| Metric | 12306776:solusd:triple_med_gx:zlema95_15 | 12306776:SOLUSD |
|---|---|---|
| Time in Market | 17.0% | 100.0% |
| Cumulative Return | 50.95% | 3.1% |
| Max Drawdown | -29.36% | -64.93% |
| Sharpe | 0.58 | 0.23 |
| Sortino | 0.98 | 0.34 |
| Payoff Ratio | 1.32 | 1.26 |
| Profit Factor | 1.26 | 1.04 |
| Common Sense Ratio | 1.62 | 1.06 |
| CPC Index | 0.78 | 0.64 |
| Tail Ratio | 1.28 | 1.02 |
| Outlier Win Ratio | 29.21 | 2.89 |
| Outlier Loss Ratio | 3.35 | 2.98 |
| Volatility (ann.) | 18.79% | 43.08% |
| R^2 | 0.19 | 0.19 |
| Calmar | 1.5 | 0.04 |
| Skew | 4.92 | 0.64 |
| Kurtosis | 108.98 | 8.72 |
| Expected Daily % | 0.03% | 0.0% |
| Expected Monthly % | 2.98% | 0.22% |
| Expected Yearly % | 22.86% | 1.54% |
| Kelly Criterion | 7.21% | 9.04% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.59% | -3.68% |
| Expected Shortfall (cVaR) | -1.59% | -3.68% |
| Year | 12306776:SOLUSD | 12306776:solusd:triple_med_gx:zlema95_15 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 13.13 | 13.02 | 0.99 | - |
| 2025 | -8.87 | 33.57 | -3.79 | + |
| Metric | 12306776:solusd:triple_med_gx:zlema95_15 | 12306776:SOLUSD |
|---|---|---|
| MTD | -2.35% | 11.11% |
| 3M | -7.57% | 36.47% |
| 6M | 21.28% | -8.22% |
| YTD | 33.57% | -8.87% |
| 1Y | 45.13% | 7.09% |
| 3Y (ann.) | 44.15% | 2.75% |
| 5Y (ann.) | 44.15% | 2.75% |
| Metric | 12306776:solusd:triple_med_gx:zlema95_15 | 12306776:SOLUSD |
|---|---|---|
| Max Drawdown | -29.36% | -64.93% |
| Longest DD Days | 136.0 | 178.0 |
| Avg. Drawdown | -7.72% | -11.98% |
| Avg. Drawdown Days | 36.0 | 23.0 |
| Recovery Factor | 1.74 | 0.05 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-03-03 | 2025-07-17 | -29.36 | 136 |
| 2025-01-19 | 2025-03-02 | -12.77 | 42 |
| 2024-11-08 | 2025-01-16 | -9.62 | 68 |
| 2024-06-28 | 2024-07-15 | -8.06 | 17 |
| 2024-06-05 | 2024-06-27 | -7.83 | 22 |
| 2024-07-16 | 2024-08-23 | -6.46 | 38 |
| 2024-08-24 | 2024-10-14 | -4.71 | 50 |
| 2024-10-15 | 2024-11-07 | -3.30 | 23 |
| 2025-01-16 | 2025-01-17 | -1.56 | 0 |
| 2025-01-17 | 2025-01-17 | -0.97 | 0 |
| Metric | 12306776:solusd:triple_med_gx:zlema95_15 | 12306776:SOLUSD |
|---|---|---|
| Best Day | 19.54% | 19.54% |
| Worst Day | -9.01% | -14.23% |
| Best Week | 23.62% | 21.25% |
| Worst Week | -8.31% | -17.1% |
| Best Month | 47.02% | 41.15% |
| Worst Month | -8.92% | -36.08% |
| Best Year | 33.57% | 13.13% |
| Worst Year | 13.02% | -8.87% |
| Avg. Up Day | 1.89% | 1.9% |
| Avg. Down Day | -1.43% | -1.51% |
| Avg. Up Week | 7.43% | 12.54% |
| Avg. Down Week | -4.08% | -6.35% |
| Avg. Up Month | 14.98% | 19.34% |
| Avg. Down Month | -7.62% | -17.19% |
| Win Days % | 47.19% | 49.3% |
| Win Month % | 50.0% | 57.14% |
| Win Week % | 50.0% | 51.67% |
| Win Quarter % | 66.67% | 66.67% |
| Win Year % | 100.0% | 50.0% |