| Metric | 12340071:solusd:triple_med_gx:zlema75_120 | 12340071:SOLUSD |
|---|---|---|
| Time in Market | 12.0% | 100.0% |
| Cumulative Return | 28.43% | 3.11% |
| Max Drawdown | -26.29% | -64.93% |
| Sharpe | 0.49 | 0.24 |
| Sortino | 0.77 | 0.35 |
| Payoff Ratio | 1.24 | 1.17 |
| Profit Factor | 1.26 | 1.04 |
| Common Sense Ratio | 0.84 | 1.06 |
| CPC Index | 0.75 | 0.6 |
| Tail Ratio | 0.67 | 1.02 |
| Outlier Win Ratio | 44.13 | 2.85 |
| Outlier Loss Ratio | 3.0 | 2.69 |
| Volatility (ann.) | 15.3% | 44.28% |
| R^2 | 0.12 | 0.12 |
| Calmar | 1.09 | 0.05 |
| Skew | 2.12 | 0.68 |
| Kurtosis | 55.06 | 8.73 |
| Expected Daily % | 0.02% | 0.0% |
| Expected Monthly % | 2.11% | 0.26% |
| Expected Yearly % | 13.33% | 1.54% |
| Kelly Criterion | 6.21% | 5.87% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.3% | -3.78% |
| Expected Shortfall (cVaR) | -1.3% | -3.78% |
| Year | 12340071:SOLUSD | 12340071:solusd:triple_med_gx:zlema75_120 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 13.13 | -3.14 | -0.24 | - |
| 2025 | -8.86 | 32.60 | -3.68 | + |
| Metric | 12340071:solusd:triple_med_gx:zlema75_120 | 12340071:SOLUSD |
|---|---|---|
| MTD | 20.44% | 16.63% |
| 3M | 7.22% | 19.37% |
| 6M | 22.58% | -25.37% |
| YTD | 32.6% | -8.86% |
| 1Y | 28.43% | 3.11% |
| 3Y (ann.) | 28.7% | 3.14% |
| 5Y (ann.) | 28.7% | 3.14% |
| Metric | 12340071:solusd:triple_med_gx:zlema75_120 | 12340071:SOLUSD |
|---|---|---|
| Max Drawdown | -26.29% | -64.93% |
| Longest DD Days | 157.0 | 129.0 |
| Avg. Drawdown | -6.15% | -11.98% |
| Avg. Drawdown Days | 34.0 | 21.0 |
| Recovery Factor | 1.08 | 0.05 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-02-01 | 2025-05-29 | -26.29 | 116 |
| 2024-06-01 | 2024-11-06 | -16.06 | 157 |
| 2024-11-29 | 2025-01-15 | -10.43 | 47 |
| 2024-11-07 | 2024-11-29 | -2.64 | 21 |
| 2025-01-16 | 2025-01-17 | -1.56 | 0 |
| 2024-11-07 | 2024-11-07 | -1.48 | 0 |
| 2025-01-16 | 2025-01-16 | -1.43 | 0 |
| 2025-01-17 | 2025-01-17 | -0.97 | 0 |
| 2024-11-06 | 2024-11-06 | -0.51 | 0 |
| 2024-06-01 | 2024-06-01 | -0.08 | 0 |
| Metric | 12340071:solusd:triple_med_gx:zlema75_120 | 12340071:SOLUSD |
|---|---|---|
| Best Day | 11.15% | 19.54% |
| Worst Day | -6.52% | -14.23% |
| Best Week | 20.78% | 21.25% |
| Worst Week | -13.14% | -17.1% |
| Best Month | 42.37% | 41.15% |
| Worst Month | -13.14% | -36.08% |
| Best Year | 32.6% | 13.13% |
| Worst Year | -3.14% | -8.86% |
| Avg. Up Day | 1.88% | 1.89% |
| Avg. Down Day | -1.52% | -1.62% |
| Avg. Up Week | 17.03% | 15.97% |
| Avg. Down Week | -6.24% | -8.25% |
| Avg. Up Month | 26.73% | 26.83% |
| Avg. Down Month | -7.21% | -22.53% |
| Win Days % | 48.12% | 49.34% |
| Win Month % | 30.0% | 58.33% |
| Win Week % | 44.44% | 49.06% |
| Win Quarter % | 60.0% | 60.0% |
| Win Year % | 50.0% | 50.0% |