| Metric | 12307712:solusd:triple_med_gx:zlema50_20 | 12307712:SOLUSD |
|---|---|---|
| Time in Market | 13.0% | 100.0% |
| Cumulative Return | 2.98% | 3.1% |
| Max Drawdown | -22.55% | -64.93% |
| Sharpe | 0.12 | 0.23 |
| Sortino | 0.2 | 0.34 |
| Payoff Ratio | 1.37 | 1.28 |
| Profit Factor | 1.06 | 1.04 |
| Common Sense Ratio | 0.14 | 1.06 |
| CPC Index | 0.59 | 0.65 |
| Tail Ratio | 0.14 | 1.02 |
| Outlier Win Ratio | 42.17 | 2.55 |
| Outlier Loss Ratio | 3.66 | 2.76 |
| Volatility (ann.) | 15.91% | 43.08% |
| R^2 | 0.14 | 0.14 |
| Calmar | 0.12 | 0.04 |
| Skew | 7.42 | 0.64 |
| Kurtosis | 201.81 | 8.72 |
| Expected Daily % | 0.0% | 0.0% |
| Expected Monthly % | 0.21% | 0.22% |
| Expected Yearly % | 1.48% | 1.54% |
| Kelly Criterion | -3.07% | 9.58% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.36% | -3.68% |
| Expected Shortfall (cVaR) | -1.36% | -3.68% |
| Year | 12307712:SOLUSD | 12307712:solusd:triple_med_gx:zlema50_20 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 13.13 | -11.19 | -0.85 | - |
| 2025 | -8.87 | 15.95 | -1.80 | + |
| Metric | 12307712:solusd:triple_med_gx:zlema50_20 | 12307712:SOLUSD |
|---|---|---|
| MTD | 5.72% | 11.11% |
| 3M | 5.62% | 36.47% |
| 6M | 15.95% | -8.22% |
| YTD | 15.95% | -8.87% |
| 1Y | 15.2% | 7.09% |
| 3Y (ann.) | 2.64% | 2.75% |
| 5Y (ann.) | 2.64% | 2.75% |
| Metric | 12307712:solusd:triple_med_gx:zlema50_20 | 12307712:SOLUSD |
|---|---|---|
| Max Drawdown | -22.55% | -64.93% |
| Longest DD Days | 282.0 | 178.0 |
| Avg. Drawdown | -9.54% | -11.98% |
| Avg. Drawdown Days | 76.0 | 23.0 |
| Recovery Factor | 0.13 | 0.05 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-05 | 2025-03-15 | -22.55 | 282 |
| 2025-04-06 | 2025-05-09 | -15.56 | 33 |
| 2025-05-23 | 2025-07-17 | -8.88 | 54 |
| 2025-05-09 | 2025-05-23 | -0.55 | 13 |
| 2024-06-05 | 2024-06-05 | -0.18 | 0 |
| Metric | 12307712:solusd:triple_med_gx:zlema50_20 | 12307712:SOLUSD |
|---|---|---|
| Best Day | 19.54% | 19.54% |
| Worst Day | -8.18% | -14.23% |
| Best Week | 20.89% | 21.25% |
| Worst Week | -18.59% | -17.1% |
| Best Month | 30.93% | 41.15% |
| Worst Month | -17.7% | -36.08% |
| Best Year | 15.95% | 13.13% |
| Worst Year | -11.19% | -8.87% |
| Avg. Up Day | 1.77% | 1.8% |
| Avg. Down Day | -1.3% | -1.41% |
| Avg. Up Week | 4.19% | 10.62% |
| Avg. Down Week | -4.28% | -7.62% |
| Avg. Up Month | 6.58% | 20.26% |
| Avg. Down Month | -10.51% | -17.51% |
| Win Days % | 40.49% | 49.3% |
| Win Month % | 42.86% | 57.14% |
| Win Week % | 47.06% | 51.67% |
| Win Quarter % | 50.0% | 66.67% |
| Win Year % | 50.0% | 50.0% |