| Metric | 12306034:solusd:triple_med_gx:zlema25_10 | 12306034:SOLUSD |
|---|---|---|
| Time in Market | 5.0% | 100.0% |
| Cumulative Return | -20.52% | 3.1% |
| Max Drawdown | -32.44% | -64.93% |
| Sharpe | -0.62 | 0.23 |
| Sortino | -0.75 | 0.34 |
| Payoff Ratio | 0.95 | 0.88 |
| Profit Factor | 0.63 | 1.04 |
| Common Sense Ratio | NaN | 1.06 |
| CPC Index | 0.2 | 0.45 |
| Tail Ratio | NaN | 1.02 |
| Outlier Win Ratio | 138.74 | 2.0 |
| Outlier Loss Ratio | 3.27 | 2.44 |
| Volatility (ann.) | 7.71% | 43.08% |
| R^2 | 0.03 | 0.03 |
| Calmar | -0.57 | 0.04 |
| Skew | -5.06 | 0.64 |
| Kurtosis | 109.67 | 8.72 |
| Expected Daily % | -0.01% | 0.0% |
| Expected Monthly % | -1.63% | 0.22% |
| Expected Yearly % | -10.85% | 1.54% |
| Kelly Criterion | -35.25% | -8.07% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.68% | -3.68% |
| Expected Shortfall (cVaR) | -0.68% | -3.68% |
| Year | 12306034:SOLUSD | 12306034:solusd:triple_med_gx:zlema25_10 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 13.13 | -4.05 | -0.31 | - |
| 2025 | -8.87 | -17.16 | 1.94 | - |
| Metric | 12306034:solusd:triple_med_gx:zlema25_10 | 12306034:SOLUSD |
|---|---|---|
| MTD | 0.0% | 11.11% |
| 3M | 4.98% | 36.47% |
| 6M | -15.87% | -8.22% |
| YTD | -17.16% | -8.87% |
| 1Y | -20.41% | 7.09% |
| 3Y (ann.) | -18.45% | 2.75% |
| 5Y (ann.) | -18.45% | 2.75% |
| Metric | 12306034:solusd:triple_med_gx:zlema25_10 | 12306034:SOLUSD |
|---|---|---|
| Max Drawdown | -32.44% | -64.93% |
| Longest DD Days | 375.0 | 178.0 |
| Avg. Drawdown | -16.97% | -11.98% |
| Avg. Drawdown Days | 203.0 | 23.0 |
| Recovery Factor | -0.63 | 0.05 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-07-07 | 2025-07-17 | -32.44 | 375 |
| 2024-06-05 | 2024-07-06 | -1.51 | 31 |
| Metric | 12306034:solusd:triple_med_gx:zlema25_10 | 12306034:SOLUSD |
|---|---|---|
| Best Day | 4.57% | 19.54% |
| Worst Day | -6.23% | -14.23% |
| Best Week | 6.0% | 21.25% |
| Worst Week | -15.47% | -17.1% |
| Best Month | 7.59% | 41.15% |
| Worst Month | -15.1% | -36.08% |
| Best Year | -4.05% | 13.13% |
| Worst Year | -17.16% | -8.87% |
| Avg. Up Day | 1.36% | 1.44% |
| Avg. Down Day | -1.44% | -1.63% |
| Avg. Up Week | 2.06% | 10.97% |
| Avg. Down Week | -6.3% | -4.57% |
| Avg. Up Month | 3.02% | 21.51% |
| Avg. Down Month | -6.11% | -9.76% |
| Win Days % | 34.18% | 49.3% |
| Win Month % | 30.0% | 57.14% |
| Win Week % | 47.06% | 51.67% |
| Win Quarter % | 20.0% | 66.67% |
| Win Year % | 0.0% | 50.0% |