45% | 20.86% |
| Avg. Down Month | -5.4% | -22.53% |
| Win Days % | 39.55% | 49.41% |
| Win Month % | 60.0% | 50.0% |
| Win Week % | 36.84% | 50.0% |
| Win Quarter % | 75.0% | 50.0% |
| Win Year % | 100.0% | 50.0% |