| Metric | 12313903:solusd:triple_med_gx:zlema255_45 | 12313903:SOLUSD |
|---|---|---|
| Time in Market | 28.0% | 100.0% |
| Cumulative Return | -25.33% | 3.1% |
| Max Drawdown | -41.97% | -64.93% |
| Sharpe | -0.25 | 0.23 |
| Sortino | -0.34 | 0.34 |
| Payoff Ratio | 1.04 | 1.01 |
| Profit Factor | 0.93 | 1.04 |
| Common Sense Ratio | 0.86 | 1.06 |
| CPC Index | 0.44 | 0.52 |
| Tail Ratio | 0.92 | 1.02 |
| Outlier Win Ratio | 22.0 | 2.81 |
| Outlier Loss Ratio | 3.77 | 3.14 |
| Volatility (ann.) | 18.84% | 43.08% |
| R^2 | 0.19 | 0.19 |
| Calmar | -0.54 | 0.04 |
| Skew | -0.25 | 0.64 |
| Kurtosis | 22.32 | 8.72 |
| Expected Daily % | -0.02% | 0.0% |
| Expected Monthly % | -2.06% | 0.22% |
| Expected Yearly % | -13.59% | 1.54% |
| Kelly Criterion | -7.09% | -0.8% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.64% | -3.68% |
| Expected Shortfall (cVaR) | -1.64% | -3.68% |
| Year | 12313903:SOLUSD | 12313903:solusd:triple_med_gx:zlema255_45 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 13.13 | -3.12 | -0.24 | - |
| 2025 | -8.87 | -22.92 | 2.59 | - |
| Metric | 12313903:solusd:triple_med_gx:zlema255_45 | 12313903:SOLUSD |
|---|---|---|
| MTD | 6.93% | 11.11% |
| 3M | 14.71% | 36.47% |
| 6M | -18.05% | -8.22% |
| YTD | -22.92% | -8.87% |
| 1Y | -21.4% | 7.09% |
| 3Y (ann.) | -22.85% | 2.75% |
| 5Y (ann.) | -22.85% | 2.75% |
| Metric | 12313903:solusd:triple_med_gx:zlema255_45 | 12313903:SOLUSD |
|---|---|---|
| Max Drawdown | -41.97% | -64.93% |
| Longest DD Days | 352.0 | 178.0 |
| Avg. Drawdown | -15.53% | -11.98% |
| Avg. Drawdown Days | 102.0 | 23.0 |
| Recovery Factor | -0.6 | 0.05 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-07-29 | 2025-07-17 | -41.97 | 352 |
| 2024-06-01 | 2024-07-21 | -10.68 | 50 |
| 2024-07-22 | 2024-07-29 | -9.29 | 7 |
| 2024-06-01 | 2024-06-01 | -0.18 | 0 |
| Metric | 12313903:solusd:triple_med_gx:zlema255_45 | 12313903:SOLUSD |
|---|---|---|
| Best Day | 9.71% | 19.54% |
| Worst Day | -9.45% | -14.23% |
| Best Week | 12.36% | 21.25% |
| Worst Week | -16.79% | -17.1% |
| Best Month | 15.21% | 41.15% |
| Worst Month | -17.6% | -36.08% |
| Best Year | -3.12% | 13.13% |
| Worst Year | -22.92% | -8.87% |
| Avg. Up Day | 1.41% | 1.42% |
| Avg. Down Day | -1.35% | -1.41% |
| Avg. Up Week | 6.15% | 10.07% |
| Avg. Down Week | -6.24% | -7.2% |
| Avg. Up Month | 7.98% | 18.85% |
| Avg. Down Month | -7.55% | -21.37% |
| Win Days % | 45.31% | 49.3% |
| Win Month % | 33.33% | 57.14% |
| Win Week % | 38.89% | 51.67% |
| Win Quarter % | 33.33% | 66.67% |
| Win Year % | 0.0% | 50.0% |