| Metric | 12307805:solusd:triple_med_gx:zlema95_20 | 12307805:SOLUSD |
|---|---|---|
| Time in Market | 13.0% | 100.0% |
| Cumulative Return | 6.19% | -14.07% |
| Max Drawdown | -25.59% | -58.89% |
| Sharpe | 0.19 | 0.12 |
| Sortino | 0.35 | 0.17 |
| Payoff Ratio | 1.25 | 1.29 |
| Profit Factor | 1.11 | 1.02 |
| Common Sense Ratio | 1.0 | 1.04 |
| CPC Index | 0.6 | 0.65 |
| Tail Ratio | 0.9 | 1.02 |
| Outlier Win Ratio | 46.59 | 2.51 |
| Outlier Loss Ratio | 3.96 | 2.58 |
| Volatility (ann.) | 15.72% | 44.76% |
| R^2 | 0.13 | 0.13 |
| Calmar | 0.3 | -0.29 |
| Skew | 10.3 | 0.62 |
| Kurtosis | 286.98 | 8.48 |
| Expected Daily % | 0.01% | -0.01% |
| Expected Monthly % | 0.6% | -1.5% |
| Expected Yearly % | 3.05% | -7.3% |
| Kelly Criterion | -2.59% | 10.17% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.35% | -3.84% |
| Expected Shortfall (cVaR) | -1.35% | -3.84% |
| Year | 12307805:SOLUSD | 12307805:solusd:triple_med_gx:zlema95_20 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 13.13 | 10.82 | 0.82 | - |
| 2025 | -24.04 | -4.17 | 0.17 | + |
| Metric | 12307805:solusd:triple_med_gx:zlema95_20 | 12307805:SOLUSD |
|---|---|---|
| MTD | -7.51% | -3.15% |
| 3M | -12.14% | -20.48% |
| 6M | -2.77% | -4.03% |
| YTD | -4.17% | -24.04% |
| 1Y | 6.19% | -14.07% |
| 3Y (ann.) | 7.69% | -17.05% |
| 5Y (ann.) | 7.69% | -17.05% |
| Metric | 12307805:solusd:triple_med_gx:zlema95_20 | 12307805:SOLUSD |
|---|---|---|
| Max Drawdown | -25.59% | -58.89% |
| Longest DD Days | 70.0 | 101.0 |
| Avg. Drawdown | -5.08% | -11.63% |
| Avg. Drawdown Days | 17.0 | 17.0 |
| Recovery Factor | 0.24 | -0.24 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-03-03 | 2025-03-24 | -25.59 | 21 |
| 2024-11-08 | 2025-01-17 | -10.09 | 70 |
| 2025-02-11 | 2025-03-02 | -9.90 | 19 |
| 2024-08-09 | 2024-09-09 | -4.79 | 31 |
| 2024-09-10 | 2024-10-14 | -4.45 | 33 |
| 2024-06-05 | 2024-06-27 | -2.51 | 22 |
| 2024-07-10 | 2024-07-14 | -2.45 | 4 |
| 2024-09-10 | 2024-09-10 | -0.38 | 0 |
| 2024-07-15 | 2024-07-15 | -0.25 | 0 |
| 2024-07-09 | 2024-07-10 | -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 | 7.5% | 21.25% |
| Worst Week | -6.41% | -17.1% |
| Best Month | 13.58% | 41.15% |
| Worst Month | -8.77% | -36.08% |
| Best Year | 10.82% | 13.13% |
| Worst Year | -4.17% | -24.04% |
| Avg. Up Day | 1.52% | 1.78% |
| Avg. Down Day | -1.21% | -1.38% |
| Avg. Up Week | 4.35% | 13.39% |
| Avg. Down Week | -3.11% | -6.91% |
| Avg. Up Month | 6.13% | 20.86% |
| Avg. Down Month | -7.01% | -20.25% |
| Win Days % | 42.95% | 49.41% |
| Win Month % | 60.0% | 50.0% |
| Win Week % | 45.45% | 50.0% |
| Win Quarter % | 75.0% | 50.0% |
| Win Year % | 50.0% | 50.0% |