| Metric | 12306818:solusd:triple_med_gx:zlema85_15 | 12306818:SOLUSD |
|---|---|---|
| Time in Market | 14.0% | 100.0% |
| Cumulative Return | 50.99% | 3.1% |
| Max Drawdown | -31.09% | -64.93% |
| Sharpe | 0.67 | 0.23 |
| Sortino | 1.02 | 0.34 |
| Payoff Ratio | 1.23 | 1.21 |
| Profit Factor | 1.31 | 1.04 |
| Common Sense Ratio | 3.44 | 1.06 |
| CPC Index | 0.8 | 0.62 |
| Tail Ratio | 2.63 | 1.02 |
| Outlier Win Ratio | 34.42 | 2.8 |
| Outlier Loss Ratio | 3.38 | 2.97 |
| Volatility (ann.) | 15.39% | 43.08% |
| R^2 | 0.13 | 0.13 |
| Calmar | 1.42 | 0.04 |
| Skew | 0.37 | 0.64 |
| Kurtosis | 33.16 | 8.72 |
| Expected Daily % | 0.03% | 0.0% |
| Expected Monthly % | 2.99% | 0.22% |
| Expected Yearly % | 22.88% | 1.54% |
| Kelly Criterion | 8.84% | 7.25% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.3% | -3.68% |
| Expected Shortfall (cVaR) | -1.3% | -3.68% |
| Year | 12306818:SOLUSD | 12306818:solusd:triple_med_gx:zlema85_15 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 13.13 | 29.85 | 2.27 | + |
| 2025 | -8.87 | 16.28 | -1.84 | + |
| Metric | 12306818:solusd:triple_med_gx:zlema85_15 | 12306818:SOLUSD |
|---|---|---|
| MTD | 0.0% | 11.11% |
| 3M | -8.63% | 36.47% |
| 6M | 5.58% | -8.22% |
| YTD | 16.28% | -8.87% |
| 1Y | 43.76% | 7.09% |
| 3Y (ann.) | 44.18% | 2.75% |
| 5Y (ann.) | 44.18% | 2.75% |
| Metric | 12306818:solusd:triple_med_gx:zlema85_15 | 12306818:SOLUSD |
|---|---|---|
| Max Drawdown | -31.09% | -64.93% |
| Longest DD Days | 152.0 | 178.0 |
| Avg. Drawdown | -4.84% | -11.98% |
| Avg. Drawdown Days | 21.0 | 23.0 |
| Recovery Factor | 1.64 | 0.05 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-02-15 | 2025-07-17 | -31.09 | 152 |
| 2024-06-28 | 2024-07-15 | -6.51 | 17 |
| 2024-06-05 | 2024-06-27 | -5.63 | 21 |
| 2024-08-24 | 2024-10-14 | -4.25 | 50 |
| 2024-12-29 | 2025-01-02 | -4.04 | 3 |
| 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 | 12306818:solusd:triple_med_gx:zlema85_15 | 12306818:SOLUSD |
|---|---|---|
| Best Day | 7.13% | 19.54% |
| Worst Day | -9.01% | -14.23% |
| Best Week | 29.94% | 21.25% |
| Worst Week | -18.89% | -17.1% |
| Best Month | 54.52% | 41.15% |
| Worst Month | -24.47% | -36.08% |
| Best Year | 29.85% | 13.13% |
| Worst Year | 16.28% | -8.87% |
| Avg. Up Day | 1.75% | 1.76% |
| Avg. Down Day | -1.42% | -1.46% |
| Avg. Up Week | 8.1% | 12.54% |
| Avg. Down Week | -5.55% | -5.82% |
| Avg. Up Month | 15.52% | 19.34% |
| Avg. Down Month | -8.84% | -17.19% |
| Win Days % | 49.78% | 49.3% |
| Win Month % | 53.85% | 57.14% |
| Win Week % | 57.14% | 51.67% |
| Win Quarter % | 80.0% | 66.67% |
| Win Year % | 100.0% | 50.0% |