| Metric | 12336210:solusd:triple_med_gx:zlema70_110 | 12336210:SOLUSD |
|---|---|---|
| Time in Market | 10.0% | 100.0% |
| Cumulative Return | 45.69% | 3.1% |
| Max Drawdown | -16.65% | -64.93% |
| Sharpe | 0.67 | 0.23 |
| Sortino | 1.09 | 0.34 |
| Payoff Ratio | 1.21 | 1.13 |
| Profit Factor | 1.4 | 1.04 |
| Common Sense Ratio | NaN | 1.06 |
| CPC Index | 0.87 | 0.58 |
| Tail Ratio | NaN | 1.02 |
| Outlier Win Ratio | 46.9 | 2.73 |
| Outlier Loss Ratio | 2.97 | 2.66 |
| Volatility (ann.) | 13.99% | 43.08% |
| R^2 | 0.11 | 0.11 |
| Calmar | 2.38 | 0.04 |
| Skew | 2.7 | 0.64 |
| Kurtosis | 66.2 | 8.72 |
| Expected Daily % | 0.02% | 0.0% |
| Expected Monthly % | 2.72% | 0.22% |
| Expected Yearly % | 20.7% | 1.54% |
| Kelly Criterion | 10.42% | 4.45% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.18% | -3.68% |
| Expected Shortfall (cVaR) | -1.18% | -3.68% |
| Year | 12336210:SOLUSD | 12336210:solusd:triple_med_gx:zlema70_110 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 13.13 | 3.50 | 0.27 | - |
| 2025 | -8.87 | 40.77 | -4.60 | + |
| Metric | 12336210:solusd:triple_med_gx:zlema70_110 | 12336210:SOLUSD |
|---|---|---|
| MTD | 0.0% | 11.11% |
| 3M | 12.45% | 36.47% |
| 6M | 32.61% | -8.22% |
| YTD | 40.77% | -8.87% |
| 1Y | 47.83% | 7.09% |
| 3Y (ann.) | 39.68% | 2.75% |
| 5Y (ann.) | 39.68% | 2.75% |
| Metric | 12336210:solusd:triple_med_gx:zlema70_110 | 12336210:SOLUSD |
|---|---|---|
| Max Drawdown | -16.65% | -64.93% |
| Longest DD Days | 157.0 | 178.0 |
| Avg. Drawdown | -4.61% | -11.98% |
| Avg. Drawdown Days | 29.0 | 23.0 |
| Recovery Factor | 2.74 | 0.05 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-04-06 | 2025-05-09 | -16.65 | 33 |
| 2024-06-01 | 2024-11-06 | -14.14 | 157 |
| 2025-02-01 | 2025-03-14 | -7.66 | 40 |
| 2024-11-29 | 2025-01-15 | -7.13 | 47 |
| 2025-05-23 | 2025-07-17 | -5.93 | 54 |
| 2024-11-08 | 2024-11-29 | -1.93 | 20 |
| 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 |
| Metric | 12336210:solusd:triple_med_gx:zlema70_110 | 12336210:SOLUSD |
|---|---|---|
| Best Day | 11.15% | 19.54% |
| Worst Day | -6.52% | -14.23% |
| Best Week | 24.31% | 21.25% |
| Worst Week | -11.7% | -17.1% |
| Best Month | 34.96% | 41.15% |
| Worst Month | -11.21% | -36.08% |
| Best Year | 40.77% | 13.13% |
| Worst Year | 3.5% | -8.87% |
| Avg. Up Day | 1.83% | 1.84% |
| Avg. Down Day | -1.51% | -1.63% |
| Avg. Up Week | 13.05% | 14.85% |
| Avg. Down Week | -3.79% | -6.25% |
| Avg. Up Month | 17.55% | 20.69% |
| Avg. Down Month | -4.3% | -22.53% |
| Win Days % | 50.96% | 49.3% |
| Win Month % | 45.45% | 57.14% |
| Win Week % | 50.0% | 51.67% |
| Win Quarter % | 40.0% | 66.67% |
| Win Year % | 100.0% | 50.0% |