| Metric | 12305658:solusd:triple_med_gx:zlema95_10 | 12305658:SOLUSD |
|---|---|---|
| Time in Market | 21.0% | 100.0% |
| Cumulative Return | 50.4% | 3.1% |
| Max Drawdown | -28.85% | -64.93% |
| Sharpe | 0.56 | 0.23 |
| Sortino | 0.96 | 0.34 |
| Payoff Ratio | 1.35 | 1.3 |
| Profit Factor | 1.23 | 1.04 |
| Common Sense Ratio | 1.65 | 1.06 |
| CPC Index | 0.74 | 0.66 |
| Tail Ratio | 1.34 | 1.02 |
| Outlier Win Ratio | 25.59 | 2.89 |
| Outlier Loss Ratio | 3.81 | 3.0 |
| Volatility (ann.) | 19.26% | 43.08% |
| R^2 | 0.2 | 0.2 |
| Calmar | 1.51 | 0.04 |
| Skew | 4.57 | 0.64 |
| Kurtosis | 98.53 | 8.72 |
| Expected Daily % | 0.02% | 0.0% |
| Expected Monthly % | 2.96% | 0.22% |
| Expected Yearly % | 22.64% | 1.54% |
| Kelly Criterion | 3.98% | 10.28% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.63% | -3.68% |
| Expected Shortfall (cVaR) | -1.63% | -3.68% |
| Year | 12305658:SOLUSD | 12305658:solusd:triple_med_gx:zlema95_10 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 13.13 | 11.02 | 0.84 | - |
| 2025 | -8.87 | 35.48 | -4.00 | + |
| Metric | 12305658:solusd:triple_med_gx:zlema95_10 | 12305658:SOLUSD |
|---|---|---|
| MTD | 0.0% | 11.11% |
| 3M | -4.83% | 36.47% |
| 6M | 26.2% | -8.22% |
| YTD | 35.48% | -8.87% |
| 1Y | 37.77% | 7.09% |
| 3Y (ann.) | 43.68% | 2.75% |
| 5Y (ann.) | 43.68% | 2.75% |
| Metric | 12305658:solusd:triple_med_gx:zlema95_10 | 12305658:SOLUSD |
|---|---|---|
| Max Drawdown | -28.85% | -64.93% |
| Longest DD Days | 136.0 | 178.0 |
| Avg. Drawdown | -7.29% | -11.98% |
| Avg. Drawdown Days | 30.0 | 23.0 |
| Recovery Factor | 1.75 | 0.05 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-03-03 | 2025-07-17 | -28.85 | 136 |
| 2024-08-08 | 2024-10-14 | -15.14 | 66 |
| 2024-11-08 | 2025-01-17 | -11.06 | 69 |
| 2025-02-11 | 2025-03-02 | -10.39 | 19 |
| 2024-06-28 | 2024-07-15 | -7.57 | 17 |
| 2024-06-05 | 2024-06-27 | -3.05 | 21 |
| 2025-02-10 | 2025-02-11 | -1.70 | 0 |
| 2025-01-17 | 2025-01-17 | -0.97 | 0 |
| 2024-11-06 | 2024-11-07 | -0.69 | 1 |
| 2024-06-05 | 2024-06-05 | -0.53 | 0 |
| Metric | 12305658:solusd:triple_med_gx:zlema95_10 | 12305658:SOLUSD |
|---|---|---|
| Best Day | 19.54% | 19.54% |
| Worst Day | -9.01% | -14.23% |
| Best Week | 29.94% | 21.25% |
| Worst Week | -10.42% | -17.1% |
| Best Month | 48.47% | 41.15% |
| Worst Month | -9.65% | -36.08% |
| Best Year | 35.48% | 13.13% |
| Worst Year | 11.02% | -8.87% |
| Avg. Up Day | 1.79% | 1.81% |
| Avg. Down Day | -1.33% | -1.39% |
| Avg. Up Week | 7.77% | 12.45% |
| Avg. Down Week | -3.67% | -6.6% |
| Avg. Up Month | 12.81% | 18.41% |
| Avg. Down Month | -7.39% | -18.96% |
| Win Days % | 44.85% | 49.3% |
| Win Month % | 61.54% | 57.14% |
| Win Week % | 51.52% | 51.67% |
| Win Quarter % | 100.0% | 66.67% |
| Win Year % | 100.0% | 50.0% |