| Metric | 12307801:solusd:triple_med_gx:zlema80_20 | 12307801:SOLUSD |
|---|---|---|
| Time in Market | 15.0% | 100.0% |
| Cumulative Return | 36.98% | 3.1% |
| Max Drawdown | -26.22% | -64.93% |
| Sharpe | 0.49 | 0.23 |
| Sortino | 0.84 | 0.34 |
| Payoff Ratio | 1.34 | 1.27 |
| Profit Factor | 1.23 | 1.04 |
| Common Sense Ratio | 1.55 | 1.06 |
| CPC Index | 0.75 | 0.65 |
| Tail Ratio | 1.26 | 1.02 |
| Outlier Win Ratio | 32.99 | 2.75 |
| Outlier Loss Ratio | 3.62 | 2.95 |
| Volatility (ann.) | 17.4% | 43.08% |
| R^2 | 0.16 | 0.16 |
| Calmar | 1.23 | 0.04 |
| Skew | 6.02 | 0.64 |
| Kurtosis | 144.42 | 8.72 |
| Expected Daily % | 0.02% | 0.0% |
| Expected Monthly % | 2.27% | 0.22% |
| Expected Yearly % | 17.04% | 1.54% |
| Kelly Criterion | 4.53% | 9.33% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.47% | -3.68% |
| Expected Shortfall (cVaR) | -1.47% | -3.68% |
| Year | 12307801:SOLUSD | 12307801:solusd:triple_med_gx:zlema80_20 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 13.13 | -7.28 | -0.55 | - |
| 2025 | -8.87 | 47.73 | -5.38 | + |
| Metric | 12307801:solusd:triple_med_gx:zlema80_20 | 12307801:SOLUSD |
|---|---|---|
| MTD | 0.0% | 11.11% |
| 3M | 10.58% | 36.47% |
| 6M | 47.73% | -8.22% |
| YTD | 47.73% | -8.87% |
| 1Y | 40.43% | 7.09% |
| 3Y (ann.) | 32.24% | 2.75% |
| 5Y (ann.) | 32.24% | 2.75% |
| Metric | 12307801:solusd:triple_med_gx:zlema80_20 | 12307801:SOLUSD |
|---|---|---|
| Max Drawdown | -26.22% | -64.93% |
| Longest DD Days | 136.0 | 178.0 |
| Avg. Drawdown | -10.56% | -11.98% |
| Avg. Drawdown Days | 63.0 | 23.0 |
| Recovery Factor | 1.41 | 0.05 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-03-03 | 2025-07-17 | -26.22 | 136 |
| 2024-06-28 | 2024-11-10 | -12.80 | 135 |
| 2024-11-10 | 2025-01-18 | -9.07 | 68 |
| 2024-06-05 | 2024-06-27 | -8.45 | 22 |
| 2025-02-11 | 2025-03-02 | -6.63 | 19 |
| 2025-02-10 | 2025-02-11 | -0.18 | 0 |
| Metric | 12307801:solusd:triple_med_gx:zlema80_20 | 12307801:SOLUSD |
|---|---|---|
| Best Day | 19.54% | 19.54% |
| Worst Day | -9.01% | -14.23% |
| Best Week | 18.89% | 21.25% |
| Worst Week | -7.56% | -17.1% |
| Best Month | 28.38% | 41.15% |
| Worst Month | -8.18% | -36.08% |
| Best Year | 47.73% | 13.13% |
| Worst Year | -7.28% | -8.87% |
| Avg. Up Day | 1.83% | 1.84% |
| Avg. Down Day | -1.36% | -1.45% |
| Avg. Up Week | 6.34% | 11.83% |
| Avg. Down Week | -2.96% | -7.36% |
| Avg. Up Month | 11.15% | 20.25% |
| Avg. Down Month | -5.22% | -21.21% |
| Win Days % | 45.27% | 49.3% |
| Win Month % | 46.15% | 57.14% |
| Win Week % | 40.0% | 51.67% |
| Win Quarter % | 40.0% | 66.67% |
| Win Year % | 50.0% | 50.0% |