| Metric | 12313880:solusd:triple_med_gx:zlema135_45 | 12313880:SOLUSD |
|---|---|---|
| Time in Market | 22.0% | 100.0% |
| Cumulative Return | -9.06% | 3.1% |
| Max Drawdown | -33.85% | -64.93% |
| Sharpe | -0.04 | 0.23 |
| Sortino | -0.06 | 0.34 |
| Payoff Ratio | 1.08 | 1.04 |
| Profit Factor | 0.99 | 1.04 |
| Common Sense Ratio | 1.03 | 1.06 |
| CPC Index | 0.49 | 0.53 |
| Tail Ratio | 1.04 | 1.02 |
| Outlier Win Ratio | 28.49 | 2.81 |
| Outlier Loss Ratio | 3.74 | 3.02 |
| Volatility (ann.) | 16.79% | 43.08% |
| R^2 | 0.15 | 0.15 |
| Calmar | -0.24 | 0.04 |
| Skew | -0.23 | 0.64 |
| Kurtosis | 30.48 | 8.72 |
| Expected Daily % | -0.01% | 0.0% |
| Expected Monthly % | -0.68% | 0.22% |
| Expected Yearly % | -4.64% | 1.54% |
| Kelly Criterion | -4.96% | 0.49% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.45% | -3.68% |
| Expected Shortfall (cVaR) | -1.45% | -3.68% |
| Year | 12313880:SOLUSD | 12313880:solusd:triple_med_gx:zlema135_45 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 13.13 | 14.36 | 1.09 | + |
| 2025 | -8.87 | -20.48 | 2.31 | - |
| Metric | 12313880:solusd:triple_med_gx:zlema135_45 | 12313880:SOLUSD |
|---|---|---|
| MTD | 6.93% | 11.11% |
| 3M | 5.84% | 36.47% |
| 6M | -16.61% | -8.22% |
| YTD | -20.48% | -8.87% |
| 1Y | -7.8% | 7.09% |
| 3Y (ann.) | -8.09% | 2.75% |
| 5Y (ann.) | -8.09% | 2.75% |
| Metric | 12313880:solusd:triple_med_gx:zlema135_45 | 12313880:SOLUSD |
|---|---|---|
| Max Drawdown | -33.85% | -64.93% |
| Longest DD Days | 237.0 | 178.0 |
| Avg. Drawdown | -9.62% | -11.98% |
| Avg. Drawdown Days | 41.0 | 23.0 |
| Recovery Factor | -0.27 | 0.05 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-11-22 | 2025-07-17 | -33.85 | 237 |
| 2024-07-29 | 2024-11-13 | -18.52 | 107 |
| 2024-07-22 | 2024-07-29 | -9.29 | 7 |
| 2024-07-02 | 2024-07-06 | -8.25 | 3 |
| 2024-07-07 | 2024-07-21 | -8.01 | 14 |
| 2024-11-13 | 2024-11-16 | -4.80 | 2 |
| 2024-11-16 | 2024-11-17 | -2.43 | 0 |
| 2024-11-17 | 2024-11-17 | -1.22 | 0 |
| 2024-11-18 | 2024-11-19 | -0.18 | 0 |
| Metric | 12313880:solusd:triple_med_gx:zlema135_45 | 12313880:SOLUSD |
|---|---|---|
| Best Day | 9.71% | 19.54% |
| Worst Day | -9.56% | -14.23% |
| Best Week | 13.74% | 21.25% |
| Worst Week | -13.89% | -17.1% |
| Best Month | 15.74% | 41.15% |
| Worst Month | -17.72% | -36.08% |
| Best Year | 14.36% | 13.13% |
| Worst Year | -20.48% | -8.87% |
| Avg. Up Day | 1.44% | 1.46% |
| Avg. Down Day | -1.33% | -1.41% |
| Avg. Up Week | 6.87% | 10.03% |
| Avg. Down Week | -5.99% | -7.05% |
| Avg. Up Month | 11.23% | 20.89% |
| Avg. Down Month | -11.76% | -18.54% |
| Win Days % | 45.43% | 49.3% |
| Win Month % | 45.45% | 57.14% |
| Win Week % | 43.33% | 51.67% |
| Win Quarter % | 80.0% | 66.67% |
| Win Year % | 50.0% | 50.0% |