| Metric | 12327272:solusd:triple_med_gx:zlema95_85 | 12327272:SOLUSD |
|---|---|---|
| Time in Market | 2.0% | 100.0% |
| Cumulative Return | 6.7% | 3.1% |
| Max Drawdown | -6.98% | -64.93% |
| Sharpe | 0.37 | 0.23 |
| Sortino | 0.6 | 0.34 |
| Payoff Ratio | 1.24 | 1.36 |
| Profit Factor | 1.6 | 1.04 |
| Common Sense Ratio | NaN | 1.06 |
| CPC Index | 0.95 | 0.7 |
| Tail Ratio | NaN | 1.02 |
| Outlier Win Ratio | 259.09 | 1.81 |
| Outlier Loss Ratio | 3.19 | 2.01 |
| Volatility (ann.) | 4.16% | 43.08% |
| R^2 | 0.01 | 0.01 |
| Calmar | 0.85 | 0.04 |
| Skew | 4.09 | 0.64 |
| Kurtosis | 229.78 | 8.72 |
| Expected Daily % | 0.0% | 0.0% |
| Expected Monthly % | 0.46% | 0.22% |
| Expected Yearly % | 3.29% | 1.54% |
| Kelly Criterion | 5.85% | 12.16% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.35% | -3.68% |
| Expected Shortfall (cVaR) | -0.35% | -3.68% |
| Year | 12327272:SOLUSD | 12327272:solusd:triple_med_gx:zlema95_85 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 13.13 | 1.17 | 0.09 | - |
| 2025 | -8.87 | 5.46 | -0.62 | + |
| Metric | 12327272:solusd:triple_med_gx:zlema95_85 | 12327272:SOLUSD |
|---|---|---|
| MTD | -0.35% | 11.11% |
| 3M | -0.35% | 36.47% |
| 6M | 3.21% | -8.22% |
| YTD | 5.46% | -8.87% |
| 1Y | 14.49% | 7.09% |
| 3Y (ann.) | 5.92% | 2.75% |
| 5Y (ann.) | 5.92% | 2.75% |
| Metric | 12327272:solusd:triple_med_gx:zlema95_85 | 12327272:SOLUSD |
|---|---|---|
| Max Drawdown | -6.98% | -64.93% |
| Longest DD Days | 79.0 | 178.0 |
| Avg. Drawdown | -1.85% | -11.98% |
| Avg. Drawdown Days | 28.0 | 23.0 |
| Recovery Factor | 0.96 | 0.05 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-07-02 | 2024-09-19 | -6.98 | 78 |
| 2025-07-03 | 2025-07-17 | -2.84 | 13 |
| 2024-10-18 | 2025-01-06 | -0.73 | 79 |
| 2025-07-02 | 2025-07-02 | -0.18 | 0 |
| 2024-10-18 | 2024-10-18 | -0.18 | 0 |
| 2025-03-19 | 2025-03-19 | -0.18 | 0 |
| Metric | 12327272:solusd:triple_med_gx:zlema95_85 | 12327272:SOLUSD |
|---|---|---|
| Best Day | 3.95% | 19.54% |
| Worst Day | -3.76% | -14.23% |
| Best Week | 7.56% | 21.25% |
| Worst Week | -6.81% | -17.1% |
| Best Month | 7.56% | 41.15% |
| Worst Month | -6.81% | -36.08% |
| Best Year | 5.46% | 13.13% |
| Worst Year | 1.17% | -8.87% |
| Avg. Up Day | 1.66% | 1.73% |
| Avg. Down Day | -1.34% | -1.27% |
| Avg. Up Week | 4.24% | 5.96% |
| Avg. Down Week | -6.81% | -3.89% |
| Avg. Up Month | 3.55% | 15.28% |
| Avg. Down Month | NaN% | NaN% |
| Win Days % | 47.83% | 49.3% |
| Win Month % | 71.43% | 57.14% |
| Win Week % | 71.43% | 51.67% |
| Win Quarter % | 75.0% | 66.67% |
| Win Year % | 100.0% | 50.0% |