| Metric | 12339977:solusd:triple_med_gx:zlema115_120 | 12339977:SOLUSD |
|---|---|---|
| Time in Market | 2.0% | 100.0% |
| Cumulative Return | 1.26% | 3.11% |
| Max Drawdown | -6.55% | -64.93% |
| Sharpe | 0.1 | 0.24 |
| Sortino | 0.15 | 0.35 |
| Payoff Ratio | 1.76 | 1.55 |
| Profit Factor | 1.12 | 1.04 |
| Common Sense Ratio | NaN | 1.06 |
| CPC Index | 0.63 | 0.79 |
| Tail Ratio | NaN | 1.02 |
| Outlier Win Ratio | 297.93 | 1.89 |
| Outlier Loss Ratio | 4.5 | 2.04 |
| Volatility (ann.) | 3.87% | 44.28% |
| R^2 | 0.01 | 0.01 |
| Calmar | 0.19 | 0.05 |
| Skew | 0.47 | 0.68 |
| Kurtosis | 197.95 | 8.73 |
| Expected Daily % | 0.0% | 0.0% |
| Expected Monthly % | 0.1% | 0.26% |
| Expected Yearly % | 0.63% | 1.54% |
| Kelly Criterion | -6.5% | 16.71% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.33% | -3.78% |
| Expected Shortfall (cVaR) | -0.33% | -3.78% |
| Year | 12339977:SOLUSD | 12339977:solusd:triple_med_gx:zlema115_120 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 13.13 | -1.52 | -0.12 | - |
| 2025 | -8.86 | 2.83 | -0.32 | + |
| Metric | 12339977:solusd:triple_med_gx:zlema115_120 | 12339977:SOLUSD |
|---|---|---|
| MTD | 1.66% | 16.63% |
| 3M | 3.36% | 19.37% |
| 6M | -1.14% | -25.37% |
| YTD | 2.83% | -8.86% |
| 1Y | 1.26% | 3.11% |
| 3Y (ann.) | 1.27% | 3.14% |
| 5Y (ann.) | 1.27% | 3.14% |
| Metric | 12339977:solusd:triple_med_gx:zlema115_120 | 12339977:SOLUSD |
|---|---|---|
| Max Drawdown | -6.55% | -64.93% |
| Longest DD Days | 267.0 | 129.0 |
| Avg. Drawdown | -1.69% | -11.98% |
| Avg. Drawdown Days | 53.0 | 21.0 |
| Recovery Factor | 0.19 | 0.05 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-09-03 | 2025-05-29 | -6.55 | 267 |
| 2024-07-01 | 2024-07-02 | -1.36 | 0 |
| 2024-08-22 | 2024-08-23 | -0.18 | 0 |
| 2024-06-30 | 2024-07-01 | -0.18 | 0 |
| 2024-08-03 | 2024-08-04 | -0.18 | 0 |
| Metric | 12339977:solusd:triple_med_gx:zlema115_120 | 12339977:SOLUSD |
|---|---|---|
| Best Day | 3.13% | 19.54% |
| Worst Day | -3.69% | -14.23% |
| Best Week | 2.95% | 21.25% |
| Worst Week | -3.86% | -17.1% |
| Best Month | 2.95% | 41.15% |
| Worst Month | -3.86% | -36.08% |
| Best Year | 2.83% | 13.13% |
| Worst Year | -1.52% | -8.86% |
| Avg. Up Day | 1.65% | 1.77% |
| Avg. Down Day | -0.94% | -1.14% |
| Avg. Up Week | 1.74% | 11.2% |
| Avg. Down Week | -1.99% | -6.8% |
| Avg. Up Month | 2.29% | 18.78% |
| Avg. Down Month | -2.08% | -21.22% |
| Win Days % | 32.14% | 49.34% |
| Win Month % | 50.0% | 58.33% |
| Win Week % | 50.0% | 49.06% |
| Win Quarter % | 40.0% | 60.0% |
| Win Year % | 50.0% | 50.0% |