| Metric | 12340070:solusd:triple_med_gx:zlema70_120 | 12340070:SOLUSD |
|---|---|---|
| Time in Market | 12.0% | 100.0% |
| Cumulative Return | 14.81% | 3.11% |
| Max Drawdown | -29.27% | -64.93% |
| Sharpe | 0.3 | 0.24 |
| Sortino | 0.47 | 0.35 |
| Payoff Ratio | 1.17 | 1.07 |
| Profit Factor | 1.15 | 1.04 |
| Common Sense Ratio | 1.27 | 1.06 |
| CPC Index | 0.64 | 0.55 |
| Tail Ratio | 1.11 | 1.02 |
| Outlier Win Ratio | 43.52 | 2.78 |
| Outlier Loss Ratio | 3.01 | 2.68 |
| Volatility (ann.) | 15.26% | 44.28% |
| R^2 | 0.12 | 0.12 |
| Calmar | 0.51 | 0.05 |
| Skew | 2.02 | 0.68 |
| Kurtosis | 55.27 | 8.73 |
| Expected Daily % | 0.01% | 0.0% |
| Expected Monthly % | 1.16% | 0.26% |
| Expected Yearly % | 7.15% | 1.54% |
| Kelly Criterion | 2.51% | 2.06% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.3% | -3.78% |
| Expected Shortfall (cVaR) | -1.3% | -3.78% |
| Year | 12340070:SOLUSD | 12340070:solusd:triple_med_gx:zlema70_120 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 13.13 | -7.61 | -0.58 | - |
| 2025 | -8.86 | 24.26 | -2.74 | + |
| Metric | 12340070:solusd:triple_med_gx:zlema70_120 | 12340070:SOLUSD |
|---|---|---|
| MTD | 16.88% | 16.63% |
| 3M | 1.69% | 19.37% |
| 6M | 15.2% | -25.37% |
| YTD | 24.26% | -8.86% |
| 1Y | 14.81% | 3.11% |
| 3Y (ann.) | 14.94% | 3.14% |
| 5Y (ann.) | 14.94% | 3.14% |
| Metric | 12340070:solusd:triple_med_gx:zlema70_120 | 12340070:SOLUSD |
|---|---|---|
| Max Drawdown | -29.27% | -64.93% |
| Longest DD Days | 180.0 | 129.0 |
| Avg. Drawdown | -9.26% | -11.98% |
| Avg. Drawdown Days | 49.0 | 21.0 |
| Recovery Factor | 0.51 | 0.05 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-02-01 | 2025-05-29 | -29.27 | 117 |
| 2024-06-01 | 2024-11-29 | -21.07 | 180 |
| 2024-11-29 | 2025-01-15 | -10.43 | 47 |
| 2025-01-16 | 2025-01-17 | -1.56 | 0 |
| 2025-01-16 | 2025-01-16 | -1.43 | 0 |
| 2025-01-17 | 2025-01-17 | -0.97 | 0 |
| 2024-06-01 | 2024-06-01 | -0.08 | 0 |
| Metric | 12340070:solusd:triple_med_gx:zlema70_120 | 12340070:SOLUSD |
|---|---|---|
| Best Day | 11.15% | 19.54% |
| Worst Day | -6.52% | -14.23% |
| Best Week | 25.09% | 21.25% |
| Worst Week | -14.7% | -17.1% |
| Best Month | 43.27% | 41.15% |
| Worst Month | -16.33% | -36.08% |
| Best Year | 24.26% | 13.13% |
| Worst Year | -7.61% | -8.86% |
| Avg. Up Day | 1.76% | 1.77% |
| Avg. Down Day | -1.5% | -1.65% |
| Avg. Up Week | 15.51% | 14.22% |
| Avg. Down Week | -8.04% | -8.02% |
| Avg. Up Month | 16.25% | 20.73% |
| Avg. Down Month | -10.02% | -22.53% |
| Win Days % | 47.37% | 49.34% |
| Win Month % | 50.0% | 58.33% |
| Win Week % | 50.0% | 49.06% |
| Win Quarter % | 60.0% | 60.0% |
| Win Year % | 50.0% | 50.0% |