| Metric | 12307894:solusd:triple_med_gx:zlema75_20 | 12307894:SOLUSD |
|---|---|---|
| Time in Market | 13.0% | 100.0% |
| Cumulative Return | 18.76% | 3.1% |
| Max Drawdown | -28.74% | -64.93% |
| Sharpe | 0.34 | 0.23 |
| Sortino | 0.5 | 0.34 |
| Payoff Ratio | 1.14 | 1.09 |
| Profit Factor | 1.16 | 1.04 |
| Common Sense Ratio | 2.43 | 1.06 |
| CPC Index | 0.63 | 0.55 |
| Tail Ratio | 2.1 | 1.02 |
| Outlier Win Ratio | 42.17 | 2.7 |
| Outlier Loss Ratio | 3.26 | 2.84 |
| Volatility (ann.) | 13.91% | 43.08% |
| R^2 | 0.1 | 0.1 |
| Calmar | 0.57 | 0.04 |
| Skew | -0.32 | 0.64 |
| Kurtosis | 40.69 | 8.72 |
| Expected Daily % | 0.01% | 0.0% |
| Expected Monthly % | 1.24% | 0.22% |
| Expected Yearly % | 8.98% | 1.54% |
| Kelly Criterion | 2.31% | 2.66% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.18% | -3.68% |
| Expected Shortfall (cVaR) | -1.18% | -3.68% |
| Year | 12307894:SOLUSD | 12307894:solusd:triple_med_gx:zlema75_20 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 13.13 | 19.20 | 1.46 | + |
| 2025 | -8.87 | -0.37 | 0.04 | + |
| Metric | 12307894:solusd:triple_med_gx:zlema75_20 | 12307894:SOLUSD |
|---|---|---|
| MTD | 0.0% | 11.11% |
| 3M | -0.07% | 36.47% |
| 6M | -0.61% | -8.22% |
| YTD | -0.37% | -8.87% |
| 1Y | 16.81% | 7.09% |
| 3Y (ann.) | 16.5% | 2.75% |
| 5Y (ann.) | 16.5% | 2.75% |
| Metric | 12307894:solusd:triple_med_gx:zlema75_20 | 12307894:SOLUSD |
|---|---|---|
| Max Drawdown | -28.74% | -64.93% |
| Longest DD Days | 152.0 | 178.0 |
| Avg. Drawdown | -6.76% | -11.98% |
| Avg. Drawdown Days | 44.0 | 23.0 |
| Recovery Factor | 0.65 | 0.05 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-02-15 | 2025-07-17 | -28.74 | 152 |
| 2024-06-06 | 2024-06-27 | -6.92 | 21 |
| 2024-11-08 | 2025-01-18 | -6.06 | 70 |
| 2024-06-28 | 2024-08-23 | -6.01 | 56 |
| 2024-09-10 | 2024-10-13 | -3.21 | 33 |
| 2024-10-15 | 2024-11-07 | -2.74 | 23 |
| 2024-09-10 | 2024-09-10 | -0.18 | 0 |
| 2024-06-06 | 2024-06-06 | -0.18 | 0 |
| Metric | 12307894:solusd:triple_med_gx:zlema75_20 | 12307894:SOLUSD |
|---|---|---|
| Best Day | 6.67% | 19.54% |
| Worst Day | -9.01% | -14.23% |
| Best Week | 21.07% | 21.25% |
| Worst Week | -16.57% | -17.1% |
| Best Month | 25.12% | 41.15% |
| Worst Month | -23.26% | -36.08% |
| Best Year | 19.2% | 13.13% |
| Worst Year | -0.37% | -8.87% |
| Avg. Up Day | 1.64% | 1.66% |
| Avg. Down Day | -1.45% | -1.53% |
| Avg. Up Week | 5.28% | 12.04% |
| Avg. Down Week | -6.68% | -5.83% |
| Avg. Up Month | 8.23% | 18.41% |
| Avg. Down Month | -8.23% | -17.19% |
| Win Days % | 48.0% | 49.3% |
| Win Month % | 61.54% | 57.14% |
| Win Week % | 59.26% | 51.67% |
| Win Quarter % | 60.0% | 66.67% |
| Win Year % | 50.0% | 50.0% |