| Metric | 12307334:solusd:triple_med_gx:zlema35_15 | 12307334:SOLUSD |
|---|---|---|
| Time in Market | 6.0% | 100.0% |
| Cumulative Return | -9.38% | 3.1% |
| Max Drawdown | -25.7% | -64.93% |
| Sharpe | -0.2 | 0.23 |
| Sortino | -0.26 | 0.34 |
| Payoff Ratio | 1.02 | 0.86 |
| Profit Factor | 0.88 | 1.04 |
| Common Sense Ratio | NaN | 1.06 |
| CPC Index | 0.39 | 0.44 |
| Tail Ratio | NaN | 1.02 |
| Outlier Win Ratio | 95.46 | 2.19 |
| Outlier Loss Ratio | 3.14 | 2.47 |
| Volatility (ann.) | 8.92% | 43.08% |
| R^2 | 0.04 | 0.04 |
| Calmar | -0.33 | 0.04 |
| Skew | -4.13 | 0.64 |
| Kurtosis | 128.22 | 8.72 |
| Expected Daily % | -0.01% | 0.0% |
| Expected Monthly % | -0.7% | 0.22% |
| Expected Yearly % | -4.81% | 1.54% |
| Kelly Criterion | -12.91% | -9.85% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.77% | -3.68% |
| Expected Shortfall (cVaR) | -0.77% | -3.68% |
| Year | 12307334:SOLUSD | 12307334:solusd:triple_med_gx:zlema35_15 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 13.13 | 3.12 | 0.24 | - |
| 2025 | -8.87 | -12.12 | 1.37 | - |
| Metric | 12307334:solusd:triple_med_gx:zlema35_15 | 12307334:SOLUSD |
|---|---|---|
| MTD | 0.0% | 11.11% |
| 3M | -0.17% | 36.47% |
| 6M | -15.56% | -8.22% |
| YTD | -12.12% | -8.87% |
| 1Y | -6.88% | 7.09% |
| 3Y (ann.) | -8.38% | 2.75% |
| 5Y (ann.) | -8.38% | 2.75% |
| Metric | 12307334:solusd:triple_med_gx:zlema35_15 | 12307334:SOLUSD |
|---|---|---|
| Max Drawdown | -25.7% | -64.93% |
| Longest DD Days | 167.0 | 178.0 |
| Avg. Drawdown | -6.44% | -11.98% |
| Avg. Drawdown Days | 59.0 | 23.0 |
| Recovery Factor | -0.36 | 0.05 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-30 | 2025-07-17 | -25.70 | 167 |
| 2024-06-05 | 2024-10-14 | -8.61 | 130 |
| 2024-11-07 | 2025-01-03 | -1.83 | 57 |
| 2025-01-15 | 2025-01-16 | -1.61 | 0 |
| 2024-11-06 | 2024-11-07 | -0.69 | 0 |
| 2024-06-05 | 2024-06-05 | -0.18 | 0 |
| Metric | 12307334:solusd:triple_med_gx:zlema35_15 | 12307334:SOLUSD |
|---|---|---|
| Best Day | 5.51% | 19.54% |
| Worst Day | -9.01% | -14.23% |
| Best Week | 7.25% | 21.25% |
| Worst Week | -19.64% | -17.1% |
| Best Month | 6.14% | 41.15% |
| Worst Month | -18.51% | -36.08% |
| Best Year | 3.12% | 13.13% |
| Worst Year | -12.12% | -8.87% |
| Avg. Up Day | 1.39% | 1.42% |
| Avg. Down Day | -1.35% | -1.66% |
| Avg. Up Week | 4.44% | 9.35% |
| Avg. Down Week | -6.08% | -7.68% |
| Avg. Up Month | 3.96% | 14.98% |
| Avg. Down Month | -7.48% | -16.34% |
| Win Days % | 42.86% | 49.3% |
| Win Month % | 50.0% | 57.14% |
| Win Week % | 47.37% | 51.67% |
| Win Quarter % | 60.0% | 66.67% |
| Win Year % | 50.0% | 50.0% |