| Metric | 12307805:solusd:triple_med_gx:zlema95_20 | 12307805:SOLUSD |
|---|---|---|
| Time in Market | 17.0% | 100.0% |
| Cumulative Return | 49.57% | -14.07% |
| Max Drawdown | -23.39% | -58.89% |
| Sharpe | 0.76 | 0.12 |
| Sortino | 1.4 | 0.17 |
| Payoff Ratio | 1.34 | 1.34 |
| Profit Factor | 1.39 | 1.02 |
| Common Sense Ratio | 2.59 | 1.04 |
| CPC Index | 0.89 | 0.68 |
| Tail Ratio | 1.87 | 1.02 |
| Outlier Win Ratio | 30.15 | 2.77 |
| Outlier Loss Ratio | 3.92 | 2.81 |
| Volatility (ann.) | 18.55% | 44.76% |
| R^2 | 0.18 | 0.18 |
| Calmar | 2.75 | -0.29 |
| Skew | 6.92 | 0.62 |
| Kurtosis | 152.57 | 8.48 |
| Expected Daily % | 0.03% | -0.01% |
| Expected Monthly % | 4.11% | -1.5% |
| Expected Yearly % | 22.3% | -7.3% |
| Kelly Criterion | 8.37% | 11.73% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.56% | -3.84% |
| Expected Shortfall (cVaR) | -1.56% | -3.84% |
| Year | 12307805:SOLUSD | 12307805:solusd:triple_med_gx:zlema95_20 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 13.13 | 6.12 | 0.47 | - |
| 2025 | -24.04 | 40.95 | -1.70 | + |
| Metric | 12307805:solusd:triple_med_gx:zlema95_20 | 12307805:SOLUSD |
|---|---|---|
| MTD | 8.34% | -3.15% |
| 3M | 28.27% | -20.48% |
| 6M | 43.75% | -4.03% |
| YTD | 40.95% | -24.04% |
| 1Y | 49.57% | -14.07% |
| 3Y (ann.) | 64.29% | -17.05% |
| 5Y (ann.) | 64.29% | -17.05% |
| Metric | 12307805:solusd:triple_med_gx:zlema95_20 | 12307805:SOLUSD |
|---|---|---|
| Max Drawdown | -23.39% | -58.89% |
| Longest DD Days | 108.0 | 101.0 |
| Avg. Drawdown | -8.4% | -11.63% |
| Avg. Drawdown Days | 34.0 | 17.0 |
| Recovery Factor | 2.12 | -0.24 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-03-03 | 2025-03-24 | -23.39 | 21 |
| 2024-06-28 | 2024-10-14 | -11.72 | 108 |
| 2025-02-11 | 2025-03-02 | -10.49 | 19 |
| 2024-11-08 | 2025-01-18 | -10.30 | 70 |
| 2024-06-05 | 2024-06-27 | -2.51 | 22 |
| 2025-02-10 | 2025-02-11 | -0.18 | 0 |
| 2024-11-07 | 2024-11-07 | -0.18 | 0 |
| Metric | 12307805:solusd:triple_med_gx:zlema95_20 | 12307805:SOLUSD |
|---|---|---|
| Best Day | 19.54% | 19.54% |
| Worst Day | -9.01% | -14.23% |
| Best Week | 29.94% | 21.25% |
| Worst Week | -7.21% | -17.1% |
| Best Month | 43.56% | 41.15% |
| Worst Month | -9.37% | -36.08% |
| Best Year | 40.95% | 13.13% |
| Worst Year | 6.12% | -24.04% |
| Avg. Up Day | 1.74% | 1.92% |
| Avg. Down Day | -1.29% | -1.43% |
| Avg. Up Week | 7.13% | 13.39% |
| Avg. Down Week | -3.69% | -7.72% |
| Avg. Up Month | 12.93% | 20.86% |
| Avg. Down Month | -5.85% | -22.53% |
| Win Days % | 47.47% | 49.41% |
| Win Month % | 60.0% | 50.0% |
| Win Week % | 54.55% | 50.0% |
| Win Quarter % | 75.0% | 50.0% |
| Win Year % | 100.0% | 50.0% |