| Metric | 12306705:solusd:triple_med_gx:zlema95_15 | 12306705:SOLUSD |
|---|---|---|
| Time in Market | 19.0% | 100.0% |
| Cumulative Return | 64.31% | 15.38% |
| Max Drawdown | -26.37% | -64.93% |
| Sharpe | 0.58 | 0.27 |
| Sortino | 0.97 | 0.4 |
| Payoff Ratio | 1.32 | 1.3 |
| Profit Factor | 1.24 | 1.04 |
| Common Sense Ratio | 1.57 | 1.08 |
| CPC Index | 0.76 | 0.67 |
| Tail Ratio | 1.27 | 1.04 |
| Outlier Win Ratio | 26.79 | 2.88 |
| Outlier Loss Ratio | 3.6 | 2.94 |
| Volatility (ann.) | 18.4% | 42.23% |
| R^2 | 0.19 | 0.19 |
| Calmar | 1.65 | 0.17 |
| Skew | 4.4 | 0.58 |
| Kurtosis | 98.52 | 8.14 |
| Expected Daily % | 0.02% | 0.01% |
| Expected Monthly % | 2.96% | 0.85% |
| Expected Yearly % | 28.19% | 7.42% |
| Kelly Criterion | 5.53% | 10.69% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.55% | -3.6% |
| Expected Shortfall (cVaR) | -1.55% | -3.6% |
| Year | 12306705:SOLUSD | 12306705:solusd:triple_med_gx:zlema95_15 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 13.13 | 11.24 | 0.86 | - |
| 2025 | 1.99 | 47.72 | 24.03 | + |
| Metric | 12306705:solusd:triple_med_gx:zlema95_15 | 12306705:SOLUSD |
|---|---|---|
| MTD | 5.3% | -7.75% |
| 3M | 4.83% | 17.41% |
| 6M | -1.49% | 52.72% |
| YTD | 47.72% | 1.99% |
| 1Y | 44.56% | 24.46% |
| 3Y (ann.) | 43.49% | 10.96% |
| 5Y (ann.) | 43.49% | 10.96% |
| Metric | 12306705:solusd:triple_med_gx:zlema95_15 | 12306705:SOLUSD |
|---|---|---|
| Max Drawdown | -26.37% | -64.93% |
| Longest DD Days | 227.0 | 269.0 |
| Avg. Drawdown | -6.09% | -11.98% |
| Avg. Drawdown Days | 32.0 | 29.0 |
| Recovery Factor | 2.44 | 0.24 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-03-03 | 2025-10-16 | -26.37 | 227 |
| 2024-08-08 | 2024-10-14 | -15.07 | 66 |
| 2024-12-25 | 2025-01-16 | -10.71 | 21 |
| 2025-02-11 | 2025-03-02 | -10.25 | 19 |
| 2024-06-28 | 2024-07-15 | -7.28 | 17 |
| 2024-06-05 | 2024-06-27 | -2.74 | 21 |
| 2024-11-08 | 2024-12-25 | -1.93 | 47 |
| 2025-02-10 | 2025-02-11 | -1.70 | 0 |
| 2025-01-16 | 2025-01-17 | -1.56 | 0 |
| 2025-01-17 | 2025-01-17 | -0.97 | 0 |
| Metric | 12306705:solusd:triple_med_gx:zlema95_15 | 12306705:SOLUSD |
|---|---|---|
| Best Day | 19.54% | 19.54% |
| Worst Day | -9.01% | -14.23% |
| Best Week | 29.94% | 21.25% |
| Worst Week | -10.39% | -18.95% |
| Best Month | 50.62% | 41.15% |
| Worst Month | -9.7% | -36.08% |
| Best Year | 47.72% | 13.13% |
| Worst Year | 11.24% | 1.99% |
| Avg. Up Day | 1.76% | 1.77% |
| Avg. Down Day | -1.33% | -1.36% |
| Avg. Up Week | 7.21% | 12.25% |
| Avg. Down Week | -3.89% | -7.39% |
| Avg. Up Month | 13.54% | 18.41% |
| Avg. Down Month | -7.5% | -18.96% |
| Win Days % | 46.17% | 49.58% |
| Win Month % | 56.25% | 58.82% |
| Win Week % | 53.85% | 53.42% |
| Win Quarter % | 85.71% | 57.14% |
| Win Year % | 100.0% | 100.0% |