| Metric | 12333911:solusd:triple_med_gx:zlema205_105 | 12333911:SOLUSD |
|---|---|---|
| Time in Market | 16.0% | 100.0% |
| Cumulative Return | 18.1% | 3.1% |
| Max Drawdown | -35.81% | -64.93% |
| Sharpe | 0.29 | 0.23 |
| Sortino | 0.41 | 0.34 |
| Payoff Ratio | 1.03 | 1.0 |
| Profit Factor | 1.12 | 1.04 |
| Common Sense Ratio | 1.73 | 1.06 |
| CPC Index | 0.59 | 0.51 |
| Tail Ratio | 1.53 | 1.02 |
| Outlier Win Ratio | 31.85 | 2.91 |
| Outlier Loss Ratio | 2.84 | 3.06 |
| Volatility (ann.) | 18.87% | 43.08% |
| R^2 | 0.19 | 0.19 |
| Calmar | 0.44 | 0.04 |
| Skew | -0.98 | 0.64 |
| Kurtosis | 54.26 | 8.72 |
| Expected Daily % | 0.01% | 0.0% |
| Expected Monthly % | 1.2% | 0.22% |
| Expected Yearly % | 8.68% | 1.54% |
| Kelly Criterion | 3.96% | -1.35% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.61% | -3.68% |
| Expected Shortfall (cVaR) | -1.61% | -3.68% |
| Year | 12333911:SOLUSD | 12333911:solusd:triple_med_gx:zlema205_105 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 13.13 | -6.12 | -0.47 | - |
| 2025 | -8.87 | 25.81 | -2.91 | + |
| Metric | 12333911:solusd:triple_med_gx:zlema205_105 | 12333911:SOLUSD |
|---|---|---|
| MTD | 0.0% | 11.11% |
| 3M | 20.49% | 36.47% |
| 6M | 25.23% | -8.22% |
| YTD | 25.81% | -8.87% |
| 1Y | 9.62% | 7.09% |
| 3Y (ann.) | 15.92% | 2.75% |
| 5Y (ann.) | 15.92% | 2.75% |
| Metric | 12333911:solusd:triple_med_gx:zlema205_105 | 12333911:SOLUSD |
|---|---|---|
| Max Drawdown | -35.81% | -64.93% |
| Longest DD Days | 186.0 | 178.0 |
| Avg. Drawdown | -12.48% | -11.98% |
| Avg. Drawdown Days | 68.0 | 23.0 |
| Recovery Factor | 0.51 | 0.05 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-07-16 | 2025-01-18 | -35.81 | 186 |
| 2025-01-19 | 2025-07-17 | -35.01 | 178 |
| 2024-06-01 | 2024-07-14 | -3.25 | 42 |
| 2024-07-14 | 2024-07-14 | -0.50 | 0 |
| 2024-07-15 | 2024-07-15 | -0.25 | 0 |
| 2024-06-01 | 2024-06-01 | -0.08 | 0 |
| Metric | 12333911:solusd:triple_med_gx:zlema205_105 | 12333911:SOLUSD |
|---|---|---|
| Best Day | 11.15% | 19.54% |
| Worst Day | -14.38% | -14.23% |
| Best Week | 20.28% | 21.25% |
| Worst Week | -22.42% | -17.1% |
| Best Month | 32.93% | 41.15% |
| Worst Month | -30.35% | -36.08% |
| Best Year | 25.81% | 13.13% |
| Worst Year | -6.12% | -8.87% |
| Avg. Up Day | 1.74% | 1.75% |
| Avg. Down Day | -1.68% | -1.75% |
| Avg. Up Week | 13.44% | 14.86% |
| Avg. Down Week | -6.34% | -8.41% |
| Avg. Up Month | 23.34% | 21.81% |
| Avg. Down Month | -11.89% | -22.53% |
| Win Days % | 51.2% | 49.3% |
| Win Month % | 45.45% | 57.14% |
| Win Week % | 52.38% | 51.67% |
| Win Quarter % | 60.0% | 66.67% |
| Win Year % | 50.0% | 50.0% |