| Metric | 12307720:solusd:triple_med_gx:zlema35_20 | 12307720:SOLUSD |
|---|---|---|
| Time in Market | 9.0% | 100.0% |
| Cumulative Return | -7.42% | 3.1% |
| Max Drawdown | -28.3% | -64.93% |
| Sharpe | -0.06 | 0.23 |
| Sortino | -0.12 | 0.34 |
| Payoff Ratio | 1.37 | 1.3 |
| Profit Factor | 0.96 | 1.04 |
| Common Sense Ratio | 0.0 | 1.06 |
| CPC Index | 0.48 | 0.66 |
| Tail Ratio | 0.0 | 1.02 |
| Outlier Win Ratio | 62.76 | 2.37 |
| Outlier Loss Ratio | 3.86 | 2.66 |
| Volatility (ann.) | 13.41% | 43.08% |
| R^2 | 0.1 | 0.1 |
| Calmar | -0.23 | 0.04 |
| Skew | 12.27 | 0.64 |
| Kurtosis | 364.44 | 8.72 |
| Expected Daily % | -0.0% | 0.0% |
| Expected Monthly % | -0.55% | 0.22% |
| Expected Yearly % | -3.78% | 1.54% |
| Kelly Criterion | -10.52% | 10.17% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.16% | -3.68% |
| Expected Shortfall (cVaR) | -1.16% | -3.68% |
| Year | 12307720:SOLUSD | 12307720:solusd:triple_med_gx:zlema35_20 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 13.13 | -24.15 | -1.84 | - |
| 2025 | -8.87 | 22.06 | -2.49 | + |
| Metric | 12307720:solusd:triple_med_gx:zlema35_20 | 12307720:SOLUSD |
|---|---|---|
| MTD | 1.81% | 11.11% |
| 3M | 8.3% | 36.47% |
| 6M | 22.06% | -8.22% |
| YTD | 22.06% | -8.87% |
| 1Y | -2.54% | 7.09% |
| 3Y (ann.) | -6.62% | 2.75% |
| 5Y (ann.) | -6.62% | 2.75% |
| Metric | 12307720:solusd:triple_med_gx:zlema35_20 | 12307720:SOLUSD |
|---|---|---|
| Max Drawdown | -28.3% | -64.93% |
| Longest DD Days | 406.0 | 178.0 |
| Avg. Drawdown | -14.24% | -11.98% |
| Avg. Drawdown Days | 203.0 | 23.0 |
| Recovery Factor | -0.26 | 0.05 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-05 | 2025-07-17 | -28.30 | 406 |
| 2024-06-05 | 2024-06-05 | -0.18 | 0 |
| Metric | 12307720:solusd:triple_med_gx:zlema35_20 | 12307720:SOLUSD |
|---|---|---|
| Best Day | 19.33% | 19.54% |
| Worst Day | -6.06% | -14.23% |
| Best Week | 18.99% | 21.25% |
| Worst Week | -7.86% | -17.1% |
| Best Month | 26.61% | 41.15% |
| Worst Month | -12.89% | -36.08% |
| Best Year | 22.06% | 13.13% |
| Worst Year | -24.15% | -8.87% |
| Avg. Up Day | 1.77% | 1.82% |
| Avg. Down Day | -1.29% | -1.4% |
| Avg. Up Week | 2.84% | 8.34% |
| Avg. Down Week | -3.47% | -7.13% |
| Avg. Up Month | 3.19% | 19.45% |
| Avg. Down Month | -7.17% | -22.99% |
| Win Days % | 36.05% | 49.3% |
| Win Month % | 42.86% | 57.14% |
| Win Week % | 38.71% | 51.67% |
| Win Quarter % | 33.33% | 66.67% |
| Win Year % | 50.0% | 50.0% |