| Metric | 12306721:solusd:triple_med_gx:zlema100_15 | 12306721:SOLUSD |
|---|---|---|
| Time in Market | 11.0% | 100.0% |
| Cumulative Return | 17.48% | -14.07% |
| Max Drawdown | -10.28% | -58.89% |
| Sharpe | 0.42 | 0.12 |
| Sortino | 1.06 | 0.17 |
| Payoff Ratio | 1.85 | 1.72 |
| Profit Factor | 1.32 | 1.02 |
| Common Sense Ratio | 0.0 | 1.04 |
| CPC Index | 0.93 | 0.87 |
| Tail Ratio | 0.0 | 1.02 |
| Outlier Win Ratio | 58.78 | 2.53 |
| Outlier Loss Ratio | 4.77 | 2.43 |
| Volatility (ann.) | 13.82% | 44.76% |
| R^2 | 0.1 | 0.1 |
| Calmar | 2.14 | -0.29 |
| Skew | 17.1 | 0.62 |
| Kurtosis | 454.78 | 8.48 |
| Expected Daily % | 0.01% | -0.01% |
| Expected Monthly % | 1.62% | -1.5% |
| Expected Yearly % | 8.39% | -7.3% |
| Kelly Criterion | 4.93% | 20.07% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.17% | -3.84% |
| Expected Shortfall (cVaR) | -1.17% | -3.84% |
| Year | 12306721:SOLUSD | 12306721:solusd:triple_med_gx:zlema100_15 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 13.13 | -1.66 | -0.13 | - |
| 2025 | -24.04 | 19.47 | -0.81 | + |
| Metric | 12306721:solusd:triple_med_gx:zlema100_15 | 12306721:SOLUSD |
|---|---|---|
| MTD | 21.98% | -3.15% |
| 3M | 10.99% | -20.48% |
| 6M | 16.37% | -4.03% |
| YTD | 19.47% | -24.04% |
| 1Y | 17.48% | -14.07% |
| 3Y (ann.) | 21.97% | -17.05% |
| 5Y (ann.) | 21.97% | -17.05% |
| Metric | 12306721:solusd:triple_med_gx:zlema100_15 | 12306721:SOLUSD |
|---|---|---|
| Max Drawdown | -10.28% | -58.89% |
| Longest DD Days | 66.0 | 101.0 |
| Avg. Drawdown | -2.91% | -11.63% |
| Avg. Drawdown Days | 20.0 | 17.0 |
| Recovery Factor | 1.7 | -0.24 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-25 | 2025-03-02 | -10.28 | 66 |
| 2024-06-05 | 2024-07-15 | -5.06 | 39 |
| 2025-03-16 | 2025-03-24 | -4.80 | 8 |
| 2024-08-09 | 2024-09-09 | -4.43 | 31 |
| 2025-03-05 | 2025-03-15 | -3.07 | 10 |
| 2024-11-07 | 2024-12-25 | -2.05 | 47 |
| 2025-03-05 | 2025-03-05 | -1.82 | 0 |
| 2024-11-07 | 2024-11-07 | -1.48 | 0 |
| 2024-09-10 | 2024-10-13 | -1.18 | 33 |
| 2024-11-06 | 2024-11-07 | -0.35 | 0 |
| Metric | 12306721:solusd:triple_med_gx:zlema100_15 | 12306721:SOLUSD |
|---|---|---|
| Best Day | 19.54% | 19.54% |
| Worst Day | -4.03% | -14.23% |
| Best Week | 26.03% | 21.25% |
| Worst Week | -5.47% | -17.1% |
| Best Month | 21.98% | 41.15% |
| Worst Month | -7.13% | -36.08% |
| Best Year | 19.47% | 13.13% |
| Worst Year | -1.66% | -24.04% |
| Avg. Up Day | 1.74% | 2.03% |
| Avg. Down Day | -0.94% | -1.18% |
| Avg. Up Week | 4.01% | 15.31% |
| Avg. Down Week | -2.82% | -6.79% |
| Avg. Up Month | 3.83% | 20.86% |
| Avg. Down Month | -5.44% | -22.53% |
| Win Days % | 38.33% | 49.41% |
| Win Month % | 60.0% | 50.0% |
| Win Week % | 31.58% | 50.0% |
| Win Quarter % | 50.0% | 50.0% |
| Win Year % | 50.0% | 50.0% |