| Metric | 12306721:solusd:triple_med_gx:zlema100_15 | 12306721:SOLUSD |
|---|---|---|
| Time in Market | 16.0% | 100.0% |
| Cumulative Return | 17.48% | -17.2% |
| Max Drawdown | -9.84% | -54.18% |
| Sharpe | 0.78 | 0.19 |
| Sortino | 2.4 | 0.28 |
| Payoff Ratio | 2.22 | 2.4 |
| Profit Factor | 1.6 | 1.03 |
| Common Sense Ratio | 0.63 | 0.95 |
| CPC Index | 1.39 | 1.17 |
| Tail Ratio | 0.39 | 0.93 |
| Outlier Win Ratio | 49.26 | 2.65 |
| Outlier Loss Ratio | 5.77 | 2.13 |
| Volatility (ann.) | 30.97% | 90.42% |
| R^2 | 0.09 | 0.09 |
| Calmar | 2.23 | -0.38 |
| Skew | 12.12 | 0.35 |
| Kurtosis | 185.95 | 3.25 |
| Expected Daily % | 0.05% | -0.06% |
| Expected Monthly % | 1.62% | -1.87% |
| Expected Yearly % | 8.39% | -9.0% |
| Kelly Criterion | 11.73% | 25.31% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.6% | -7.74% |
| Expected Shortfall (cVaR) | -2.6% | -7.74% |
| Year | 12306721:SOLUSD | 12306721:solusd:triple_med_gx:zlema100_15 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 12.78 | -1.66 | -0.13 | - |
| 2025 | -26.58 | 19.47 | -0.73 | + |
| Metric | 12306721:solusd:triple_med_gx:zlema100_15 | 12306721:SOLUSD |
|---|---|---|
| MTD | 21.98% | 8.0% |
| 3M | 10.99% | -30.61% |
| 6M | 16.37% | -5.31% |
| YTD | 19.47% | -26.58% |
| 1Y | 17.48% | -17.2% |
| 3Y (ann.) | 21.97% | -20.76% |
| 5Y (ann.) | 21.97% | -20.76% |
| Metric | 12306721:solusd:triple_med_gx:zlema100_15 | 12306721:SOLUSD |
|---|---|---|
| Max Drawdown | -9.84% | -54.18% |
| Longest DD Days | 99.0 | 101.0 |
| Avg. Drawdown | -3.43% | -15.78% |
| Avg. Drawdown Days | 26.0 | 26.0 |
| Recovery Factor | 1.78 | -0.32 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-11-24 | 2025-03-03 | -9.84 | 99 |
| 2024-06-06 | 2024-07-15 | -4.34 | 39 |
| 2025-03-17 | 2025-03-24 | -4.24 | 7 |
| 2024-08-09 | 2024-09-11 | -4.16 | 33 |
| 2025-03-05 | 2025-03-06 | -0.91 | 1 |
| 2024-10-13 | 2024-10-14 | -0.34 | 1 |
| 2025-03-15 | 2025-03-16 | -0.18 | 1 |
| Metric | 12306721:solusd:triple_med_gx:zlema100_15 | 12306721:SOLUSD |
|---|---|---|
| Best Day | 24.83% | 20.8% |
| Worst Day | -4.3% | -18.74% |
| Best Week | 26.03% | 25.06% |
| Worst Week | -4.92% | -26.95% |
| Best Month | 21.98% | 39.21% |
| Worst Month | -7.13% | -46.12% |
| Best Year | 19.47% | 12.78% |
| Worst Year | -1.66% | -26.58% |
| Avg. Up Day | 3.45% | 4.87% |
| Avg. Down Day | -1.55% | -2.03% |
| Avg. Up Week | 6.57% | 13.99% |
| Avg. Down Week | -2.51% | -6.31% |
| Avg. Up Month | 6.85% | 21.86% |
| Avg. Down Month | -5.44% | -27.7% |
| Win Days % | 39.13% | 47.3% |
| Win Month % | 60.0% | 60.0% |
| Win Week % | 35.0% | 50.0% |
| Win Quarter % | 50.0% | 50.0% |
| Win Year % | 50.0% | 50.0% |