| Metric | 12306721:solusd:triple_med_gx:zlema100_15 | 12306721:SOLUSD |
|---|---|---|
| Time in Market | 9.0% | 100.0% |
| Cumulative Return | 11.34% | -14.07% |
| Max Drawdown | -12.41% | -58.89% |
| Sharpe | 0.31 | 0.12 |
| Sortino | 0.81 | 0.17 |
| Payoff Ratio | 1.92 | 1.81 |
| Profit Factor | 1.25 | 1.02 |
| Common Sense Ratio | 0.0 | 1.04 |
| CPC Index | 0.87 | 0.91 |
| Tail Ratio | 0.0 | 1.02 |
| Outlier Win Ratio | 64.51 | 2.36 |
| Outlier Loss Ratio | 4.8 | 2.43 |
| Volatility (ann.) | 13.36% | 44.76% |
| R^2 | 0.09 | 0.09 |
| Calmar | 1.14 | -0.29 |
| Skew | 18.88 | 0.62 |
| Kurtosis | 519.4 | 8.48 |
| Expected Daily % | 0.01% | -0.01% |
| Expected Monthly % | 1.08% | -1.5% |
| Expected Yearly % | 5.52% | -7.3% |
| Kelly Criterion | 3.04% | 21.42% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.14% | -3.84% |
| Expected Shortfall (cVaR) | -1.14% | -3.84% |
| Year | 12306721:SOLUSD | 12306721:solusd:triple_med_gx:zlema100_15 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 13.13 | -5.71 | -0.43 | - |
| 2025 | -24.04 | 18.09 | -0.75 | + |
| Metric | 12306721:solusd:triple_med_gx:zlema100_15 | 12306721:SOLUSD |
|---|---|---|
| MTD | 23.67% | -3.15% |
| 3M | 9.86% | -20.48% |
| 6M | 13.22% | -4.03% |
| YTD | 18.09% | -24.04% |
| 1Y | 11.34% | -14.07% |
| 3Y (ann.) | 14.17% | -17.05% |
| 5Y (ann.) | 14.17% | -17.05% |
| Metric | 12306721:solusd:triple_med_gx:zlema100_15 | 12306721:SOLUSD |
|---|---|---|
| Max Drawdown | -12.41% | -58.89% |
| Longest DD Days | 154.0 | 101.0 |
| Avg. Drawdown | -3.83% | -11.63% |
| Avg. Drawdown Days | 38.0 | 17.0 |
| Recovery Factor | 0.91 | -0.24 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-25 | 2025-03-02 | -12.41 | 66 |
| 2024-06-05 | 2024-11-07 | -6.73 | 154 |
| 2025-03-05 | 2025-03-24 | -3.45 | 18 |
| 2024-11-24 | 2024-12-25 | -2.01 | 31 |
| 2025-03-05 | 2025-03-05 | -1.82 | 0 |
| 2024-06-05 | 2024-06-05 | -0.18 | 0 |
| 2025-03-04 | 2025-03-04 | -0.18 | 0 |
| Metric | 12306721:solusd:triple_med_gx:zlema100_15 | 12306721:SOLUSD |
|---|---|---|
| Best Day | 19.54% | 19.54% |
| Worst Day | -3.24% | -14.23% |
| Best Week | 22.85% | 21.25% |
| Worst Week | -5.47% | -17.1% |
| Best Month | 23.67% | 41.15% |
| Worst Month | -6.97% | -36.08% |
| Best Year | 18.09% | 13.13% |
| Worst Year | -5.71% | -24.04% |
| Avg. Up Day | 1.8% | 2.14% |
| Avg. Down Day | -0.94% | -1.18% |
| Avg. Up Week | 2.7% | 16.06% |
| Avg. Down Week | -2.51% | -7.28% |
| Avg. Up Month | 3.05% | 23.49% |
| Avg. Down Month | -5.14% | -22.53% |
| Win Days % | 36.19% | 49.41% |
| Win Month % | 50.0% | 50.0% |
| Win Week % | 36.84% | 50.0% |
| Win Quarter % | 50.0% | 50.0% |
| Win Year % | 50.0% | 50.0% |