| Metric | 12307693:solusd:triple_med_gx:zlema40_20 | 12307693:SOLUSD |
|---|---|---|
| Time in Market | 13.0% | 100.0% |
| Cumulative Return | -7.36% | 3.1% |
| Max Drawdown | -18.97% | -64.93% |
| Sharpe | -0.09 | 0.23 |
| Sortino | -0.13 | 0.34 |
| Payoff Ratio | 1.26 | 1.12 |
| Profit Factor | 0.96 | 1.04 |
| Common Sense Ratio | 0.0 | 1.06 |
| CPC Index | 0.47 | 0.57 |
| Tail Ratio | 0.0 | 1.02 |
| Outlier Win Ratio | 52.76 | 2.54 |
| Outlier Loss Ratio | 4.14 | 2.74 |
| Volatility (ann.) | 11.63% | 43.08% |
| R^2 | 0.07 | 0.07 |
| Calmar | -0.35 | 0.04 |
| Skew | 0.43 | 0.64 |
| Kurtosis | 36.93 | 8.72 |
| Expected Daily % | -0.0% | 0.0% |
| Expected Monthly % | -0.54% | 0.22% |
| Expected Yearly % | -3.75% | 1.54% |
| Kelly Criterion | -10.12% | 4.19% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.0% | -3.68% |
| Expected Shortfall (cVaR) | -1.0% | -3.68% |
| Year | 12307693:SOLUSD | 12307693:solusd:triple_med_gx:zlema40_20 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 13.13 | -12.29 | -0.94 | - |
| 2025 | -8.87 | 5.62 | -0.63 | + |
| Metric | 12307693:solusd:triple_med_gx:zlema40_20 | 12307693:SOLUSD |
|---|---|---|
| MTD | 3.4% | 11.11% |
| 3M | -1.79% | 36.47% |
| 6M | 5.62% | -8.22% |
| YTD | 5.62% | -8.87% |
| 1Y | 8.45% | 7.09% |
| 3Y (ann.) | -6.56% | 2.75% |
| 5Y (ann.) | -6.56% | 2.75% |
| Metric | 12307693:solusd:triple_med_gx:zlema40_20 | 12307693:SOLUSD |
|---|---|---|
| Max Drawdown | -18.97% | -64.93% |
| Longest DD Days | 281.0 | 178.0 |
| Avg. Drawdown | -12.65% | -11.98% |
| Avg. Drawdown Days | 135.0 | 23.0 |
| Recovery Factor | -0.39 | 0.05 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-03-15 | 2025-07-17 | -18.97 | 124 |
| 2024-06-05 | 2025-03-14 | -18.44 | 281 |
| 2024-06-05 | 2024-06-05 | -0.53 | 0 |
| Metric | 12307693:solusd:triple_med_gx:zlema40_20 | 12307693:SOLUSD |
|---|---|---|
| Best Day | 5.78% | 19.54% |
| Worst Day | -6.06% | -14.23% |
| Best Week | 8.25% | 21.25% |
| Worst Week | -10.94% | -17.1% |
| Best Month | 9.89% | 41.15% |
| Worst Month | -15.28% | -36.08% |
| Best Year | 5.62% | 13.13% |
| Worst Year | -12.29% | -8.87% |
| Avg. Up Day | 1.52% | 1.55% |
| Avg. Down Day | -1.21% | -1.38% |
| Avg. Up Week | 3.33% | 9.03% |
| Avg. Down Week | -4.64% | -7.71% |
| Avg. Up Month | 3.96% | 18.77% |
| Avg. Down Month | -9.37% | -11.31% |
| Win Days % | 38.69% | 49.3% |
| Win Month % | 57.14% | 57.14% |
| Win Week % | 55.56% | 51.67% |
| Win Quarter % | 50.0% | 66.67% |
| Win Year % | 50.0% | 50.0% |