| Metric | 12332506:solusd:triple_med_gx:zlema80_100 | 12332506:SOLUSD |
|---|---|---|
| Time in Market | 6.0% | 100.0% |
| Cumulative Return | 71.52% | 3.1% |
| Max Drawdown | -12.43% | -64.93% |
| Sharpe | 1.15 | 0.23 |
| Sortino | 2.76 | 0.34 |
| Payoff Ratio | 1.97 | 1.79 |
| Profit Factor | 2.42 | 1.04 |
| Common Sense Ratio | NaN | 1.06 |
| CPC Index | 2.44 | 0.92 |
| Tail Ratio | NaN | 1.02 |
| Outlier Win Ratio | 61.54 | 2.31 |
| Outlier Loss Ratio | 3.55 | 2.28 |
| Volatility (ann.) | 10.97% | 43.08% |
| R^2 | 0.07 | 0.07 |
| Calmar | 4.94 | 0.04 |
| Skew | 8.32 | 0.64 |
| Kurtosis | 140.68 | 8.72 |
| Expected Daily % | 0.03% | 0.0% |
| Expected Monthly % | 3.93% | 0.22% |
| Expected Yearly % | 30.96% | 1.54% |
| Kelly Criterion | 26.41% | 21.03% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.91% | -3.68% |
| Expected Shortfall (cVaR) | -0.91% | -3.68% |
| Year | 12332506:SOLUSD | 12332506:solusd:triple_med_gx:zlema80_100 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 13.13 | 8.79 | 0.67 | - |
| 2025 | -8.87 | 57.65 | -6.50 | + |
| Metric | 12332506:solusd:triple_med_gx:zlema80_100 | 12332506:SOLUSD |
|---|---|---|
| MTD | 0.0% | 11.11% |
| 3M | 0.22% | 36.47% |
| 6M | 56.93% | -8.22% |
| YTD | 57.65% | -8.87% |
| 1Y | 73.39% | 7.09% |
| 3Y (ann.) | 61.47% | 2.75% |
| 5Y (ann.) | 61.47% | 2.75% |
| Metric | 12332506:solusd:triple_med_gx:zlema80_100 | 12332506:SOLUSD |
|---|---|---|
| Max Drawdown | -12.43% | -64.93% |
| Longest DD Days | 157.0 | 178.0 |
| Avg. Drawdown | -2.29% | -11.98% |
| Avg. Drawdown Days | 21.0 | 23.0 |
| Recovery Factor | 5.75 | 0.05 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-01 | 2024-11-06 | -12.43 | 157 |
| 2025-02-02 | 2025-02-03 | -3.34 | 0 |
| 2024-11-30 | 2025-01-15 | -2.72 | 46 |
| 2025-05-26 | 2025-07-17 | -2.47 | 51 |
| 2025-03-15 | 2025-04-07 | -1.96 | 23 |
| 2025-01-16 | 2025-01-17 | -1.56 | 0 |
| 2024-11-07 | 2024-11-07 | -1.48 | 0 |
| 2025-01-16 | 2025-01-16 | -1.43 | 0 |
| 2025-01-17 | 2025-01-17 | -0.97 | 0 |
| 2025-04-07 | 2025-04-08 | -0.58 | 0 |
| Metric | 12332506:solusd:triple_med_gx:zlema80_100 | 12332506:SOLUSD |
|---|---|---|
| Best Day | 11.15% | 19.54% |
| Worst Day | -6.09% | -14.23% |
| Best Week | 26.03% | 21.25% |
| Worst Week | -5.6% | -17.1% |
| Best Month | 34.74% | 41.15% |
| Worst Month | -5.6% | -36.08% |
| Best Year | 57.65% | 13.13% |
| Worst Year | 8.79% | -8.87% |
| Avg. Up Day | 2.24% | 2.27% |
| Avg. Down Day | -1.14% | -1.26% |
| Avg. Up Week | 19.4% | 17.63% |
| Avg. Down Week | -1.38% | -4.61% |
| Avg. Up Month | 16.97% | 22.11% |
| Avg. Down Month | -2.36% | -18.02% |
| Win Days % | 51.19% | 49.3% |
| Win Month % | 54.55% | 57.14% |
| Win Week % | 53.85% | 51.67% |
| Win Quarter % | 60.0% | 66.67% |
| Win Year % | 100.0% | 50.0% |