| Metric | 12307805:solusd:triple_med_gx:zlema95_20 | 12307805:SOLUSD |
|---|---|---|
| Time in Market | 24.0% | 100.0% |
| Cumulative Return | 54.07% | -17.2% |
| Max Drawdown | -18.74% | -54.18% |
| Sharpe | 1.44 | 0.19 |
| Sortino | 2.43 | 0.28 |
| Payoff Ratio | 1.25 | 1.24 |
| Profit Factor | 1.73 | 1.03 |
| Common Sense Ratio | 3.24 | 0.95 |
| CPC Index | 1.19 | 0.6 |
| Tail Ratio | 1.88 | 0.93 |
| Outlier Win Ratio | 24.11 | 3.02 |
| Outlier Loss Ratio | 3.29 | 2.33 |
| Volatility (ann.) | 43.15% | 90.42% |
| R^2 | 0.21 | 0.21 |
| Calmar | 3.76 | -0.38 |
| Skew | 1.5 | 0.35 |
| Kurtosis | 42.82 | 3.25 |
| Expected Daily % | 0.15% | -0.06% |
| Expected Monthly % | 4.42% | -1.87% |
| Expected Yearly % | 24.12% | -9.0% |
| Kelly Criterion | 19.18% | 4.92% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -3.54% | -7.74% |
| Expected Shortfall (cVaR) | -3.54% | -7.74% |
| Year | 12307805:SOLUSD | 12307805:solusd:triple_med_gx:zlema95_20 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 12.78 | 8.24 | 0.64 | - |
| 2025 | -26.58 | 42.34 | -1.59 | + |
| Metric | 12307805:solusd:triple_med_gx:zlema95_20 | 12307805:SOLUSD |
|---|---|---|
| MTD | 3.93% | 8.0% |
| 3M | 29.36% | -30.61% |
| 6M | 44.98% | -5.31% |
| YTD | 42.34% | -26.58% |
| 1Y | 54.07% | -17.2% |
| 3Y (ann.) | 70.4% | -20.76% |
| 5Y (ann.) | 70.4% | -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 | -8.2% | -15.78% |
| Avg. Drawdown Days | 28.0 | 26.0 |
| Recovery Factor | 2.89 | -0.32 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-03-04 | 2025-03-24 | -18.74 | 20 |
| 2024-08-09 | 2024-10-14 | -9.77 | 66 |
| 2024-12-26 | 2025-01-18 | -9.12 | 23 |
| 2025-02-12 | 2025-03-03 | -6.25 | 19 |
| 2024-06-29 | 2024-07-15 | -2.80 | 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 | -6.98% | -26.95% |
| Best Month | 44.37% | 39.21% |
| Worst Month | -9.12% | -46.12% |
| Best Year | 42.34% | 12.78% |
| Worst Year | 8.24% | -26.58% |
| Avg. Up Day | 3.27% | 4.17% |
| Avg. Down Day | -2.61% | -3.35% |
| Avg. Up Week | 6.72% | 11.31% |
| Avg. Down Week | -2.76% | -7.15% |
| Avg. Up Month | 11.72% | 21.86% |
| Avg. Down Month | -6.63% | -31.05% |
| Win Days % | 55.07% | 47.3% |
| Win Month % | 70.0% | 60.0% |
| Win Week % | 52.17% | 50.0% |
| Win Quarter % | 100.0% | 50.0% |
| Win Year % | 100.0% | 50.0% |