| Metric | 12307805:solusd:triple_med_gx:zlema95_20 | 12307805:SOLUSD |
|---|---|---|
| Time in Market | 16.0% | 100.0% |
| Cumulative Return | 21.23% | -14.07% |
| Max Drawdown | -23.39% | -58.89% |
| Sharpe | 0.42 | 0.12 |
| Sortino | 0.76 | 0.17 |
| Payoff Ratio | 1.3 | 1.31 |
| Profit Factor | 1.22 | 1.02 |
| Common Sense Ratio | 1.66 | 1.04 |
| CPC Index | 0.71 | 0.66 |
| Tail Ratio | 1.36 | 1.02 |
| Outlier Win Ratio | 36.15 | 2.69 |
| Outlier Loss Ratio | 3.92 | 2.72 |
| Volatility (ann.) | 17.34% | 44.76% |
| R^2 | 0.16 | 0.16 |
| Calmar | 1.15 | -0.29 |
| Skew | 7.96 | 0.62 |
| Kurtosis | 197.01 | 8.48 |
| Expected Daily % | 0.02% | -0.01% |
| Expected Monthly % | 1.94% | -1.5% |
| Expected Yearly % | 10.11% | -7.3% |
| Kelly Criterion | 2.56% | 10.89% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.47% | -3.84% |
| Expected Shortfall (cVaR) | -1.47% | -3.84% |
| Year | 12307805:SOLUSD | 12307805:solusd:triple_med_gx:zlema95_20 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 13.13 | 2.52 | 0.19 | - |
| 2025 | -24.04 | 18.26 | -0.76 | + |
| Metric | 12307805:solusd:triple_med_gx:zlema95_20 | 12307805:SOLUSD |
|---|---|---|
| MTD | 1.32% | -3.15% |
| 3M | 10.28% | -20.48% |
| 6M | 23.59% | -4.03% |
| YTD | 18.26% | -24.04% |
| 1Y | 21.23% | -14.07% |
| 3Y (ann.) | 26.8% | -17.05% |
| 5Y (ann.) | 26.8% | -17.05% |
| Metric | 12307805:solusd:triple_med_gx:zlema95_20 | 12307805:SOLUSD |
|---|---|---|
| Max Drawdown | -23.39% | -58.89% |
| Longest DD Days | 91.0 | 101.0 |
| Avg. Drawdown | -7.53% | -11.63% |
| Avg. Drawdown Days | 27.0 | 17.0 |
| Recovery Factor | 0.91 | -0.24 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-03-03 | 2025-03-24 | -23.39 | 21 |
| 2024-08-09 | 2024-11-08 | -13.37 | 91 |
| 2025-02-11 | 2025-03-02 | -12.24 | 19 |
| 2024-11-08 | 2025-01-17 | -10.26 | 69 |
| 2024-06-28 | 2024-07-15 | -4.59 | 17 |
| 2024-06-05 | 2024-06-27 | -2.51 | 22 |
| 2025-01-17 | 2025-01-17 | -0.97 | 0 |
| 2024-07-15 | 2024-07-15 | -0.25 | 0 |
| 2025-02-10 | 2025-02-11 | -0.18 | 0 |
| Metric | 12307805:solusd:triple_med_gx:zlema95_20 | 12307805:SOLUSD |
|---|---|---|
| Best Day | 19.54% | 19.54% |
| Worst Day | -9.01% | -14.23% |
| Best Week | 18.89% | 21.25% |
| Worst Week | -9.6% | -17.1% |
| Best Month | 31.36% | 41.15% |
| Worst Month | -12.28% | -36.08% |
| Best Year | 18.26% | 13.13% |
| Worst Year | 2.52% | -24.04% |
| Avg. Up Day | 1.63% | 1.84% |
| Avg. Down Day | -1.26% | -1.4% |
| Avg. Up Week | 5.58% | 12.31% |
| Avg. Down Week | -4.81% | -7.72% |
| Avg. Up Month | 10.12% | 20.86% |
| Avg. Down Month | -10.05% | -25.95% |
| Win Days % | 45.0% | 49.41% |
| Win Month % | 70.0% | 50.0% |
| Win Week % | 59.09% | 50.0% |
| Win Quarter % | 75.0% | 50.0% |
| Win Year % | 100.0% | 50.0% |