| Metric | 12307257:solusd:triple_med_gx:zlema35_15 | 12307257:SOLUSD |
|---|---|---|
| Time in Market | 6.0% | 100.0% |
| Cumulative Return | -12.3% | 3.1% |
| Max Drawdown | -23.33% | -64.93% |
| Sharpe | -0.28 | 0.23 |
| Sortino | -0.35 | 0.34 |
| Payoff Ratio | 1.03 | 0.92 |
| Profit Factor | 0.84 | 1.04 |
| Common Sense Ratio | NaN | 1.06 |
| CPC Index | 0.35 | 0.47 |
| Tail Ratio | NaN | 1.02 |
| Outlier Win Ratio | 96.26 | 2.17 |
| Outlier Loss Ratio | 3.12 | 2.49 |
| Volatility (ann.) | 9.04% | 43.08% |
| R^2 | 0.04 | 0.04 |
| Calmar | -0.47 | 0.04 |
| Skew | -4.2 | 0.64 |
| Kurtosis | 122.25 | 8.72 |
| Expected Daily % | -0.01% | 0.0% |
| Expected Monthly % | -0.93% | 0.22% |
| Expected Yearly % | -6.35% | 1.54% |
| Kelly Criterion | -15.97% | -5.89% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.78% | -3.68% |
| Expected Shortfall (cVaR) | -0.78% | -3.68% |
| Year | 12307257:SOLUSD | 12307257:solusd:triple_med_gx:zlema35_15 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 13.13 | -6.10 | -0.46 | - |
| 2025 | -8.87 | -6.61 | 0.75 | + |
| Metric | 12307257:solusd:triple_med_gx:zlema35_15 | 12307257:SOLUSD |
|---|---|---|
| MTD | 0.0% | 11.11% |
| 3M | 3.13% | 36.47% |
| 6M | -9.97% | -8.22% |
| YTD | -6.61% | -8.87% |
| 1Y | -5.38% | 7.09% |
| 3Y (ann.) | -11.0% | 2.75% |
| 5Y (ann.) | -11.0% | 2.75% |
| Metric | 12307257:solusd:triple_med_gx:zlema35_15 | 12307257:SOLUSD |
|---|---|---|
| Max Drawdown | -23.33% | -64.93% |
| Longest DD Days | 224.0 | 178.0 |
| Avg. Drawdown | -17.7% | -11.98% |
| Avg. Drawdown Days | 196.0 | 23.0 |
| Recovery Factor | -0.53 | 0.05 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-30 | 2025-07-17 | -23.33 | 167 |
| 2024-06-05 | 2025-01-16 | -12.07 | 224 |
| Metric | 12307257:solusd:triple_med_gx:zlema35_15 | 12307257:SOLUSD |
|---|---|---|
| Best Day | 5.32% | 19.54% |
| Worst Day | -9.01% | -14.23% |
| Best Week | 6.14% | 21.25% |
| Worst Week | -17.35% | -17.1% |
| Best Month | 12.21% | 41.15% |
| Worst Month | -16.87% | -36.08% |
| Best Year | -6.1% | 13.13% |
| Worst Year | -6.61% | -8.87% |
| Avg. Up Day | 1.43% | 1.48% |
| Avg. Down Day | -1.39% | -1.61% |
| Avg. Up Week | 4.5% | 10.57% |
| Avg. Down Week | -5.61% | -7.68% |
| Avg. Up Month | 6.99% | 16.15% |
| Avg. Down Month | -9.64% | -16.34% |
| Win Days % | 41.24% | 49.3% |
| Win Month % | 41.67% | 57.14% |
| Win Week % | 45.45% | 51.67% |
| Win Quarter % | 40.0% | 66.67% |
| Win Year % | 0.0% | 50.0% |