| Metric | 12307805:solusd:triple_med_gx:zlema95_20 | 12307805:SOLUSD |
|---|---|---|
| Time in Market | 22.0% | 100.0% |
| Cumulative Return | 49.57% | -17.2% |
| Max Drawdown | -18.74% | -54.18% |
| Sharpe | 1.36 | 0.19 |
| Sortino | 2.29 | 0.28 |
| Payoff Ratio | 1.37 | 1.35 |
| Profit Factor | 1.7 | 1.03 |
| Common Sense Ratio | 4.11 | 0.95 |
| CPC Index | 1.19 | 0.66 |
| Tail Ratio | 2.42 | 0.93 |
| Outlier Win Ratio | 25.77 | 3.11 |
| Outlier Loss Ratio | 3.48 | 2.33 |
| Volatility (ann.) | 43.27% | 90.42% |
| R^2 | 0.21 | 0.21 |
| Calmar | 3.43 | -0.38 |
| Skew | 1.55 | 0.35 |
| Kurtosis | 42.56 | 3.25 |
| Expected Daily % | 0.14% | -0.06% |
| Expected Monthly % | 4.11% | -1.87% |
| Expected Yearly % | 22.3% | -9.0% |
| Kelly Criterion | 14.93% | 8.39% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -3.56% | -7.74% |
| Expected Shortfall (cVaR) | -3.56% | -7.74% |
| Year | 12307805:SOLUSD | 12307805:solusd:triple_med_gx:zlema95_20 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 12.78 | 5.98 | 0.47 | - |
| 2025 | -26.58 | 41.14 | -1.55 | + |
| Metric | 12307805:solusd:triple_med_gx:zlema95_20 | 12307805:SOLUSD |
|---|---|---|
| MTD | 8.34% | 8.0% |
| 3M | 28.27% | -30.61% |
| 6M | 43.75% | -5.31% |
| YTD | 41.14% | -26.58% |
| 1Y | 49.57% | -17.2% |
| 3Y (ann.) | 64.29% | -20.76% |
| 5Y (ann.) | 64.29% | -20.76% |
| Metric | 12307805:solusd:triple_med_gx:zlema95_20 | 12307805:SOLUSD |
|---|---|---|
| Max Drawdown | -18.74% | -54.18% |
| Longest DD Days | 66.0 | 101.0 |
| Avg. Drawdown | -9.08% | -15.78% |
| Avg. Drawdown Days | 28.0 | 26.0 |
| Recovery Factor | 2.65 | -0.32 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-03-04 | 2025-03-24 | -18.74 | 20 |
| 2025-02-12 | 2025-03-03 | -10.44 | 19 |
| 2024-12-26 | 2025-01-18 | -9.12 | 23 |
| 2024-08-09 | 2024-10-14 | -9.04 | 66 |
| 2024-06-29 | 2024-07-15 | -4.62 | 16 |
| 2024-06-06 | 2024-06-28 | -2.51 | 22 |
| Metric | 12307805:solusd:triple_med_gx:zlema95_20 | 12307805:SOLUSD |
|---|---|---|
| Best Day | 18.28% | 20.8% |
| Worst Day | -18.74% | -18.74% |
| Best Week | 34.26% | 25.06% |
| Worst Week | -5.61% | -26.95% |
| Best Month | 43.75% | 39.21% |
| Worst Month | -9.37% | -46.12% |
| Best Year | 41.14% | 12.78% |
| Worst Year | 5.98% | -26.58% |
| Avg. Up Day | 3.5% | 4.33% |
| Avg. Down Day | -2.55% | -3.2% |
| Avg. Up Week | 6.98% | 11.31% |
| Avg. Down Week | -3.29% | -7.15% |
| Avg. Up Month | 12.2% | 21.86% |
| Avg. Down Month | -5.88% | -27.7% |
| Win Days % | 50.77% | 47.3% |
| Win Month % | 60.0% | 60.0% |
| Win Week % | 52.17% | 50.0% |
| Win Quarter % | 75.0% | 50.0% |
| Win Year % | 100.0% | 50.0% |