| Metric | 12306705:solusd:triple_med_gx:zlema95_15 | 12306705:SOLUSD |
|---|---|---|
| Time in Market | 24.0% | 100.0% |
| Cumulative Return | 64.31% | 15.38% |
| Max Drawdown | -21.64% | -61.75% |
| Sharpe | 1.09 | 0.55 |
| Sortino | 1.77 | 0.81 |
| Payoff Ratio | 1.2 | 1.39 |
| Profit Factor | 1.44 | 1.08 |
| Common Sense Ratio | 1.93 | 1.17 |
| CPC Index | 0.9 | 0.74 |
| Tail Ratio | 1.35 | 1.08 |
| Outlier Win Ratio | 21.59 | 2.78 |
| Outlier Loss Ratio | 3.06 | 2.53 |
| Volatility (ann.) | 40.62% | 85.83% |
| R^2 | 0.21 | 0.21 |
| Calmar | 2.01 | 0.18 |
| Skew | 1.24 | 0.14 |
| Kurtosis | 35.89 | 3.01 |
| Expected Daily % | 0.1% | 0.03% |
| Expected Monthly % | 2.96% | 0.85% |
| Expected Yearly % | 28.19% | 7.42% |
| Kelly Criterion | 13.03% | 12.07% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -3.38% | -7.26% |
| Expected Shortfall (cVaR) | -3.38% | -7.26% |
| Year | 12306705:SOLUSD | 12306705:solusd:triple_med_gx:zlema95_15 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 12.78 | 10.89 | 0.85 | - |
| 2025 | 2.31 | 48.18 | 20.90 | + |
| Metric | 12306705:solusd:triple_med_gx:zlema95_15 | 12306705:SOLUSD |
|---|---|---|
| MTD | 5.3% | -8.37% |
| 3M | 4.83% | 20.18% |
| 6M | -1.49% | 46.71% |
| YTD | 48.18% | 2.31% |
| 1Y | 44.56% | 24.83% |
| 3Y (ann.) | 43.49% | 10.96% |
| 5Y (ann.) | 43.49% | 10.96% |
| Metric | 12306705:solusd:triple_med_gx:zlema95_15 | 12306705:SOLUSD |
|---|---|---|
| Max Drawdown | -21.64% | -61.75% |
| Longest DD Days | 126.0 | 269.0 |
| Avg. Drawdown | -10.61% | -16.47% |
| Avg. Drawdown Days | 45.0 | 44.0 |
| Recovery Factor | 2.97 | 0.25 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-03-04 | 2025-05-10 | -21.64 | 67 |
| 2025-06-12 | 2025-10-16 | -19.63 | 126 |
| 2024-08-09 | 2024-10-14 | -14.52 | 66 |
| 2025-02-12 | 2025-03-03 | -10.25 | 19 |
| 2024-12-26 | 2025-01-17 | -9.49 | 22 |
| 2025-05-23 | 2025-06-11 | -3.85 | 19 |
| 2024-06-29 | 2024-07-15 | -3.64 | 16 |
| 2024-06-06 | 2024-06-28 | -1.83 | 22 |
| Metric | 12306705:solusd:triple_med_gx:zlema95_15 | 12306705:SOLUSD |
|---|---|---|
| Best Day | 18.79% | 20.8% |
| Worst Day | -18.74% | -18.74% |
| Best Week | 34.26% | 25.06% |
| Worst Week | -10.88% | -26.95% |
| Best Month | 51.09% | 39.21% |
| Worst Month | -9.49% | -46.12% |
| Best Year | 48.18% | 12.78% |
| Worst Year | 10.89% | 2.31% |
| Avg. Up Day | 3.41% | 4.12% |
| Avg. Down Day | -2.84% | -2.96% |
| Avg. Up Week | 7.16% | 11.22% |
| Avg. Down Week | -4.46% | -6.69% |
| Avg. Up Month | 13.6% | 20.69% |
| Avg. Down Month | -7.41% | -19.32% |
| Win Days % | 52.59% | 48.8% |
| Win Month % | 52.94% | 58.82% |
| Win Week % | 48.78% | 50.68% |
| Win Quarter % | 85.71% | 57.14% |
| Win Year % | 100.0% | 100.0% |