| Metric | 12340020:solusd:triple_med_gx:zlema90_120 | 12340020:SOLUSD |
|---|---|---|
| Time in Market | 8.0% | 100.0% |
| Cumulative Return | 51.27% | 3.11% |
| Max Drawdown | -24.69% | -64.93% |
| Sharpe | 0.86 | 0.24 |
| Sortino | 1.43 | 0.35 |
| Payoff Ratio | 1.64 | 1.44 |
| Profit Factor | 1.62 | 1.04 |
| Common Sense Ratio | NaN | 1.06 |
| CPC Index | 1.27 | 0.74 |
| Tail Ratio | NaN | 1.02 |
| Outlier Win Ratio | 54.49 | 2.79 |
| Outlier Loss Ratio | 2.96 | 2.43 |
| Volatility (ann.) | 13.16% | 44.28% |
| R^2 | 0.09 | 0.09 |
| Calmar | 2.1 | 0.05 |
| Skew | 1.73 | 0.68 |
| Kurtosis | 54.8 | 8.73 |
| Expected Daily % | 0.03% | 0.0% |
| Expected Monthly % | 3.51% | 0.26% |
| Expected Yearly % | 22.99% | 1.54% |
| Kelly Criterion | 15.85% | 14.22% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.1% | -3.78% |
| Expected Shortfall (cVaR) | -1.1% | -3.78% |
| Year | 12340020:SOLUSD | 12340020:solusd:triple_med_gx:zlema90_120 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 13.13 | 8.20 | 0.62 | - |
| 2025 | -8.86 | 39.81 | -4.49 | + |
| Metric | 12340020:solusd:triple_med_gx:zlema90_120 | 12340020:SOLUSD |
|---|---|---|
| MTD | 16.8% | 16.63% |
| 3M | 3.17% | 19.37% |
| 6M | 30.24% | -25.37% |
| YTD | 39.81% | -8.86% |
| 1Y | 51.27% | 3.11% |
| 3Y (ann.) | 51.79% | 3.14% |
| 5Y (ann.) | 51.79% | 3.14% |
| Metric | 12340020:solusd:triple_med_gx:zlema90_120 | 12340020:SOLUSD |
|---|---|---|
| Max Drawdown | -24.69% | -64.93% |
| Longest DD Days | 116.0 | 129.0 |
| Avg. Drawdown | -3.74% | -11.98% |
| Avg. Drawdown Days | 20.0 | 21.0 |
| Recovery Factor | 2.08 | 0.05 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-02-01 | 2025-05-29 | -24.69 | 116 |
| 2024-11-30 | 2025-01-15 | -8.40 | 46 |
| 2024-07-15 | 2024-09-04 | -7.27 | 51 |
| 2024-11-04 | 2024-11-05 | -1.82 | 0 |
| 2025-01-16 | 2025-01-17 | -1.56 | 0 |
| 2025-01-16 | 2025-01-16 | -1.43 | 0 |
| 2024-06-01 | 2024-07-14 | -1.14 | 42 |
| 2025-01-17 | 2025-01-17 | -0.97 | 0 |
| 2024-07-14 | 2024-07-14 | -0.50 | 0 |
| 2024-11-05 | 2024-11-10 | -0.40 | 4 |
| Metric | 12340020:solusd:triple_med_gx:zlema90_120 | 12340020:SOLUSD |
|---|---|---|
| Best Day | 7.31% | 19.54% |
| Worst Day | -6.52% | -14.23% |
| Best Week | 29.94% | 21.25% |
| Worst Week | -11.67% | -17.1% |
| Best Month | 51.89% | 41.15% |
| Worst Month | -11.67% | -36.08% |
| Best Year | 39.81% | 13.13% |
| Worst Year | 8.2% | -8.86% |
| Avg. Up Day | 2.25% | 2.27% |
| Avg. Down Day | -1.37% | -1.57% |
| Avg. Up Week | 10.65% | 13.99% |
| Avg. Down Week | -5.52% | -6.87% |
| Avg. Up Month | 14.38% | 20.15% |
| Avg. Down Month | -4.97% | -22.53% |
| Win Days % | 47.71% | 49.34% |
| Win Month % | 54.55% | 58.33% |
| Win Week % | 55.56% | 49.06% |
| Win Quarter % | 80.0% | 60.0% |
| Win Year % | 100.0% | 50.0% |