| Metric | 12340018:solusd:triple_med_gx:zlema80_120 | 12340018:SOLUSD |
|---|---|---|
| Time in Market | 10.0% | 100.0% |
| Cumulative Return | 21.8% | 3.11% |
| Max Drawdown | -27.37% | -64.93% |
| Sharpe | 0.44 | 0.24 |
| Sortino | 0.66 | 0.35 |
| Payoff Ratio | 1.3 | 1.25 |
| Profit Factor | 1.23 | 1.04 |
| Common Sense Ratio | 0.0 | 1.06 |
| CPC Index | 0.72 | 0.64 |
| Tail Ratio | 0.0 | 1.02 |
| Outlier Win Ratio | 50.26 | 2.78 |
| Outlier Loss Ratio | 3.1 | 2.6 |
| Volatility (ann.) | 13.43% | 44.28% |
| R^2 | 0.09 | 0.09 |
| Calmar | 0.8 | 0.05 |
| Skew | 0.67 | 0.68 |
| Kurtosis | 44.57 | 8.73 |
| Expected Daily % | 0.01% | 0.0% |
| Expected Monthly % | 1.66% | 0.26% |
| Expected Yearly % | 10.36% | 1.54% |
| Kelly Criterion | 2.72% | 8.87% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.14% | -3.78% |
| Expected Shortfall (cVaR) | -1.14% | -3.78% |
| Year | 12340018:SOLUSD | 12340018:solusd:triple_med_gx:zlema80_120 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 13.13 | 1.06 | 0.08 | - |
| 2025 | -8.86 | 20.52 | -2.32 | + |
| Metric | 12340018:solusd:triple_med_gx:zlema80_120 | 12340018:SOLUSD |
|---|---|---|
| MTD | 10.78% | 16.63% |
| 3M | -3.55% | 19.37% |
| 6M | 13.59% | -25.37% |
| YTD | 20.52% | -8.86% |
| 1Y | 21.8% | 3.11% |
| 3Y (ann.) | 22.0% | 3.14% |
| 5Y (ann.) | 22.0% | 3.14% |
| Metric | 12340018:solusd:triple_med_gx:zlema80_120 | 12340018:SOLUSD |
|---|---|---|
| Max Drawdown | -27.37% | -64.93% |
| Longest DD Days | 117.0 | 129.0 |
| Avg. Drawdown | -5.14% | -11.98% |
| Avg. Drawdown Days | 32.0 | 21.0 |
| Recovery Factor | 0.8 | 0.05 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-02-01 | 2025-05-29 | -27.37 | 117 |
| 2024-07-14 | 2024-11-05 | -9.33 | 114 |
| 2024-11-29 | 2025-01-15 | -8.69 | 47 |
| 2025-01-16 | 2025-01-17 | -1.56 | 0 |
| 2025-01-16 | 2025-01-16 | -1.43 | 0 |
| 2024-06-01 | 2024-07-13 | -1.37 | 42 |
| 2025-01-17 | 2025-01-17 | -0.97 | 0 |
| 2024-11-05 | 2024-11-10 | -0.40 | 4 |
| 2024-11-28 | 2024-11-29 | -0.18 | 0 |
| 2024-06-01 | 2024-06-01 | -0.08 | 0 |
| Metric | 12340018:solusd:triple_med_gx:zlema80_120 | 12340018:SOLUSD |
|---|---|---|
| Best Day | 7.31% | 19.54% |
| Worst Day | -6.52% | -14.23% |
| Best Week | 21.07% | 21.25% |
| Worst Week | -12.94% | -17.1% |
| Best Month | 43.14% | 41.15% |
| Worst Month | -12.94% | -36.08% |
| Best Year | 20.52% | 13.13% |
| Worst Year | 1.06% | -8.86% |
| Avg. Up Day | 1.94% | 1.96% |
| Avg. Down Day | -1.5% | -1.57% |
| Avg. Up Week | 9.27% | 13.99% |
| Avg. Down Week | -5.65% | -7.23% |
| Avg. Up Month | 13.32% | 21.62% |
| Avg. Down Month | -5.44% | -22.53% |
| Win Days % | 45.07% | 49.34% |
| Win Month % | 45.45% | 58.33% |
| Win Week % | 47.37% | 49.06% |
| Win Quarter % | 40.0% | 60.0% |
| Win Year % | 100.0% | 50.0% |