| Metric | 12318418:solusd:triple_med_gx:zlema65_60 | 12318418:SOLUSD |
|---|---|---|
| Time in Market | 3.0% | 100.0% |
| Cumulative Return | 7.54% | 3.1% |
| Max Drawdown | -6.84% | -64.93% |
| Sharpe | 0.34 | 0.23 |
| Sortino | 0.52 | 0.34 |
| Payoff Ratio | 1.36 | 1.17 |
| Profit Factor | 1.38 | 1.04 |
| Common Sense Ratio | NaN | 1.06 |
| CPC Index | 0.72 | 0.6 |
| Tail Ratio | NaN | 1.02 |
| Outlier Win Ratio | 166.52 | 1.85 |
| Outlier Loss Ratio | 4.35 | 2.07 |
| Volatility (ann.) | 5.2% | 43.08% |
| R^2 | 0.01 | 0.01 |
| Calmar | 0.98 | 0.04 |
| Skew | 1.04 | 0.64 |
| Kurtosis | 173.55 | 8.72 |
| Expected Daily % | 0.0% | 0.0% |
| Expected Monthly % | 0.52% | 0.22% |
| Expected Yearly % | 3.7% | 1.54% |
| Kelly Criterion | -6.98% | 5.95% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.44% | -3.68% |
| Expected Shortfall (cVaR) | -0.44% | -3.68% |
| Year | 12318418:SOLUSD | 12318418:solusd:triple_med_gx:zlema65_60 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 13.13 | 6.05 | 0.46 | - |
| 2025 | -8.87 | 1.40 | -0.16 | + |
| Metric | 12318418:solusd:triple_med_gx:zlema65_60 | 12318418:SOLUSD |
|---|---|---|
| MTD | -0.23% | 11.11% |
| 3M | -0.87% | 36.47% |
| 6M | 1.4% | -8.22% |
| YTD | 1.4% | -8.87% |
| 1Y | 5.66% | 7.09% |
| 3Y (ann.) | 6.67% | 2.75% |
| 5Y (ann.) | 6.67% | 2.75% |
| Metric | 12318418:solusd:triple_med_gx:zlema65_60 | 12318418:SOLUSD |
|---|---|---|
| Max Drawdown | -6.84% | -64.93% |
| Longest DD Days | 134.0 | 178.0 |
| Avg. Drawdown | -2.31% | -11.98% |
| Avg. Drawdown Days | 34.0 | 23.0 |
| Recovery Factor | 1.1 | 0.05 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-03-05 | 2025-07-17 | -6.84 | 134 |
| 2024-07-13 | 2024-08-12 | -5.64 | 30 |
| 2024-12-28 | 2025-02-14 | -4.11 | 48 |
| 2024-06-27 | 2024-07-12 | -0.83 | 15 |
| 2024-08-21 | 2024-09-09 | -0.45 | 19 |
| 2024-10-11 | 2024-11-09 | -0.27 | 28 |
| 2024-06-26 | 2024-06-26 | -0.18 | 0 |
| 2025-03-04 | 2025-03-04 | -0.18 | 0 |
| Metric | 12318418:solusd:triple_med_gx:zlema65_60 | 12318418:SOLUSD |
|---|---|---|
| Best Day | 4.74% | 19.54% |
| Worst Day | -5.08% | -14.23% |
| Best Week | 4.01% | 21.25% |
| Worst Week | -3.29% | -17.1% |
| Best Month | 4.01% | 41.15% |
| Worst Month | -1.35% | -36.08% |
| Best Year | 6.05% | 13.13% |
| Worst Year | 1.4% | -8.87% |
| Avg. Up Day | 1.6% | 1.68% |
| Avg. Down Day | -1.17% | -1.43% |
| Avg. Up Week | 1.97% | 6.45% |
| Avg. Down Week | -3.29% | -3.83% |
| Avg. Up Month | 1.78% | 19.34% |
| Avg. Down Month | -0.62% | -11.31% |
| Win Days % | 38.3% | 49.3% |
| Win Month % | 53.85% | 57.14% |
| Win Week % | 45.0% | 51.67% |
| Win Quarter % | 50.0% | 66.67% |
| Win Year % | 100.0% | 50.0% |