| Metric | 12306721:solusd:triple_med_gx:zlema100_15 | 12306721:SOLUSD |
|---|---|---|
| Time in Market | 16.0% | 100.0% |
| Cumulative Return | 63.15% | 3.1% |
| Max Drawdown | -20.35% | -64.93% |
| Sharpe | 0.7 | 0.23 |
| Sortino | 1.28 | 0.34 |
| Payoff Ratio | 1.48 | 1.41 |
| Profit Factor | 1.33 | 1.04 |
| Common Sense Ratio | 1.85 | 1.06 |
| CPC Index | 0.88 | 0.72 |
| Tail Ratio | 1.39 | 1.02 |
| Outlier Win Ratio | 30.77 | 2.87 |
| Outlier Loss Ratio | 3.73 | 2.87 |
| Volatility (ann.) | 17.69% | 43.08% |
| R^2 | 0.17 | 0.17 |
| Calmar | 2.68 | 0.04 |
| Skew | 6.3 | 0.64 |
| Kurtosis | 132.79 | 8.72 |
| Expected Daily % | 0.03% | 0.0% |
| Expected Monthly % | 3.56% | 0.22% |
| Expected Yearly % | 27.73% | 1.54% |
| Kelly Criterion | 7.61% | 13.33% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.49% | -3.68% |
| Expected Shortfall (cVaR) | -1.49% | -3.68% |
| Year | 12306721:SOLUSD | 12306721:solusd:triple_med_gx:zlema100_15 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 13.13 | 19.75 | 1.50 | + |
| 2025 | -8.87 | 36.25 | -4.09 | + |
| Metric | 12306721:solusd:triple_med_gx:zlema100_15 | 12306721:SOLUSD |
|---|---|---|
| MTD | 0.0% | 11.11% |
| 3M | 1.32% | 36.47% |
| 6M | 35.91% | -8.22% |
| YTD | 36.25% | -8.87% |
| 1Y | 64.97% | 7.09% |
| 3Y (ann.) | 54.45% | 2.75% |
| 5Y (ann.) | 54.45% | 2.75% |
| Metric | 12306721:solusd:triple_med_gx:zlema100_15 | 12306721:SOLUSD |
|---|---|---|
| Max Drawdown | -20.35% | -64.93% |
| Longest DD Days | 132.0 | 178.0 |
| Avg. Drawdown | -5.58% | -11.98% |
| Avg. Drawdown Days | 23.0 | 23.0 |
| Recovery Factor | 3.1 | 0.05 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-19 | 2025-03-04 | -20.35 | 44 |
| 2025-03-06 | 2025-07-17 | -14.91 | 132 |
| 2024-07-16 | 2024-08-24 | -12.48 | 39 |
| 2024-06-05 | 2024-07-15 | -10.44 | 40 |
| 2024-12-25 | 2025-01-18 | -10.07 | 23 |
| 2024-09-10 | 2024-10-14 | -3.86 | 33 |
| 2024-11-10 | 2024-11-11 | -3.21 | 0 |
| 2024-11-24 | 2024-12-25 | -3.21 | 31 |
| 2025-03-05 | 2025-03-06 | -3.07 | 0 |
| 2024-11-08 | 2024-11-10 | -2.52 | 1 |
| Metric | 12306721:solusd:triple_med_gx:zlema100_15 | 12306721:SOLUSD |
|---|---|---|
| Best Day | 19.54% | 19.54% |
| Worst Day | -7.37% | -14.23% |
| Best Week | 22.49% | 21.25% |
| Worst Week | -6.59% | -17.1% |
| Best Month | 24.19% | 41.15% |
| Worst Month | -9.03% | -36.08% |
| Best Year | 36.25% | 13.13% |
| Worst Year | 19.75% | -8.87% |
| Avg. Up Day | 1.9% | 1.91% |
| Avg. Down Day | -1.28% | -1.36% |
| Avg. Up Week | 7.07% | 13.41% |
| Avg. Down Week | -3.67% | -6.38% |
| Avg. Up Month | 8.77% | 18.41% |
| Avg. Down Month | -6.73% | -17.51% |
| Win Days % | 44.87% | 49.3% |
| Win Month % | 69.23% | 57.14% |
| Win Week % | 48.48% | 51.67% |
| Win Quarter % | 80.0% | 66.67% |
| Win Year % | 100.0% | 50.0% |