| Metric | 12336241:solusd:triple_med_gx:zlema75_110 | 12336241:SOLUSD |
|---|---|---|
| Time in Market | 8.0% | 100.0% |
| Cumulative Return | 54.27% | 3.1% |
| Max Drawdown | -16.36% | -64.93% |
| Sharpe | 0.82 | 0.23 |
| Sortino | 1.52 | 0.34 |
| Payoff Ratio | 1.39 | 1.16 |
| Profit Factor | 1.63 | 1.04 |
| Common Sense Ratio | NaN | 1.06 |
| CPC Index | 1.17 | 0.59 |
| Tail Ratio | NaN | 1.02 |
| Outlier Win Ratio | 56.56 | 2.71 |
| Outlier Loss Ratio | 3.03 | 2.51 |
| Volatility (ann.) | 12.71% | 43.08% |
| R^2 | 0.09 | 0.09 |
| Calmar | 2.87 | 0.04 |
| Skew | 4.77 | 0.64 |
| Kurtosis | 86.74 | 8.72 |
| Expected Daily % | 0.03% | 0.0% |
| Expected Monthly % | 3.15% | 0.22% |
| Expected Yearly % | 24.2% | 1.54% |
| Kelly Criterion | 16.9% | 5.64% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.07% | -3.68% |
| Expected Shortfall (cVaR) | -1.07% | -3.68% |
| Year | 12336241:SOLUSD | 12336241:solusd:triple_med_gx:zlema75_110 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 13.13 | -0.86 | -0.07 | - |
| 2025 | -8.87 | 55.60 | -6.27 | + |
| Metric | 12336241:solusd:triple_med_gx:zlema75_110 | 12336241:SOLUSD |
|---|---|---|
| MTD | 0.0% | 11.11% |
| 3M | 9.37% | 36.47% |
| 6M | 54.13% | -8.22% |
| YTD | 55.6% | -8.87% |
| 1Y | 55.99% | 7.09% |
| 3Y (ann.) | 46.96% | 2.75% |
| 5Y (ann.) | 46.96% | 2.75% |
| Metric | 12336241:solusd:triple_med_gx:zlema75_110 | 12336241:SOLUSD |
|---|---|---|
| Max Drawdown | -16.36% | -64.93% |
| Longest DD Days | 158.0 | 178.0 |
| Avg. Drawdown | -4.33% | -11.98% |
| Avg. Drawdown Days | 29.0 | 23.0 |
| Recovery Factor | 3.32 | 0.05 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-01 | 2024-11-07 | -16.36 | 158 |
| 2025-03-15 | 2025-05-08 | -10.41 | 54 |
| 2024-11-08 | 2025-01-15 | -8.26 | 68 |
| 2025-02-02 | 2025-02-03 | -5.74 | 1 |
| 2025-05-09 | 2025-05-26 | -3.06 | 17 |
| 2025-05-26 | 2025-07-17 | -2.47 | 51 |
| 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 | 12336241:solusd:triple_med_gx:zlema75_110 | 12336241:SOLUSD |
|---|---|---|
| Best Day | 11.15% | 19.54% |
| Worst Day | -6.09% | -14.23% |
| Best Week | 24.16% | 21.25% |
| Worst Week | -6.81% | -17.1% |
| Best Month | 35.4% | 41.15% |
| Worst Month | -6.81% | -36.08% |
| Best Year | 55.6% | 13.13% |
| Worst Year | -0.86% | -8.87% |
| Avg. Up Day | 1.9% | 1.92% |
| Avg. Down Day | -1.36% | -1.65% |
| Avg. Up Week | 16.24% | 17.39% |
| Avg. Down Week | -2.59% | -4.16% |
| Avg. Up Month | 21.93% | 23.32% |
| Avg. Down Month | -3.55% | -18.02% |
| Win Days % | 51.61% | 49.3% |
| Win Month % | 45.45% | 57.14% |
| Win Week % | 46.67% | 51.67% |
| Win Quarter % | 60.0% | 66.67% |
| Win Year % | 50.0% | 50.0% |