| Metric | 12306772:solusd:triple_med_gx:zlema75_15 | 12306772:SOLUSD |
|---|---|---|
| Time in Market | 14.0% | 100.0% |
| Cumulative Return | 44.51% | 3.1% |
| Max Drawdown | -23.39% | -64.93% |
| Sharpe | 0.55 | 0.23 |
| Sortino | 0.95 | 0.34 |
| Payoff Ratio | 1.25 | 1.19 |
| Profit Factor | 1.29 | 1.04 |
| Common Sense Ratio | 3.57 | 1.06 |
| CPC Index | 0.78 | 0.61 |
| Tail Ratio | 2.77 | 1.02 |
| Outlier Win Ratio | 34.39 | 2.75 |
| Outlier Loss Ratio | 3.36 | 2.98 |
| Volatility (ann.) | 17.37% | 43.08% |
| R^2 | 0.16 | 0.16 |
| Calmar | 1.65 | 0.04 |
| Skew | 5.91 | 0.64 |
| Kurtosis | 146.27 | 8.72 |
| Expected Daily % | 0.02% | 0.0% |
| Expected Monthly % | 2.66% | 0.22% |
| Expected Yearly % | 20.21% | 1.54% |
| Kelly Criterion | 6.86% | 6.63% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.47% | -3.68% |
| Expected Shortfall (cVaR) | -1.47% | -3.68% |
| Year | 12306772:SOLUSD | 12306772:solusd:triple_med_gx:zlema75_15 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 13.13 | 3.32 | 0.25 | - |
| 2025 | -8.87 | 39.86 | -4.50 | + |
| Metric | 12306772:solusd:triple_med_gx:zlema75_15 | 12306772:SOLUSD |
|---|---|---|
| MTD | 0.0% | 11.11% |
| 3M | -2.6% | 36.47% |
| 6M | 39.86% | -8.22% |
| YTD | 39.86% | -8.87% |
| 1Y | 58.46% | 7.09% |
| 3Y (ann.) | 38.68% | 2.75% |
| 5Y (ann.) | 38.68% | 2.75% |
| Metric | 12306772:solusd:triple_med_gx:zlema75_15 | 12306772:SOLUSD |
|---|---|---|
| Max Drawdown | -23.39% | -64.93% |
| Longest DD Days | 108.0 | 178.0 |
| Avg. Drawdown | -9.14% | -11.98% |
| Avg. Drawdown Days | 39.0 | 23.0 |
| Recovery Factor | 1.9 | 0.05 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-03-03 | 2025-05-23 | -23.39 | 81 |
| 2025-06-11 | 2025-07-17 | -16.28 | 36 |
| 2024-06-28 | 2024-10-14 | -13.65 | 108 |
| 2024-11-08 | 2025-01-18 | -10.12 | 70 |
| 2024-06-05 | 2024-06-27 | -7.83 | 22 |
| 2025-02-14 | 2025-03-02 | -5.22 | 15 |
| 2025-05-23 | 2025-06-10 | -4.11 | 18 |
| 2024-11-07 | 2024-11-07 | -1.48 | 0 |
| 2024-11-06 | 2024-11-06 | -0.18 | 0 |
| Metric | 12306772:solusd:triple_med_gx:zlema75_15 | 12306772:SOLUSD |
|---|---|---|
| Best Day | 19.54% | 19.54% |
| Worst Day | -9.01% | -14.23% |
| Best Week | 18.89% | 21.25% |
| Worst Week | -8.31% | -17.1% |
| Best Month | 28.38% | 41.15% |
| Worst Month | -8.35% | -36.08% |
| Best Year | 39.86% | 13.13% |
| Worst Year | 3.32% | -8.87% |
| Avg. Up Day | 1.85% | 1.86% |
| Avg. Down Day | -1.47% | -1.57% |
| Avg. Up Week | 6.88% | 12.58% |
| Avg. Down Week | -3.79% | -6.75% |
| Avg. Up Month | 12.6% | 19.75% |
| Avg. Down Month | -5.82% | -17.51% |
| Win Days % | 48.18% | 49.3% |
| Win Month % | 53.85% | 57.14% |
| Win Week % | 46.67% | 51.67% |
| Win Quarter % | 80.0% | 66.67% |
| Win Year % | 100.0% | 50.0% |