| Metric | 12306799:solusd:triple_med_gx:zlema90_15 | 12306799:SOLUSD |
|---|---|---|
| Time in Market | 15.0% | 100.0% |
| Cumulative Return | 36.84% | 3.1% |
| Max Drawdown | -37.27% | -64.93% |
| Sharpe | 0.52 | 0.23 |
| Sortino | 0.77 | 0.34 |
| Payoff Ratio | 1.25 | 1.19 |
| Profit Factor | 1.22 | 1.04 |
| Common Sense Ratio | 2.04 | 1.06 |
| CPC Index | 0.73 | 0.61 |
| Tail Ratio | 1.67 | 1.02 |
| Outlier Win Ratio | 34.0 | 2.87 |
| Outlier Loss Ratio | 3.31 | 2.98 |
| Volatility (ann.) | 15.93% | 43.08% |
| R^2 | 0.14 | 0.14 |
| Calmar | 0.86 | 0.04 |
| Skew | 0.31 | 0.64 |
| Kurtosis | 30.15 | 8.72 |
| Expected Daily % | 0.02% | 0.0% |
| Expected Monthly % | 2.27% | 0.22% |
| Expected Yearly % | 16.98% | 1.54% |
| Kelly Criterion | 6.63% | 6.85% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.35% | -3.68% |
| Expected Shortfall (cVaR) | -1.35% | -3.68% |
| Year | 12306799:SOLUSD | 12306799:solusd:triple_med_gx:zlema90_15 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 13.13 | 27.81 | 2.12 | + |
| 2025 | -8.87 | 7.07 | -0.80 | + |
| Metric | 12306799:solusd:triple_med_gx:zlema90_15 | 12306799:SOLUSD |
|---|---|---|
| MTD | 0.0% | 11.11% |
| 3M | -4.3% | 36.47% |
| 6M | -0.84% | -8.22% |
| YTD | 7.07% | -8.87% |
| 1Y | 28.54% | 7.09% |
| 3Y (ann.) | 32.12% | 2.75% |
| 5Y (ann.) | 32.12% | 2.75% |
| Metric | 12306799:solusd:triple_med_gx:zlema90_15 | 12306799:SOLUSD |
|---|---|---|
| Max Drawdown | -37.27% | -64.93% |
| Longest DD Days | 178.0 | 178.0 |
| Avg. Drawdown | -5.29% | -11.98% |
| Avg. Drawdown Days | 24.0 | 23.0 |
| Recovery Factor | 0.99 | 0.05 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-19 | 2025-07-17 | -37.27 | 178 |
| 2024-06-05 | 2024-06-27 | -7.21 | 21 |
| 2024-11-10 | 2025-01-02 | -7.08 | 52 |
| 2024-06-28 | 2024-07-14 | -6.51 | 16 |
| 2024-08-24 | 2024-10-14 | -4.25 | 50 |
| 2024-10-15 | 2024-11-07 | -3.30 | 23 |
| 2024-11-08 | 2024-11-10 | -2.52 | 1 |
| 2025-01-16 | 2025-01-17 | -1.56 | 0 |
| 2024-08-21 | 2024-08-23 | -1.37 | 1 |
| 2024-08-23 | 2024-08-23 | -1.36 | 0 |
| Metric | 12306799:solusd:triple_med_gx:zlema90_15 | 12306799:SOLUSD |
|---|---|---|
| Best Day | 7.32% | 19.54% |
| Worst Day | -9.01% | -14.23% |
| Best Week | 23.62% | 21.25% |
| Worst Week | -18.89% | -17.1% |
| Best Month | 44.14% | 41.15% |
| Worst Month | -28.07% | -36.08% |
| Best Year | 27.81% | 13.13% |
| Worst Year | 7.07% | -8.87% |
| Avg. Up Day | 1.79% | 1.8% |
| Avg. Down Day | -1.43% | -1.51% |
| Avg. Up Week | 8.05% | 12.54% |
| Avg. Down Week | -7.42% | -6.15% |
| Avg. Up Month | 15.19% | 19.34% |
| Avg. Down Month | -10.67% | -17.19% |
| Win Days % | 48.12% | 49.3% |
| Win Month % | 53.85% | 57.14% |
| Win Week % | 56.67% | 51.67% |
| Win Quarter % | 60.0% | 66.67% |
| Win Year % | 100.0% | 50.0% |