| Metric | 12314082:solusd:triple_med_gx:zlema85_45 | 12314082:SOLUSD |
|---|---|---|
| Time in Market | 11.0% | 100.0% |
| Cumulative Return | 28.98% | 3.1% |
| Max Drawdown | -21.55% | -64.93% |
| Sharpe | 0.52 | 0.23 |
| Sortino | 0.8 | 0.34 |
| Payoff Ratio | 1.35 | 1.23 |
| Profit Factor | 1.29 | 1.04 |
| Common Sense Ratio | 0.0 | 1.06 |
| CPC Index | 0.79 | 0.63 |
| Tail Ratio | 0.0 | 1.02 |
| Outlier Win Ratio | 50.53 | 2.63 |
| Outlier Loss Ratio | 3.55 | 2.64 |
| Volatility (ann.) | 12.17% | 43.08% |
| R^2 | 0.08 | 0.08 |
| Calmar | 1.18 | 0.04 |
| Skew | 0.15 | 0.64 |
| Kurtosis | 55.89 | 8.72 |
| Expected Daily % | 0.02% | 0.0% |
| Expected Monthly % | 1.83% | 0.22% |
| Expected Yearly % | 13.57% | 1.54% |
| Kelly Criterion | 5.58% | 8.21% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.03% | -3.68% |
| Expected Shortfall (cVaR) | -1.03% | -3.68% |
| Year | 12314082:SOLUSD | 12314082:solusd:triple_med_gx:zlema85_45 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 13.13 | 12.85 | 0.98 | - |
| 2025 | -8.87 | 14.29 | -1.61 | + |
| Metric | 12314082:solusd:triple_med_gx:zlema85_45 | 12314082:SOLUSD |
|---|---|---|
| MTD | 0.0% | 11.11% |
| 3M | 11.89% | 36.47% |
| 6M | 14.29% | -8.22% |
| YTD | 14.29% | -8.87% |
| 1Y | 17.26% | 7.09% |
| 3Y (ann.) | 25.36% | 2.75% |
| 5Y (ann.) | 25.36% | 2.75% |
| Metric | 12314082:solusd:triple_med_gx:zlema85_45 | 12314082:SOLUSD |
|---|---|---|
| Max Drawdown | -21.55% | -64.93% |
| Longest DD Days | 154.0 | 178.0 |
| Avg. Drawdown | -4.84% | -11.98% |
| Avg. Drawdown Days | 36.0 | 23.0 |
| Recovery Factor | 1.34 | 0.05 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-02-13 | 2025-07-17 | -21.55 | 154 |
| 2024-08-11 | 2024-11-10 | -9.17 | 91 |
| 2024-06-28 | 2024-07-14 | -6.90 | 16 |
| 2024-12-29 | 2025-01-17 | -3.17 | 18 |
| 2024-06-26 | 2024-06-27 | -1.05 | 1 |
| 2025-01-17 | 2025-01-17 | -0.97 | 0 |
| 2024-11-10 | 2024-12-28 | -0.47 | 48 |
| 2025-02-12 | 2025-02-12 | -0.18 | 0 |
| 2024-12-29 | 2024-12-29 | -0.07 | 0 |
| Metric | 12314082:solusd:triple_med_gx:zlema85_45 | 12314082:SOLUSD |
|---|---|---|
| Best Day | 6.67% | 19.54% |
| Worst Day | -9.01% | -14.23% |
| Best Week | 18.89% | 21.25% |
| Worst Week | -11.16% | -17.1% |
| Best Month | 22.63% | 41.15% |
| Worst Month | -16.01% | -36.08% |
| Best Year | 14.29% | 13.13% |
| Worst Year | 12.85% | -8.87% |
| Avg. Up Day | 1.7% | 1.73% |
| Avg. Down Day | -1.26% | -1.4% |
| Avg. Up Week | 3.87% | 10.15% |
| Avg. Down Week | -5.0% | -8.23% |
| Avg. Up Month | 8.03% | 21.99% |
| Avg. Down Month | -8.21% | -24.39% |
| Win Days % | 45.78% | 49.3% |
| Win Month % | 61.54% | 57.14% |
| Win Week % | 62.5% | 51.67% |
| Win Quarter % | 80.0% | 66.67% |
| Win Year % | 100.0% | 50.0% |