| Metric | 12307805:solusd:triple_med_gx:zlema95_20 | 12307805:SOLUSD |
|---|---|---|
| Time in Market | 18.0% | 100.0% |
| Cumulative Return | 6.19% | -17.2% |
| Max Drawdown | -21.66% | -54.18% |
| Sharpe | 0.39 | 0.19 |
| Sortino | 0.57 | 0.28 |
| Payoff Ratio | 1.2 | 1.25 |
| Profit Factor | 1.2 | 1.03 |
| Common Sense Ratio | 2.02 | 0.95 |
| CPC Index | 0.69 | 0.61 |
| Tail Ratio | 1.69 | 0.93 |
| Outlier Win Ratio | 39.72 | 2.74 |
| Outlier Loss Ratio | 3.13 | 2.06 |
| Volatility (ann.) | 35.28% | 90.42% |
| R^2 | 0.16 | 0.16 |
| Calmar | 0.36 | -0.38 |
| Skew | 0.04 | 0.35 |
| Kurtosis | 70.75 | 3.25 |
| Expected Daily % | 0.02% | -0.06% |
| Expected Monthly % | 0.6% | -1.87% |
| Expected Yearly % | 3.05% | -9.0% |
| Kelly Criterion | 4.69% | 5.29% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -3.0% | -7.74% |
| Expected Shortfall (cVaR) | -3.0% | -7.74% |
| Year | 12307805:SOLUSD | 12307805:solusd:triple_med_gx:zlema95_20 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 12.78 | 10.82 | 0.85 | - |
| 2025 | -26.58 | -4.17 | 0.16 | + |
| Metric | 12307805:solusd:triple_med_gx:zlema95_20 | 12307805:SOLUSD |
|---|---|---|
| MTD | -7.51% | 8.0% |
| 3M | -12.14% | -30.61% |
| 6M | -2.77% | -5.31% |
| YTD | -4.17% | -26.58% |
| 1Y | 6.19% | -17.2% |
| 3Y (ann.) | 7.69% | -20.76% |
| 5Y (ann.) | 7.69% | -20.76% |
| Metric | 12307805:solusd:triple_med_gx:zlema95_20 | 12307805:SOLUSD |
|---|---|---|
| Max Drawdown | -21.66% | -54.18% |
| Longest DD Days | 33.0 | 101.0 |
| Avg. Drawdown | -7.36% | -15.78% |
| Avg. Drawdown Days | 22.0 | 26.0 |
| Recovery Factor | 0.29 | -0.32 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-03-04 | 2025-03-24 | -21.66 | 20 |
| 2025-02-12 | 2025-03-03 | -9.84 | 19 |
| 2024-12-26 | 2025-01-18 | -8.36 | 23 |
| 2024-08-09 | 2024-09-10 | -3.96 | 32 |
| 2024-09-11 | 2024-10-14 | -2.90 | 33 |
| 2024-06-06 | 2024-06-28 | -2.51 | 22 |
| 2024-07-11 | 2024-07-15 | -2.27 | 4 |
| Metric | 12307805:solusd:triple_med_gx:zlema95_20 | 12307805:SOLUSD |
|---|---|---|
| Best Day | 18.28% | 20.8% |
| Worst Day | -18.88% | -18.74% |
| Best Week | 7.5% | 25.06% |
| Worst Week | -5.61% | -26.95% |
| Best Month | 13.58% | 39.21% |
| Worst Month | -8.77% | -46.12% |
| Best Year | 10.82% | 12.78% |
| Worst Year | -4.17% | -26.58% |
| Avg. Up Day | 3.04% | 4.23% |
| Avg. Down Day | -2.54% | -3.38% |
| Avg. Up Week | 4.35% | 12.22% |
| Avg. Down Week | -2.61% | -6.4% |
| Avg. Up Month | 6.13% | 24.64% |
| Avg. Down Month | -6.84% | -31.05% |
| Win Days % | 48.08% | 47.3% |
| Win Month % | 60.0% | 60.0% |
| Win Week % | 45.45% | 50.0% |
| Win Quarter % | 75.0% | 50.0% |
| Win Year % | 50.0% | 50.0% |