| Metric | 12327025:solusd:triple_med_gx:zlema80_85 | 12327025:SOLUSD |
|---|---|---|
| Time in Market | 3.0% | 100.0% |
| Cumulative Return | -14.7% | 3.1% |
| Max Drawdown | -17.95% | -64.93% |
| Sharpe | -0.75 | 0.23 |
| Sortino | -0.91 | 0.34 |
| Payoff Ratio | 1.16 | 0.82 |
| Profit Factor | 0.42 | 1.04 |
| Common Sense Ratio | NaN | 1.06 |
| CPC Index | 0.1 | 0.42 |
| Tail Ratio | NaN | 1.02 |
| Outlier Win Ratio | 414.53 | 1.81 |
| Outlier Loss Ratio | 3.16 | 2.07 |
| Volatility (ann.) | 4.54% | 43.08% |
| R^2 | 0.01 | 0.01 |
| Calmar | -0.73 | 0.04 |
| Skew | -4.71 | 0.64 |
| Kurtosis | 159.18 | 8.72 |
| Expected Daily % | -0.01% | 0.0% |
| Expected Monthly % | -1.13% | 0.22% |
| Expected Yearly % | -7.64% | 1.54% |
| Kelly Criterion | -48.13% | -12.79% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.4% | -3.68% |
| Expected Shortfall (cVaR) | -0.4% | -3.68% |
| Year | 12327025:SOLUSD | 12327025:solusd:triple_med_gx:zlema80_85 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 13.13 | -11.37 | -0.87 | - |
| 2025 | -8.87 | -3.75 | 0.42 | + |
| Metric | 12327025:solusd:triple_med_gx:zlema80_85 | 12327025:SOLUSD |
|---|---|---|
| MTD | 0.0% | 11.11% |
| 3M | 3.78% | 36.47% |
| 6M | -3.67% | -8.22% |
| YTD | -3.75% | -8.87% |
| 1Y | -13.77% | 7.09% |
| 3Y (ann.) | -13.17% | 2.75% |
| 5Y (ann.) | -13.17% | 2.75% |
| Metric | 12327025:solusd:triple_med_gx:zlema80_85 | 12327025:SOLUSD |
|---|---|---|
| Max Drawdown | -17.95% | -64.93% |
| Longest DD Days | 410.0 | 178.0 |
| Avg. Drawdown | -17.95% | -11.98% |
| Avg. Drawdown Days | 410.0 | 23.0 |
| Recovery Factor | -0.82 | 0.05 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-01 | 2025-07-17 | -17.95 | 410 |
| Metric | 12327025:solusd:triple_med_gx:zlema80_85 | 12327025:SOLUSD |
|---|---|---|
| Best Day | 3.44% | 19.54% |
| Worst Day | -3.92% | -14.23% |
| Best Week | 6.0% | 21.25% |
| Worst Week | -5.45% | -17.1% |
| Best Month | 3.78% | 41.15% |
| Worst Month | -5.45% | -36.08% |
| Best Year | -3.75% | 13.13% |
| Worst Year | -11.37% | -8.87% |
| Avg. Up Day | 1.62% | 1.72% |
| Avg. Down Day | -1.4% | -2.11% |
| Avg. Up Week | 6.0% | 16.67% |
| Avg. Down Week | -2.13% | -6.57% |
| Avg. Up Month | 3.78% | 6.1% |
| Avg. Down Month | -1.15% | -21.37% |
| Win Days % | 20.59% | 49.3% |
| Win Month % | 10.0% | 57.14% |
| Win Week % | 7.69% | 51.67% |
| Win Quarter % | 0.0% | 66.67% |
| Win Year % | 0.0% | 50.0% |