| Metric | 12306413:solusd:triple_med_gx:zlema30_10 | 12306413:SOLUSD |
|---|---|---|
| Time in Market | 6.0% | 100.0% |
| Cumulative Return | -25.51% | 3.1% |
| Max Drawdown | -29.12% | -64.93% |
| Sharpe | -0.76 | 0.23 |
| Sortino | -0.88 | 0.34 |
| Payoff Ratio | 0.88 | 0.79 |
| Profit Factor | 0.58 | 1.04 |
| Common Sense Ratio | NaN | 1.06 |
| CPC Index | 0.18 | 0.4 |
| Tail Ratio | NaN | 1.02 |
| Outlier Win Ratio | 139.02 | 2.09 |
| Outlier Loss Ratio | 3.18 | 2.33 |
| Volatility (ann.) | 8.16% | 43.08% |
| R^2 | 0.04 | 0.04 |
| Calmar | -0.79 | 0.04 |
| Skew | -7.89 | 0.64 |
| Kurtosis | 168.55 | 8.72 |
| Expected Daily % | -0.02% | 0.0% |
| Expected Monthly % | -2.08% | 0.22% |
| Expected Yearly % | -13.7% | 1.54% |
| Kelly Criterion | -39.45% | -15.1% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.72% | -3.68% |
| Expected Shortfall (cVaR) | -0.72% | -3.68% |
| Year | 12306413:SOLUSD | 12306413:solusd:triple_med_gx:zlema30_10 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 13.13 | -9.54 | -0.73 | - |
| 2025 | -8.87 | -17.66 | 1.99 | - |
| Metric | 12306413:solusd:triple_med_gx:zlema30_10 | 12306413:SOLUSD |
|---|---|---|
| MTD | 0.0% | 11.11% |
| 3M | -1.96% | 36.47% |
| 6M | -20.88% | -8.22% |
| YTD | -17.66% | -8.87% |
| 1Y | -16.9% | 7.09% |
| 3Y (ann.) | -23.02% | 2.75% |
| 5Y (ann.) | -23.02% | 2.75% |
| Metric | 12306413:solusd:triple_med_gx:zlema30_10 | 12306413:SOLUSD |
|---|---|---|
| Max Drawdown | -29.12% | -64.93% |
| Longest DD Days | 406.0 | 178.0 |
| Avg. Drawdown | -14.83% | -11.98% |
| Avg. Drawdown Days | 203.0 | 23.0 |
| Recovery Factor | -0.88 | 0.05 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-05 | 2025-07-17 | -29.12 | 406 |
| 2024-06-05 | 2024-06-05 | -0.53 | 0 |
| Metric | 12306413:solusd:triple_med_gx:zlema30_10 | 12306413:SOLUSD |
|---|---|---|
| Best Day | 4.75% | 19.54% |
| Worst Day | -9.01% | -14.23% |
| Best Week | 4.07% | 21.25% |
| Worst Week | -19.03% | -17.1% |
| Best Month | 5.53% | 41.15% |
| Worst Month | -17.88% | -36.08% |
| Best Year | -9.54% | 13.13% |
| Worst Year | -17.66% | -8.87% |
| Avg. Up Day | 1.19% | 1.25% |
| Avg. Down Day | -1.36% | -1.59% |
| Avg. Up Week | 2.37% | 12.96% |
| Avg. Down Week | -4.5% | -6.32% |
| Avg. Up Month | 3.24% | 16.52% |
| Avg. Down Month | -6.36% | -16.34% |
| Win Days % | 34.78% | 49.3% |
| Win Month % | 27.27% | 57.14% |
| Win Week % | 45.0% | 51.67% |
| Win Quarter % | 20.0% | 66.67% |
| Win Year % | 0.0% | 50.0% |