| Metric | 12339974:solusd:triple_med_gx:zlema100_120 | 12339974:SOLUSD |
|---|---|---|
| Time in Market | 6.0% | 100.0% |
| Cumulative Return | -6.5% | 3.11% |
| Max Drawdown | -23.26% | -64.93% |
| Sharpe | -0.14 | 0.24 |
| Sortino | -0.19 | 0.35 |
| Payoff Ratio | 1.19 | 1.12 |
| Profit Factor | 0.91 | 1.04 |
| Common Sense Ratio | NaN | 1.06 |
| CPC Index | 0.42 | 0.57 |
| Tail Ratio | NaN | 1.02 |
| Outlier Win Ratio | 106.1 | 2.3 |
| Outlier Loss Ratio | 3.04 | 2.41 |
| Volatility (ann.) | 9.09% | 44.28% |
| R^2 | 0.04 | 0.04 |
| Calmar | -0.28 | 0.05 |
| Skew | -0.52 | 0.68 |
| Kurtosis | 107.1 | 8.73 |
| Expected Daily % | -0.0% | 0.0% |
| Expected Monthly % | -0.56% | 0.26% |
| Expected Yearly % | -3.3% | 1.54% |
| Kelly Criterion | -11.94% | 3.92% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.79% | -3.78% |
| Expected Shortfall (cVaR) | -0.79% | -3.78% |
| Year | 12339974:SOLUSD | 12339974:solusd:triple_med_gx:zlema100_120 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 13.13 | -5.74 | -0.44 | - |
| 2025 | -8.86 | -0.80 | 0.09 | + |
| Metric | 12339974:solusd:triple_med_gx:zlema100_120 | 12339974:SOLUSD |
|---|---|---|
| MTD | 1.3% | 16.63% |
| 3M | 4.09% | 19.37% |
| 6M | -6.46% | -25.37% |
| YTD | -0.8% | -8.86% |
| 1Y | -6.5% | 3.11% |
| 3Y (ann.) | -6.55% | 3.14% |
| 5Y (ann.) | -6.55% | 3.14% |
| Metric | 12339974:solusd:triple_med_gx:zlema100_120 | 12339974:SOLUSD |
|---|---|---|
| Max Drawdown | -23.26% | -64.93% |
| Longest DD Days | 317.0 | 129.0 |
| Avg. Drawdown | -6.07% | -11.98% |
| Avg. Drawdown Days | 79.0 | 21.0 |
| Recovery Factor | -0.28 | 0.05 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-07-16 | 2025-05-29 | -23.26 | 317 |
| 2024-07-14 | 2024-07-14 | -0.68 | 0 |
| 2024-07-15 | 2024-07-15 | -0.25 | 0 |
| 2024-06-01 | 2024-06-01 | -0.08 | 0 |
| Metric | 12339974:solusd:triple_med_gx:zlema100_120 | 12339974:SOLUSD |
|---|---|---|
| Best Day | 7.31% | 19.54% |
| Worst Day | -6.52% | -14.23% |
| Best Week | 6.44% | 21.25% |
| Worst Week | -12.9% | -17.1% |
| Best Month | 9.42% | 41.15% |
| Worst Month | -12.9% | -36.08% |
| Best Year | -0.8% | 13.13% |
| Worst Year | -5.74% | -8.86% |
| Avg. Up Day | 1.72% | 1.77% |
| Avg. Down Day | -1.45% | -1.59% |
| Avg. Up Week | 3.76% | 13.7% |
| Avg. Down Week | -6.62% | -7.84% |
| Avg. Up Month | 4.26% | 17.09% |
| Avg. Down Month | -5.52% | -23.44% |
| Win Days % | 39.19% | 49.34% |
| Win Month % | 54.55% | 58.33% |
| Win Week % | 60.0% | 49.06% |
| Win Quarter % | 60.0% | 60.0% |
| Win Year % | 0.0% | 50.0% |