| Metric | 12306819:solusd:triple_med_gx:zlema95_15 | 12306819:SOLUSD |
|---|---|---|
| Time in Market | 16.0% | 100.0% |
| Cumulative Return | 27.52% | 3.1% |
| Max Drawdown | -43.2% | -64.93% |
| Sharpe | 0.4 | 0.23 |
| Sortino | 0.58 | 0.34 |
| Payoff Ratio | 1.16 | 1.15 |
| Profit Factor | 1.16 | 1.04 |
| Common Sense Ratio | 1.74 | 1.06 |
| CPC Index | 0.65 | 0.58 |
| Tail Ratio | 1.5 | 1.02 |
| Outlier Win Ratio | 31.1 | 2.86 |
| Outlier Loss Ratio | 3.19 | 3.03 |
| Volatility (ann.) | 16.99% | 43.08% |
| R^2 | 0.15 | 0.15 |
| Calmar | 0.56 | 0.04 |
| Skew | -0.38 | 0.64 |
| Kurtosis | 28.79 | 8.72 |
| Expected Daily % | 0.01% | 0.0% |
| Expected Monthly % | 1.75% | 0.22% |
| Expected Yearly % | 12.93% | 1.54% |
| Kelly Criterion | 4.08% | 5.05% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.44% | -3.68% |
| Expected Shortfall (cVaR) | -1.44% | -3.68% |
| Year | 12306819:SOLUSD | 12306819:solusd:triple_med_gx:zlema95_15 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 13.13 | 34.34 | 2.61 | + |
| 2025 | -8.87 | -5.08 | 0.57 | + |
| Metric | 12306819:solusd:triple_med_gx:zlema95_15 | 12306819:SOLUSD |
|---|---|---|
| MTD | -4.03% | 11.11% |
| 3M | -10.67% | 36.47% |
| 6M | -13.71% | -8.22% |
| YTD | -5.08% | -8.87% |
| 1Y | 19.75% | 7.09% |
| 3Y (ann.) | 24.1% | 2.75% |
| 5Y (ann.) | 24.1% | 2.75% |
| Metric | 12306819:solusd:triple_med_gx:zlema95_15 | 12306819:SOLUSD |
|---|---|---|
| Max Drawdown | -43.2% | -64.93% |
| Longest DD Days | 178.0 | 178.0 |
| Avg. Drawdown | -6.34% | -11.98% |
| Avg. Drawdown Days | 30.0 | 23.0 |
| Recovery Factor | 0.64 | 0.05 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-19 | 2025-07-17 | -43.20 | 178 |
| 2024-06-28 | 2024-07-15 | -8.06 | 17 |
| 2024-06-05 | 2024-06-27 | -5.63 | 21 |
| 2024-11-08 | 2025-01-02 | -4.65 | 54 |
| 2024-08-24 | 2024-09-13 | -3.54 | 19 |
| 2024-10-15 | 2024-11-07 | -3.30 | 23 |
| 2024-07-16 | 2024-08-23 | -2.83 | 38 |
| 2025-01-16 | 2025-01-17 | -1.56 | 0 |
| 2025-01-02 | 2025-01-16 | -1.18 | 13 |
| 2025-01-17 | 2025-01-17 | -0.97 | 0 |
| Metric | 12306819:solusd:triple_med_gx:zlema95_15 | 12306819:SOLUSD |
|---|---|---|
| Best Day | 7.32% | 19.54% |
| Worst Day | -9.01% | -14.23% |
| Best Week | 14.72% | 21.25% |
| Worst Week | -18.89% | -17.1% |
| Best Month | 36.28% | 41.15% |
| Worst Month | -28.5% | -36.08% |
| Best Year | 34.34% | 13.13% |
| Worst Year | -5.08% | -8.87% |
| Avg. Up Day | 1.77% | 1.78% |
| Avg. Down Day | -1.52% | -1.55% |
| Avg. Up Week | 6.48% | 12.45% |
| Avg. Down Week | -7.96% | -6.27% |
| Avg. Up Month | 11.58% | 18.41% |
| Avg. Down Month | -10.11% | -17.19% |
| Win Days % | 48.46% | 49.3% |
| Win Month % | 57.14% | 57.14% |
| Win Week % | 64.29% | 51.67% |
| Win Quarter % | 50.0% | 66.67% |
| Win Year % | 50.0% | 50.0% |