| Metric | 12306721:solusd:triple_med_gx:zlema100_15 | 12306721:SOLUSD |
|---|---|---|
| Time in Market | 20.0% | 100.0% |
| Cumulative Return | 27.49% | -17.2% |
| Max Drawdown | -10.57% | -54.18% |
| Sharpe | 1.02 | 0.19 |
| Sortino | 2.72 | 0.28 |
| Payoff Ratio | 2.0 | 1.91 |
| Profit Factor | 1.59 | 1.03 |
| Common Sense Ratio | 1.58 | 0.95 |
| CPC Index | 1.29 | 0.93 |
| Tail Ratio | 1.0 | 0.93 |
| Outlier Win Ratio | 35.17 | 2.89 |
| Outlier Loss Ratio | 5.06 | 2.23 |
| Volatility (ann.) | 34.58% | 90.42% |
| R^2 | 0.13 | 0.13 |
| Calmar | 3.3 | -0.38 |
| Skew | 8.95 | 0.35 |
| Kurtosis | 119.64 | 3.25 |
| Expected Daily % | 0.08% | -0.06% |
| Expected Monthly % | 2.46% | -1.87% |
| Expected Yearly % | 12.91% | -9.0% |
| Kelly Criterion | 11.02% | 19.65% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.88% | -7.74% |
| Expected Shortfall (cVaR) | -2.88% | -7.74% |
| Year | 12306721:SOLUSD | 12306721:solusd:triple_med_gx:zlema100_15 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 12.78 | 1.20 | 0.09 | - |
| 2025 | -26.58 | 25.98 | -0.98 | + |
| Metric | 12306721:solusd:triple_med_gx:zlema100_15 | 12306721:SOLUSD |
|---|---|---|
| MTD | 19.47% | 8.0% |
| 3M | 14.07% | -30.61% |
| 6M | 29.87% | -5.31% |
| YTD | 25.98% | -26.58% |
| 1Y | 27.49% | -17.2% |
| 3Y (ann.) | 34.91% | -20.76% |
| 5Y (ann.) | 34.91% | -20.76% |
| Metric | 12306721:solusd:triple_med_gx:zlema100_15 | 12306721:SOLUSD |
|---|---|---|
| Max Drawdown | -10.57% | -54.18% |
| Longest DD Days | 96.0 | 101.0 |
| Avg. Drawdown | -6.62% | -15.78% |
| Avg. Drawdown Days | 37.0 | 26.0 |
| Recovery Factor | 2.6 | -0.32 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-02-12 | 2025-03-03 | -10.57 | 19 |
| 2024-11-24 | 2025-01-19 | -9.69 | 56 |
| 2024-06-06 | 2024-09-10 | -8.41 | 96 |
| 2025-03-07 | 2025-03-24 | -7.71 | 17 |
| 2024-09-11 | 2024-10-14 | -2.43 | 33 |
| 2025-03-05 | 2025-03-06 | -0.91 | 1 |
| Metric | 12306721:solusd:triple_med_gx:zlema100_15 | 12306721:SOLUSD |
|---|---|---|
| Best Day | 24.83% | 20.8% |
| Worst Day | -4.68% | -18.74% |
| Best Week | 23.44% | 25.06% |
| Worst Week | -5.38% | -26.95% |
| Best Month | 19.47% | 39.21% |
| Worst Month | -9.45% | -46.12% |
| Best Year | 25.98% | 12.78% |
| Worst Year | 1.2% | -26.58% |
| Avg. Up Day | 3.52% | 4.59% |
| Avg. Down Day | -1.76% | -2.41% |
| Avg. Up Week | 7.07% | 11.58% |
| Avg. Down Week | -3.09% | -7.22% |
| Avg. Up Month | 9.46% | 21.86% |
| Avg. Down Month | -6.97% | -27.7% |
| Win Days % | 40.68% | 47.3% |
| Win Month % | 60.0% | 60.0% |
| Win Week % | 40.91% | 50.0% |
| Win Quarter % | 75.0% | 50.0% |
| Win Year % | 100.0% | 50.0% |