| Metric | 12307805:solusd:triple_med_gx:zlema95_20 | 12307805:SOLUSD |
|---|---|---|
| Time in Market | 21.0% | 100.0% |
| Cumulative Return | 21.23% | -17.2% |
| Max Drawdown | -18.74% | -54.18% |
| Sharpe | 0.79 | 0.19 |
| Sortino | 1.23 | 0.28 |
| Payoff Ratio | 1.2 | 1.31 |
| Profit Factor | 1.38 | 1.03 |
| Common Sense Ratio | 1.7 | 0.95 |
| CPC Index | 0.84 | 0.64 |
| Tail Ratio | 1.23 | 0.93 |
| Outlier Win Ratio | 30.33 | 2.94 |
| Outlier Loss Ratio | 3.27 | 2.33 |
| Volatility (ann.) | 40.57% | 90.42% |
| R^2 | 0.22 | 0.22 |
| Calmar | 1.43 | -0.38 |
| Skew | 0.94 | 0.35 |
| Kurtosis | 48.61 | 3.25 |
| Expected Daily % | 0.06% | -0.06% |
| Expected Monthly % | 1.94% | -1.87% |
| Expected Yearly % | 10.11% | -9.0% |
| Kelly Criterion | 9.83% | 6.98% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -3.41% | -7.74% |
| Expected Shortfall (cVaR) | -3.41% | -7.74% |
| Year | 12307805:SOLUSD | 12307805:solusd:triple_med_gx:zlema95_20 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 12.78 | -0.09 | -0.01 | - |
| 2025 | -26.58 | 21.35 | -0.80 | + |
| Metric | 12307805:solusd:triple_med_gx:zlema95_20 | 12307805:SOLUSD |
|---|---|---|
| MTD | 1.32% | 8.0% |
| 3M | 10.28% | -30.61% |
| 6M | 23.59% | -5.31% |
| YTD | 21.35% | -26.58% |
| 1Y | 21.23% | -17.2% |
| 3Y (ann.) | 26.8% | -20.76% |
| 5Y (ann.) | 26.8% | -20.76% |
| Metric | 12307805:solusd:triple_med_gx:zlema95_20 | 12307805:SOLUSD |
|---|---|---|
| Max Drawdown | -18.74% | -54.18% |
| Longest DD Days | 92.0 | 101.0 |
| Avg. Drawdown | -9.61% | -15.78% |
| Avg. Drawdown Days | 30.0 | 26.0 |
| Recovery Factor | 1.13 | -0.32 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-03-04 | 2025-03-24 | -18.74 | 20 |
| 2024-08-09 | 2024-11-09 | -12.81 | 92 |
| 2025-02-12 | 2025-03-03 | -12.19 | 19 |
| 2024-12-26 | 2025-01-18 | -9.12 | 23 |
| 2024-06-06 | 2024-06-28 | -2.51 | 22 |
| 2024-07-11 | 2024-07-15 | -2.27 | 4 |
| Metric | 12307805:solusd:triple_med_gx:zlema95_20 | 12307805:SOLUSD |
|---|---|---|
| Best Day | 18.28% | 20.8% |
| Worst Day | -18.74% | -18.74% |
| Best Week | 22.85% | 25.06% |
| Worst Week | -10.11% | -26.95% |
| Best Month | 34.79% | 39.21% |
| Worst Month | -12.28% | -46.12% |
| Best Year | 21.35% | 12.78% |
| Worst Year | -0.09% | -26.58% |
| Avg. Up Day | 3.2% | 4.38% |
| Avg. Down Day | -2.67% | -3.35% |
| Avg. Up Week | 5.39% | 11.31% |
| Avg. Down Week | -4.23% | -6.4% |
| Avg. Up Month | 9.22% | 21.86% |
| Avg. Down Month | -10.85% | -31.05% |
| Win Days % | 50.82% | 47.3% |
| Win Month % | 70.0% | 60.0% |
| Win Week % | 56.52% | 50.0% |
| Win Quarter % | 75.0% | 50.0% |
| Win Year % | 50.0% | 50.0% |