| Metric | 12306632:solusd:triple_med_gx:zlema35_15 | 12306632:SOLUSD |
|---|---|---|
| Time in Market | 10.0% | 100.0% |
| Cumulative Return | 16.51% | 3.11% |
| Max Drawdown | -18.62% | -64.93% |
| Sharpe | 0.33 | 0.24 |
| Sortino | 0.62 | 0.35 |
| Payoff Ratio | 1.65 | 1.42 |
| Profit Factor | 1.22 | 1.04 |
| Common Sense Ratio | 0.0 | 1.06 |
| CPC Index | 0.79 | 0.73 |
| Tail Ratio | 0.0 | 1.02 |
| Outlier Win Ratio | 51.43 | 2.54 |
| Outlier Loss Ratio | 3.69 | 2.69 |
| Volatility (ann.) | 15.12% | 44.28% |
| R^2 | 0.12 | 0.12 |
| Calmar | 0.89 | 0.05 |
| Skew | 10.45 | 0.68 |
| Kurtosis | 270.54 | 8.73 |
| Expected Daily % | 0.01% | 0.0% |
| Expected Monthly % | 1.28% | 0.26% |
| Expected Yearly % | 7.94% | 1.54% |
| Kelly Criterion | 2.24% | 13.67% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.29% | -3.78% |
| Expected Shortfall (cVaR) | -1.29% | -3.78% |
| Year | 12306632:SOLUSD | 12306632:solusd:triple_med_gx:zlema35_15 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 13.13 | -16.65 | -1.27 | - |
| 2025 | -8.86 | 39.78 | -4.49 | + |
| Metric | 12306632:solusd:triple_med_gx:zlema35_15 | 12306632:SOLUSD |
|---|---|---|
| MTD | 4.71% | 16.63% |
| 3M | 42.09% | 19.37% |
| 6M | 25.94% | -25.37% |
| YTD | 39.78% | -8.86% |
| 1Y | 16.51% | 3.11% |
| 3Y (ann.) | 16.66% | 3.14% |
| 5Y (ann.) | 16.66% | 3.14% |
| Metric | 12306632:solusd:triple_med_gx:zlema35_15 | 12306632:SOLUSD |
|---|---|---|
| Max Drawdown | -18.62% | -64.93% |
| Longest DD Days | 270.0 | 129.0 |
| Avg. Drawdown | -5.19% | -11.98% |
| Avg. Drawdown Days | 47.0 | 21.0 |
| Recovery Factor | 0.89 | 0.05 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-05 | 2025-03-02 | -18.62 | 270 |
| 2025-03-15 | 2025-05-08 | -11.31 | 54 |
| 2025-05-23 | 2025-05-29 | -4.50 | 5 |
| 2025-05-09 | 2025-05-09 | -0.99 | 0 |
| 2024-06-05 | 2024-06-05 | -0.53 | 0 |
| 2025-05-22 | 2025-05-22 | -0.18 | 0 |
| 2025-03-13 | 2025-03-13 | -0.18 | 0 |
| Metric | 12306632:solusd:triple_med_gx:zlema35_15 | 12306632:SOLUSD |
|---|---|---|
| Best Day | 19.54% | 19.54% |
| Worst Day | -6.23% | -14.23% |
| Best Week | 27.27% | 21.25% |
| Worst Week | -8.79% | -17.1% |
| Best Month | 39.14% | 41.15% |
| Worst Month | -9.9% | -36.08% |
| Best Year | 39.78% | 13.13% |
| Worst Year | -16.65% | -8.86% |
| Avg. Up Day | 2.12% | 2.17% |
| Avg. Down Day | -1.29% | -1.53% |
| Avg. Up Week | 3.87% | 13.44% |
| Avg. Down Week | -3.19% | -7.79% |
| Avg. Up Month | 4.57% | 22.7% |
| Avg. Down Month | -9.13% | -22.99% |
| Win Days % | 39.1% | 49.34% |
| Win Month % | 50.0% | 58.33% |
| Win Week % | 40.0% | 49.06% |
| Win Quarter % | 40.0% | 60.0% |
| Win Year % | 50.0% | 50.0% |