| Metric | 12307246:solusd:triple_med_gx:zlema20_15 | 12307246:SOLUSD |
|---|---|---|
| Time in Market | 3.0% | 100.0% |
| Cumulative Return | -17.11% | 3.1% |
| Max Drawdown | -19.53% | -64.93% |
| Sharpe | -0.79 | 0.23 |
| Sortino | -0.93 | 0.34 |
| Payoff Ratio | 1.33 | 1.12 |
| Profit Factor | 0.45 | 1.04 |
| Common Sense Ratio | NaN | 1.06 |
| CPC Index | 0.12 | 0.57 |
| Tail Ratio | NaN | 1.02 |
| Outlier Win Ratio | 310.94 | 1.81 |
| Outlier Loss Ratio | 3.3 | 2.07 |
| Volatility (ann.) | 5.11% | 43.08% |
| R^2 | 0.01 | 0.01 |
| Calmar | -0.79 | 0.04 |
| Skew | -6.47 | 0.64 |
| Kurtosis | 182.65 | 8.72 |
| Expected Daily % | -0.01% | 0.0% |
| Expected Monthly % | -1.33% | 0.22% |
| Expected Yearly % | -8.96% | 1.54% |
| Kelly Criterion | -39.38% | 4.23% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.45% | -3.68% |
| Expected Shortfall (cVaR) | -0.45% | -3.68% |
| Year | 12307246:SOLUSD | 12307246:solusd:triple_med_gx:zlema20_15 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 13.13 | -10.42 | -0.79 | - |
| 2025 | -8.87 | -7.47 | 0.84 | + |
| Metric | 12307246:solusd:triple_med_gx:zlema20_15 | 12307246:SOLUSD |
|---|---|---|
| MTD | 0.0% | 11.11% |
| 3M | -1.79% | 36.47% |
| 6M | -8.14% | -8.22% |
| YTD | -7.47% | -8.87% |
| 1Y | -10.68% | 7.09% |
| 3Y (ann.) | -15.35% | 2.75% |
| 5Y (ann.) | -15.35% | 2.75% |
| Metric | 12307246:solusd:triple_med_gx:zlema20_15 | 12307246:SOLUSD |
|---|---|---|
| Max Drawdown | -19.53% | -64.93% |
| Longest DD Days | 406.0 | 178.0 |
| Avg. Drawdown | -19.53% | -11.98% |
| Avg. Drawdown Days | 406.0 | 23.0 |
| Recovery Factor | -0.88 | 0.05 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-05 | 2025-07-17 | -19.53 | 406 |
| Metric | 12307246:solusd:triple_med_gx:zlema20_15 | 12307246:SOLUSD |
|---|---|---|
| Best Day | 3.82% | 19.54% |
| Worst Day | -5.31% | -14.23% |
| Best Week | 4.79% | 21.25% |
| Worst Week | -5.48% | -17.1% |
| Best Month | 4.85% | 41.15% |
| Worst Month | -6.34% | -36.08% |
| Best Year | -7.47% | 13.13% |
| Worst Year | -10.42% | -8.87% |
| Avg. Up Day | 1.67% | 1.79% |
| Avg. Down Day | -1.26% | -1.59% |
| Avg. Up Week | 1.9% | 9.39% |
| Avg. Down Week | -2.13% | -6.83% |
| Avg. Up Month | 3.16% | 12.29% |
| Avg. Down Month | -5.59% | -9.76% |
| Win Days % | 20.45% | 49.3% |
| Win Month % | 30.0% | 57.14% |
| Win Week % | 31.58% | 51.67% |
| Win Quarter % | 0.0% | 66.67% |
| Win Year % | 0.0% | 50.0% |