| Metric | 12327021:solusd:triple_med_gx:zlema75_85 | 12327021:SOLUSD |
|---|---|---|
| Time in Market | 3.0% | 100.0% |
| Cumulative Return | -18.44% | 3.1% |
| Max Drawdown | -23.17% | -64.93% |
| Sharpe | -0.77 | 0.23 |
| Sortino | -0.93 | 0.34 |
| Payoff Ratio | 0.98 | 0.72 |
| Profit Factor | 0.49 | 1.04 |
| Common Sense Ratio | NaN | 1.06 |
| CPC Index | 0.13 | 0.37 |
| Tail Ratio | NaN | 1.02 |
| Outlier Win Ratio | 246.87 | 1.81 |
| Outlier Loss Ratio | 2.86 | 2.16 |
| Volatility (ann.) | 5.69% | 43.08% |
| R^2 | 0.02 | 0.02 |
| Calmar | -0.71 | 0.04 |
| Skew | -4.59 | 0.64 |
| Kurtosis | 123.42 | 8.72 |
| Expected Daily % | -0.01% | 0.0% |
| Expected Monthly % | -1.45% | 0.22% |
| Expected Yearly % | -9.69% | 1.54% |
| Kelly Criterion | -45.9% | -21.31% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.5% | -3.68% |
| Expected Shortfall (cVaR) | -0.5% | -3.68% |
| Year | 12327021:SOLUSD | 12327021:solusd:triple_med_gx:zlema75_85 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 13.13 | -13.17 | -1.00 | - |
| 2025 | -8.87 | -6.08 | 0.69 | + |
| Metric | 12327021:solusd:triple_med_gx:zlema75_85 | 12327021:SOLUSD |
|---|---|---|
| MTD | 0.0% | 11.11% |
| 3M | 5.76% | 36.47% |
| 6M | -6.8% | -8.22% |
| YTD | -6.08% | -8.87% |
| 1Y | -17.85% | 7.09% |
| 3Y (ann.) | -16.56% | 2.75% |
| 5Y (ann.) | -16.56% | 2.75% |
| Metric | 12327021:solusd:triple_med_gx:zlema75_85 | 12327021:SOLUSD |
|---|---|---|
| Max Drawdown | -23.17% | -64.93% |
| Longest DD Days | 410.0 | 178.0 |
| Avg. Drawdown | -11.62% | -11.98% |
| Avg. Drawdown Days | 205.0 | 23.0 |
| Recovery Factor | -0.8 | 0.05 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-01 | 2025-07-17 | -23.17 | 410 |
| 2024-06-01 | 2024-06-01 | -0.08 | 0 |
| Metric | 12327021:solusd:triple_med_gx:zlema75_85 | 12327021:SOLUSD |
|---|---|---|
| Best Day | 3.62% | 19.54% |
| Worst Day | -4.97% | -14.23% |
| Best Week | 8.03% | 21.25% |
| Worst Week | -8.85% | -17.1% |
| Best Month | 5.76% | 41.15% |
| Worst Month | -8.85% | -36.08% |
| Best Year | -6.08% | 13.13% |
| Worst Year | -13.17% | -8.87% |
| Avg. Up Day | 1.46% | 1.5% |
| Avg. Down Day | -1.48% | -2.09% |
| Avg. Up Week | 4.4% | 16.84% |
| Avg. Down Week | -2.75% | -6.57% |
| Avg. Up Month | 3.27% | 14.4% |
| Avg. Down Month | -1.09% | -21.37% |
| Win Days % | 27.66% | 49.3% |
| Win Month % | 20.0% | 57.14% |
| Win Week % | 15.38% | 51.67% |
| Win Quarter % | 0.0% | 66.67% |
| Win Year % | 0.0% | 50.0% |