| Metric | 12307805:solusd:triple_med_gx:zlema95_20 | 12307805:SOLUSD |
|---|---|---|
| Time in Market | 26.0% | 100.0% |
| Cumulative Return | 38.35% | -17.2% |
| Max Drawdown | -21.23% | -54.18% |
| Sharpe | 1.12 | 0.19 |
| Sortino | 1.87 | 0.28 |
| Payoff Ratio | 1.31 | 1.31 |
| Profit Factor | 1.5 | 1.03 |
| Common Sense Ratio | 2.15 | 0.95 |
| CPC Index | 0.99 | 0.64 |
| Tail Ratio | 1.44 | 0.93 |
| Outlier Win Ratio | 23.36 | 3.02 |
| Outlier Loss Ratio | 3.37 | 2.33 |
| Volatility (ann.) | 44.04% | 90.42% |
| R^2 | 0.22 | 0.22 |
| Calmar | 2.32 | -0.38 |
| Skew | 1.47 | 0.35 |
| Kurtosis | 39.55 | 3.25 |
| Expected Daily % | 0.11% | -0.06% |
| Expected Monthly % | 3.3% | -1.87% |
| Expected Yearly % | 17.62% | -9.0% |
| Kelly Criterion | 12.9% | 7.12% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -3.66% | -7.74% |
| Expected Shortfall (cVaR) | -3.66% | -7.74% |
| Year | 12307805:SOLUSD | 12307805:solusd:triple_med_gx:zlema95_20 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 12.78 | 7.67 | 0.60 | - |
| 2025 | -26.58 | 28.49 | -1.07 | + |
| Metric | 12307805:solusd:triple_med_gx:zlema95_20 | 12307805:SOLUSD |
|---|---|---|
| MTD | -2.7% | 8.0% |
| 3M | 16.78% | -30.61% |
| 6M | 30.87% | -5.31% |
| YTD | 28.49% | -26.58% |
| 1Y | 38.35% | -17.2% |
| 3Y (ann.) | 49.22% | -20.76% |
| 5Y (ann.) | 49.22% | -20.76% |
| Metric | 12307805:solusd:triple_med_gx:zlema95_20 | 12307805:SOLUSD |
|---|---|---|
| Max Drawdown | -21.23% | -54.18% |
| Longest DD Days | 35.0 | 101.0 |
| Avg. Drawdown | -8.43% | -15.78% |
| Avg. Drawdown Days | 19.0 | 26.0 |
| Recovery Factor | 1.81 | -0.32 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-03-04 | 2025-03-24 | -21.23 | 20 |
| 2024-08-09 | 2024-09-13 | -11.76 | 35 |
| 2025-02-12 | 2025-03-03 | -9.60 | 19 |
| 2024-12-26 | 2025-01-18 | -9.12 | 23 |
| 2024-06-29 | 2024-07-15 | -4.45 | 16 |
| 2024-06-06 | 2024-06-28 | -2.51 | 22 |
| 2024-10-13 | 2024-10-14 | -0.34 | 1 |
| Metric | 12307805:solusd:triple_med_gx:zlema95_20 | 12307805:SOLUSD |
|---|---|---|
| Best Day | 18.28% | 20.8% |
| Worst Day | -18.74% | -18.74% |
| Best Week | 34.26% | 25.06% |
| Worst Week | -9.03% | -26.95% |
| Best Month | 44.37% | 39.21% |
| Worst Month | -9.12% | -46.12% |
| Best Year | 28.49% | 12.78% |
| Worst Year | 7.67% | -26.58% |
| Avg. Up Day | 3.24% | 4.05% |
| Avg. Down Day | -2.48% | -3.09% |
| Avg. Up Week | 7.23% | 11.25% |
| Avg. Down Week | -3.89% | -7.84% |
| Avg. Up Month | 13.28% | 24.64% |
| Avg. Down Month | -7.38% | -31.05% |
| Win Days % | 50.67% | 47.3% |
| Win Month % | 60.0% | 60.0% |
| Win Week % | 45.83% | 50.0% |
| Win Quarter % | 100.0% | 50.0% |
| Win Year % | 100.0% | 50.0% |