| Metric | 12306647:solusd:triple_med_gx:zlema45_15 | 12306647:SOLUSD |
|---|---|---|
| Time in Market | 12.0% | 100.0% |
| Cumulative Return | -5.32% | 3.1% |
| Max Drawdown | -30.22% | -64.93% |
| Sharpe | -0.01 | 0.23 |
| Sortino | -0.02 | 0.34 |
| Payoff Ratio | 1.4 | 1.37 |
| Profit Factor | 1.0 | 1.04 |
| Common Sense Ratio | 0.0 | 1.06 |
| CPC Index | 0.53 | 0.7 |
| Tail Ratio | 0.0 | 1.02 |
| Outlier Win Ratio | 47.09 | 2.5 |
| Outlier Loss Ratio | 3.64 | 2.74 |
| Volatility (ann.) | 15.03% | 43.08% |
| R^2 | 0.12 | 0.12 |
| Calmar | -0.16 | 0.04 |
| Skew | 9.38 | 0.64 |
| Kurtosis | 245.16 | 8.72 |
| Expected Daily % | -0.0% | 0.0% |
| Expected Monthly % | -0.39% | 0.22% |
| Expected Yearly % | -2.69% | 1.54% |
| Kelly Criterion | -5.89% | 12.31% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.29% | -3.68% |
| Expected Shortfall (cVaR) | -1.29% | -3.68% |
| Year | 12306647:SOLUSD | 12306647:solusd:triple_med_gx:zlema45_15 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 13.13 | -24.15 | -1.84 | - |
| 2025 | -8.87 | 24.83 | -2.80 | + |
| Metric | 12306647:solusd:triple_med_gx:zlema45_15 | 12306647:SOLUSD |
|---|---|---|
| MTD | 3.23% | 11.11% |
| 3M | 0.02% | 36.47% |
| 6M | 24.83% | -8.22% |
| YTD | 24.83% | -8.87% |
| 1Y | 18.68% | 7.09% |
| 3Y (ann.) | -4.73% | 2.75% |
| 5Y (ann.) | -4.73% | 2.75% |
| Metric | 12306647:solusd:triple_med_gx:zlema45_15 | 12306647:SOLUSD |
|---|---|---|
| Max Drawdown | -30.22% | -64.93% |
| Longest DD Days | 337.0 | 178.0 |
| Avg. Drawdown | -9.93% | -11.98% |
| Avg. Drawdown Days | 81.0 | 23.0 |
| Recovery Factor | -0.18 | 0.05 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-05 | 2025-05-09 | -30.22 | 337 |
| 2025-06-10 | 2025-07-17 | -12.04 | 37 |
| 2025-05-23 | 2025-06-09 | -6.29 | 17 |
| 2025-05-09 | 2025-05-23 | -0.55 | 13 |
| 2024-06-05 | 2024-06-05 | -0.53 | 0 |
| Metric | 12306647:solusd:triple_med_gx:zlema45_15 | 12306647:SOLUSD |
|---|---|---|
| Best Day | 19.54% | 19.54% |
| Worst Day | -5.31% | -14.23% |
| Best Week | 14.67% | 21.25% |
| Worst Week | -8.87% | -17.1% |
| Best Month | 25.95% | 41.15% |
| Worst Month | -14.93% | -36.08% |
| Best Year | 24.83% | 13.13% |
| Worst Year | -24.15% | -8.87% |
| Avg. Up Day | 1.83% | 1.86% |
| Avg. Down Day | -1.31% | -1.35% |
| Avg. Up Week | 3.8% | 11.94% |
| Avg. Down Week | -3.86% | -7.97% |
| Avg. Up Month | 5.35% | 19.91% |
| Avg. Down Month | -8.63% | -18.24% |
| Win Days % | 38.17% | 49.3% |
| Win Month % | 46.15% | 57.14% |
| Win Week % | 42.86% | 51.67% |
| Win Quarter % | 50.0% | 66.67% |
| Win Year % | 50.0% | 50.0% |