| Metric | 12306721:solusd:triple_med_gx:zlema100_15 | 12306721:SOLUSD |
|---|---|---|
| Time in Market | 24.0% | 100.0% |
| Cumulative Return | 48.43% | -17.2% |
| Max Drawdown | -14.12% | -54.18% |
| Sharpe | 1.33 | 0.19 |
| Sortino | 3.25 | 0.28 |
| Payoff Ratio | 1.91 | 1.75 |
| Profit Factor | 1.7 | 1.03 |
| Common Sense Ratio | 2.29 | 0.95 |
| CPC Index | 1.41 | 0.85 |
| Tail Ratio | 1.35 | 0.93 |
| Outlier Win Ratio | 24.95 | 3.02 |
| Outlier Loss Ratio | 4.33 | 2.32 |
| Volatility (ann.) | 42.82% | 90.42% |
| R^2 | 0.19 | 0.19 |
| Calmar | 4.45 | -0.38 |
| Skew | 6.24 | 0.35 |
| Kurtosis | 63.21 | 3.25 |
| Expected Daily % | 0.13% | -0.06% |
| Expected Monthly % | 4.03% | -1.87% |
| Expected Yearly % | 21.83% | -9.0% |
| Kelly Criterion | 13.84% | 17.12% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -3.53% | -7.74% |
| Expected Shortfall (cVaR) | -3.53% | -7.74% |
| Year | 12306721:SOLUSD | 12306721:solusd:triple_med_gx:zlema100_15 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 12.78 | 15.23 | 1.19 | + |
| 2025 | -26.58 | 28.81 | -1.08 | + |
| Metric | 12306721:solusd:triple_med_gx:zlema100_15 | 12306721:SOLUSD |
|---|---|---|
| MTD | 14.96% | 8.0% |
| 3M | 16.85% | -30.61% |
| 6M | 44.89% | -5.31% |
| YTD | 28.81% | -26.58% |
| 1Y | 48.43% | -17.2% |
| 3Y (ann.) | 62.75% | -20.76% |
| 5Y (ann.) | 62.75% | -20.76% |
| Metric | 12306721:solusd:triple_med_gx:zlema100_15 | 12306721:SOLUSD |
|---|---|---|
| Max Drawdown | -14.12% | -54.18% |
| Longest DD Days | 80.0 | 101.0 |
| Avg. Drawdown | -6.28% | -15.78% |
| Avg. Drawdown Days | 29.0 | 26.0 |
| Recovery Factor | 3.43 | -0.32 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-20 | 2025-03-03 | -14.12 | 42 |
| 2024-06-06 | 2024-08-25 | -11.82 | 80 |
| 2025-03-07 | 2025-03-24 | -11.19 | 17 |
| 2024-11-24 | 2025-01-19 | -9.36 | 56 |
| 2024-09-11 | 2024-10-14 | -2.39 | 33 |
| 2025-03-05 | 2025-03-06 | -0.91 | 1 |
| 2024-11-11 | 2024-11-12 | -0.30 | 1 |
| 2024-09-09 | 2024-09-10 | -0.18 | 1 |
| Metric | 12306721:solusd:triple_med_gx:zlema100_15 | 12306721:SOLUSD |
|---|---|---|
| Best Day | 24.83% | 20.8% |
| Worst Day | -7.92% | -18.74% |
| Best Week | 23.55% | 25.06% |
| Worst Week | -6.43% | -26.95% |
| Best Month | 22.37% | 39.21% |
| Worst Month | -9.29% | -46.12% |
| Best Year | 28.81% | 12.78% |
| Worst Year | 15.23% | -26.58% |
| Avg. Up Day | 4.02% | 4.32% |
| Avg. Down Day | -2.11% | -2.47% |
| Avg. Up Week | 8.02% | 11.51% |
| Avg. Down Week | -3.57% | -7.83% |
| Avg. Up Month | 11.59% | 21.86% |
| Avg. Down Month | -8.98% | -28.86% |
| Win Days % | 43.48% | 47.3% |
| Win Month % | 70.0% | 60.0% |
| Win Week % | 44.0% | 50.0% |
| Win Quarter % | 75.0% | 50.0% |
| Win Year % | 100.0% | 50.0% |