| Metric | 12340056:solusd:triple_med_gx:zlema135_120 | 12340056:SOLUSD |
|---|---|---|
| Time in Market | 4.0% | 100.0% |
| Cumulative Return | -11.47% | 3.11% |
| Max Drawdown | -22.92% | -64.93% |
| Sharpe | -0.41 | 0.24 |
| Sortino | -0.51 | 0.35 |
| Payoff Ratio | 0.81 | 0.8 |
| Profit Factor | 0.73 | 1.04 |
| Common Sense Ratio | NaN | 1.06 |
| CPC Index | 0.25 | 0.41 |
| Tail Ratio | NaN | 1.02 |
| Outlier Win Ratio | 164.22 | 2.12 |
| Outlier Loss Ratio | 2.73 | 2.21 |
| Volatility (ann.) | 6.87% | 44.28% |
| R^2 | 0.02 | 0.02 |
| Calmar | -0.5 | 0.05 |
| Skew | -4.68 | 0.68 |
| Kurtosis | 114.93 | 8.73 |
| Expected Daily % | -0.01% | 0.0% |
| Expected Monthly % | -1.01% | 0.26% |
| Expected Yearly % | -5.91% | 1.54% |
| Kelly Criterion | -29.11% | -14.15% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.6% | -3.78% |
| Expected Shortfall (cVaR) | -0.6% | -3.78% |
| Year | 12340056:SOLUSD | 12340056:solusd:triple_med_gx:zlema135_120 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 13.13 | -19.03 | -1.45 | - |
| 2025 | -8.86 | 9.34 | -1.05 | + |
| Metric | 12340056:solusd:triple_med_gx:zlema135_120 | 12340056:SOLUSD |
|---|---|---|
| MTD | 0.0% | 16.63% |
| 3M | 10.18% | 19.37% |
| 6M | 9.34% | -25.37% |
| YTD | 9.34% | -8.86% |
| 1Y | -11.47% | 3.11% |
| 3Y (ann.) | -11.56% | 3.14% |
| 5Y (ann.) | -11.56% | 3.14% |
| Metric | 12340056:solusd:triple_med_gx:zlema135_120 | 12340056:SOLUSD |
|---|---|---|
| Max Drawdown | -22.92% | -64.93% |
| Longest DD Days | 329.0 | 129.0 |
| Avg. Drawdown | -11.55% | -11.98% |
| Avg. Drawdown Days | 164.0 | 21.0 |
| Recovery Factor | -0.5 | 0.05 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-07-03 | 2025-05-29 | -22.92 | 329 |
| 2024-07-02 | 2024-07-02 | -0.18 | 0 |
| Metric | 12340056:solusd:triple_med_gx:zlema135_120 | 12340056:SOLUSD |
|---|---|---|
| Best Day | 4.03% | 19.54% |
| Worst Day | -5.43% | -14.23% |
| Best Week | 9.56% | 21.25% |
| Worst Week | -8.34% | -17.1% |
| Best Month | 12.46% | 41.15% |
| Worst Month | -11.54% | -36.08% |
| Best Year | 9.34% | 13.13% |
| Worst Year | -19.03% | -8.86% |
| Avg. Up Day | 1.25% | 1.31% |
| Avg. Down Day | -1.54% | -1.64% |
| Avg. Up Week | 3.33% | 4.15% |
| Avg. Down Week | -5.45% | -9.29% |
| Avg. Up Month | 0.13% | 12.81% |
| Avg. Down Month | -11.54% | -21.18% |
| Win Days % | 42.11% | 49.34% |
| Win Month % | 28.57% | 58.33% |
| Win Week % | 45.45% | 49.06% |
| Win Quarter % | 25.0% | 60.0% |
| Win Year % | 50.0% | 50.0% |