| Metric | 12318050:solusd:triple_med_gx:zlema125_60 | 12318050:SOLUSD |
|---|---|---|
| Time in Market | 13.0% | 100.0% |
| Cumulative Return | 6.28% | 3.1% |
| Max Drawdown | -30.93% | -64.93% |
| Sharpe | 0.17 | 0.23 |
| Sortino | 0.23 | 0.34 |
| Payoff Ratio | 1.08 | 0.95 |
| Profit Factor | 1.08 | 1.04 |
| Common Sense Ratio | 1.8 | 1.06 |
| CPC Index | 0.55 | 0.49 |
| Tail Ratio | 1.67 | 1.02 |
| Outlier Win Ratio | 43.57 | 2.64 |
| Outlier Loss Ratio | 3.31 | 2.82 |
| Volatility (ann.) | 13.94% | 43.08% |
| R^2 | 0.1 | 0.1 |
| Calmar | 0.18 | 0.04 |
| Skew | -0.72 | 0.64 |
| Kurtosis | 57.2 | 8.72 |
| Expected Daily % | 0.0% | 0.0% |
| Expected Monthly % | 0.44% | 0.22% |
| Expected Yearly % | 3.09% | 1.54% |
| Kelly Criterion | -0.56% | -3.91% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.19% | -3.68% |
| Expected Shortfall (cVaR) | -1.19% | -3.68% |
| Year | 12318050:SOLUSD | 12318050:solusd:triple_med_gx:zlema125_60 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 13.13 | 25.79 | 1.96 | + |
| 2025 | -8.87 | -15.51 | 1.75 | - |
| Metric | 12318050:solusd:triple_med_gx:zlema125_60 | 12318050:SOLUSD |
|---|---|---|
| MTD | 11.57% | 11.11% |
| 3M | 10.54% | 36.47% |
| 6M | -14.68% | -8.22% |
| YTD | -15.51% | -8.87% |
| 1Y | -1.84% | 7.09% |
| 3Y (ann.) | 5.56% | 2.75% |
| 5Y (ann.) | 5.56% | 2.75% |
| Metric | 12318050:solusd:triple_med_gx:zlema125_60 | 12318050:SOLUSD |
|---|---|---|
| Max Drawdown | -30.93% | -64.93% |
| Longest DD Days | 232.0 | 178.0 |
| Avg. Drawdown | -7.5% | -11.98% |
| Avg. Drawdown Days | 46.0 | 23.0 |
| Recovery Factor | 0.2 | 0.05 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-11-26 | 2025-07-17 | -30.93 | 232 |
| 2024-07-29 | 2024-11-17 | -17.85 | 110 |
| 2024-07-07 | 2024-07-26 | -3.25 | 19 |
| 2024-11-24 | 2024-11-26 | -3.21 | 2 |
| 2024-07-27 | 2024-07-29 | -2.49 | 1 |
| 2024-11-17 | 2024-11-17 | -1.22 | 0 |
| 2024-07-04 | 2024-07-05 | -0.60 | 0 |
| 2024-07-05 | 2024-07-06 | -0.46 | 0 |
| Metric | 12318050:solusd:triple_med_gx:zlema125_60 | 12318050:SOLUSD |
|---|---|---|
| Best Day | 9.71% | 19.54% |
| Worst Day | -9.56% | -14.23% |
| Best Week | 12.89% | 21.25% |
| Worst Week | -10.67% | -17.1% |
| Best Month | 17.96% | 41.15% |
| Worst Month | -14.31% | -36.08% |
| Best Year | 25.79% | 13.13% |
| Worst Year | -15.51% | -8.87% |
| Avg. Up Day | 1.51% | 1.53% |
| Avg. Down Day | -1.4% | -1.6% |
| Avg. Up Week | 6.29% | 7.98% |
| Avg. Down Week | -4.32% | -8.27% |
| Avg. Up Month | 12.67% | 20.59% |
| Avg. Down Month | -8.77% | -24.39% |
| Win Days % | 47.83% | 49.3% |
| Win Month % | 41.67% | 57.14% |
| Win Week % | 44.0% | 51.67% |
| Win Quarter % | 60.0% | 66.67% |
| Win Year % | 50.0% | 50.0% |