| Metric | 12306287:solusd:triple_med_gx:zlema35_10 | 12306287:SOLUSD |
|---|---|---|
| Time in Market | 6.0% | 100.0% |
| Cumulative Return | -14.23% | 6.23% |
| Max Drawdown | -29.14% | -64.93% |
| Sharpe | -0.33 | 0.24 |
| Sortino | -0.41 | 0.36 |
| Payoff Ratio | 0.86 | 0.8 |
| Profit Factor | 0.8 | 1.04 |
| Common Sense Ratio | NaN | 1.07 |
| CPC Index | 0.29 | 0.41 |
| Tail Ratio | NaN | 1.04 |
| Outlier Win Ratio | 104.65 | 2.16 |
| Outlier Loss Ratio | 2.97 | 2.4 |
| Volatility (ann.) | 8.86% | 42.82% |
| R^2 | 0.04 | 0.04 |
| Calmar | -0.42 | 0.08 |
| Skew | -4.76 | 0.63 |
| Kurtosis | 133.17 | 8.63 |
| Expected Daily % | -0.01% | 0.0% |
| Expected Monthly % | -1.09% | 0.43% |
| Expected Yearly % | -7.39% | 3.07% |
| Kelly Criterion | -26.55% | -13.73% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.77% | -3.66% |
| Expected Shortfall (cVaR) | -0.77% | -3.66% |
| Year | 12306287:SOLUSD | 12306287:solusd:triple_med_gx:zlema35_10 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 13.13 | -1.86 | -0.14 | - |
| 2025 | -6.11 | -12.60 | 2.06 | - |
| Metric | 12306287:solusd:triple_med_gx:zlema35_10 | 12306287:SOLUSD |
|---|---|---|
| MTD | 0.0% | 14.47% |
| 3M | 2.99% | 20.16% |
| 6M | -19.94% | -22.3% |
| YTD | -12.6% | -6.11% |
| 1Y | -11.86% | -1.02% |
| 3Y (ann.) | -12.35% | 5.32% |
| 5Y (ann.) | -12.35% | 5.32% |
| Metric | 12306287:solusd:triple_med_gx:zlema35_10 | 12306287:SOLUSD |
|---|---|---|
| Max Drawdown | -29.14% | -64.93% |
| Longest DD Days | 182.0 | 193.0 |
| Avg. Drawdown | -9.28% | -11.98% |
| Avg. Drawdown Days | 75.0 | 24.0 |
| Recovery Factor | -0.49 | 0.1 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-30 | 2025-07-31 | -29.14 | 182 |
| 2024-06-05 | 2024-08-24 | -8.29 | 79 |
| 2024-09-10 | 2025-01-03 | -6.86 | 114 |
| 2025-01-15 | 2025-01-16 | -1.61 | 0 |
| 2024-06-05 | 2024-06-05 | -0.53 | 0 |
| Metric | 12306287:solusd:triple_med_gx:zlema35_10 | 12306287:SOLUSD |
|---|---|---|
| Best Day | 5.51% | 19.54% |
| Worst Day | -9.01% | -14.23% |
| Best Week | 5.2% | 21.25% |
| Worst Week | -23.09% | -17.1% |
| Best Month | 4.43% | 41.15% |
| Worst Month | -22.01% | -36.08% |
| Best Year | -1.86% | 13.13% |
| Worst Year | -12.6% | -6.11% |
| Avg. Up Day | 1.36% | 1.42% |
| Avg. Down Day | -1.59% | -1.77% |
| Avg. Up Week | 4.26% | 9.35% |
| Avg. Down Week | -7.19% | -5.32% |
| Avg. Up Month | 3.49% | 14.98% |
| Avg. Down Month | -9.82% | -9.76% |
| Win Days % | 41.67% | 49.38% |
| Win Month % | 58.33% | 57.14% |
| Win Week % | 52.63% | 51.61% |
| Win Quarter % | 60.0% | 66.67% |
| Win Year % | 0.0% | 50.0% |