| Metric | 12340045:solusd:triple_med_gx:zlema80_120 | 12340045:SOLUSD |
|---|---|---|
| Time in Market | 11.0% | 100.0% |
| Cumulative Return | 14.85% | 3.11% |
| Max Drawdown | -26.95% | -64.93% |
| Sharpe | 0.31 | 0.24 |
| Sortino | 0.48 | 0.35 |
| Payoff Ratio | 1.31 | 1.27 |
| Profit Factor | 1.16 | 1.04 |
| Common Sense Ratio | 0.0 | 1.06 |
| CPC Index | 0.68 | 0.65 |
| Tail Ratio | 0.0 | 1.02 |
| Outlier Win Ratio | 46.67 | 2.79 |
| Outlier Loss Ratio | 2.91 | 2.66 |
| Volatility (ann.) | 15.06% | 44.28% |
| R^2 | 0.12 | 0.12 |
| Calmar | 0.56 | 0.05 |
| Skew | 1.99 | 0.68 |
| Kurtosis | 57.75 | 8.73 |
| Expected Daily % | 0.01% | 0.0% |
| Expected Monthly % | 1.16% | 0.26% |
| Expected Yearly % | 7.17% | 1.54% |
| Kelly Criterion | 2.99% | 9.42% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.28% | -3.78% |
| Expected Shortfall (cVaR) | -1.28% | -3.78% |
| Year | 12340045:SOLUSD | 12340045:solusd:triple_med_gx:zlema80_120 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 13.13 | -6.21 | -0.47 | - |
| 2025 | -8.86 | 22.46 | -2.53 | + |
| Metric | 12340045:solusd:triple_med_gx:zlema80_120 | 12340045:SOLUSD |
|---|---|---|
| MTD | 13.98% | 16.63% |
| 3M | 1.2% | 19.37% |
| 6M | 11.79% | -25.37% |
| YTD | 22.46% | -8.86% |
| 1Y | 14.85% | 3.11% |
| 3Y (ann.) | 14.98% | 3.14% |
| 5Y (ann.) | 14.98% | 3.14% |
| Metric | 12340045:solusd:triple_med_gx:zlema80_120 | 12340045:SOLUSD |
|---|---|---|
| Max Drawdown | -26.95% | -64.93% |
| Longest DD Days | 116.0 | 129.0 |
| Avg. Drawdown | -7.71% | -11.98% |
| Avg. Drawdown Days | 42.0 | 21.0 |
| Recovery Factor | 0.55 | 0.05 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-02-01 | 2025-05-29 | -26.95 | 116 |
| 2024-07-14 | 2024-11-06 | -16.36 | 114 |
| 2024-11-29 | 2025-01-16 | -10.43 | 47 |
| 2024-06-01 | 2024-07-14 | -3.03 | 42 |
| 2024-11-09 | 2024-11-29 | -2.25 | 20 |
| 2025-01-16 | 2025-01-17 | -1.56 | 0 |
| 2025-01-17 | 2025-01-17 | -0.97 | 0 |
| 2024-06-01 | 2024-06-01 | -0.08 | 0 |
| Metric | 12340045:solusd:triple_med_gx:zlema80_120 | 12340045:SOLUSD |
|---|---|---|
| Best Day | 11.15% | 19.54% |
| Worst Day | -6.52% | -14.23% |
| Best Week | 19.37% | 21.25% |
| Worst Week | -13.91% | -17.1% |
| Best Month | 40.56% | 41.15% |
| Worst Month | -13.91% | -36.08% |
| Best Year | 22.46% | 13.13% |
| Worst Year | -6.21% | -8.86% |
| Avg. Up Day | 2.0% | 2.02% |
| Avg. Down Day | -1.52% | -1.59% |
| Avg. Up Week | 13.2% | 16.85% |
| Avg. Down Week | -5.8% | -7.51% |
| Avg. Up Month | 17.57% | 24.44% |
| Avg. Down Month | -7.97% | -22.53% |
| Win Days % | 44.97% | 49.34% |
| Win Month % | 36.36% | 58.33% |
| Win Week % | 45.0% | 49.06% |
| Win Quarter % | 60.0% | 60.0% |
| Win Year % | 50.0% | 50.0% |