| Metric | 12305525:solusd:triple_med_gx:zlema40_10 | 12305525:SOLUSD |
|---|---|---|
| Time in Market | 21.0% | 100.0% |
| Cumulative Return | -35.02% | 3.1% |
| Max Drawdown | -51.11% | -64.93% |
| Sharpe | -0.49 | 0.23 |
| Sortino | -0.68 | 0.34 |
| Payoff Ratio | 1.16 | 1.11 |
| Profit Factor | 0.84 | 1.04 |
| Common Sense Ratio | 0.83 | 1.06 |
| CPC Index | 0.37 | 0.57 |
| Tail Ratio | 0.99 | 1.02 |
| Outlier Win Ratio | 31.3 | 2.67 |
| Outlier Loss Ratio | 4.08 | 3.04 |
| Volatility (ann.) | 16.58% | 43.08% |
| R^2 | 0.15 | 0.15 |
| Calmar | -0.62 | 0.04 |
| Skew | 0.28 | 0.64 |
| Kurtosis | 38.21 | 8.72 |
| Expected Daily % | -0.03% | 0.0% |
| Expected Monthly % | -3.03% | 0.22% |
| Expected Yearly % | -19.39% | 1.54% |
| Kelly Criterion | -15.02% | 3.59% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.45% | -3.68% |
| Expected Shortfall (cVaR) | -1.45% | -3.68% |
| Year | 12305525:SOLUSD | 12305525:solusd:triple_med_gx:zlema40_10 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 13.13 | 1.70 | 0.13 | - |
| 2025 | -8.87 | -36.10 | 4.07 | - |
| Metric | 12305525:solusd:triple_med_gx:zlema40_10 | 12305525:SOLUSD |
|---|---|---|
| MTD | -2.68% | 11.11% |
| 3M | 1.03% | 36.47% |
| 6M | -30.98% | -8.22% |
| YTD | -36.1% | -8.87% |
| 1Y | -25.83% | 7.09% |
| 3Y (ann.) | -31.8% | 2.75% |
| 5Y (ann.) | -31.8% | 2.75% |
| Metric | 12305525:solusd:triple_med_gx:zlema40_10 | 12305525:SOLUSD |
|---|---|---|
| Max Drawdown | -51.11% | -64.93% |
| Longest DD Days | 237.0 | 178.0 |
| Avg. Drawdown | -13.64% | -11.98% |
| Avg. Drawdown Days | 67.0 | 23.0 |
| Recovery Factor | -0.69 | 0.05 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-11-22 | 2025-07-17 | -51.11 | 237 |
| 2024-06-05 | 2024-10-20 | -23.78 | 137 |
| 2024-10-21 | 2024-11-06 | -5.36 | 15 |
| 2024-11-06 | 2024-11-17 | -1.26 | 11 |
| 2024-11-18 | 2024-11-19 | -0.18 | 0 |
| 2024-06-04 | 2024-06-04 | -0.18 | 0 |
| Metric | 12305525:solusd:triple_med_gx:zlema40_10 | 12305525:SOLUSD |
|---|---|---|
| Best Day | 11.15% | 19.54% |
| Worst Day | -9.45% | -14.23% |
| Best Week | 12.46% | 21.25% |
| Worst Week | -10.91% | -17.1% |
| Best Month | 12.69% | 41.15% |
| Worst Month | -15.78% | -36.08% |
| Best Year | 1.7% | 13.13% |
| Worst Year | -36.1% | -8.87% |
| Avg. Up Day | 1.52% | 1.56% |
| Avg. Down Day | -1.32% | -1.41% |
| Avg. Up Week | 3.86% | 8.68% |
| Avg. Down Week | -5.15% | -7.48% |
| Avg. Up Month | 6.97% | 17.6% |
| Avg. Down Month | -7.42% | -17.19% |
| Win Days % | 38.28% | 49.3% |
| Win Month % | 35.71% | 57.14% |
| Win Week % | 44.0% | 51.67% |
| Win Quarter % | 33.33% | 66.67% |
| Win Year % | 50.0% | 50.0% |