| Metric | 12307805:solusd:triple_med_gx:zlema95_20 | 12307805:SOLUSD |
|---|---|---|
| Time in Market | 18.0% | 100.0% |
| Cumulative Return | 2.33% | -17.2% |
| Max Drawdown | -19.18% | -54.18% |
| Sharpe | 0.25 | 0.19 |
| Sortino | 0.36 | 0.28 |
| Payoff Ratio | 1.03 | 1.38 |
| Profit Factor | 1.12 | 1.03 |
| Common Sense Ratio | 2.27 | 0.95 |
| CPC Index | 0.57 | 0.67 |
| Tail Ratio | 2.02 | 0.93 |
| Outlier Win Ratio | 45.97 | 2.69 |
| Outlier Loss Ratio | 3.33 | 2.06 |
| Volatility (ann.) | 31.68% | 90.42% |
| R^2 | 0.15 | 0.15 |
| Calmar | 0.15 | -0.38 |
| Skew | 1.14 | 0.35 |
| Kurtosis | 82.91 | 3.25 |
| Expected Daily % | 0.01% | -0.06% |
| Expected Monthly % | 0.23% | -1.87% |
| Expected Yearly % | 1.16% | -9.0% |
| Kelly Criterion | -0.52% | 9.11% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.71% | -7.74% |
| Expected Shortfall (cVaR) | -2.71% | -7.74% |
| Year | 12307805:SOLUSD | 12307805:solusd:triple_med_gx:zlema95_20 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 12.78 | 7.54 | 0.59 | - |
| 2025 | -26.58 | -4.85 | 0.18 | + |
| Metric | 12307805:solusd:triple_med_gx:zlema95_20 | 12307805:SOLUSD |
|---|---|---|
| MTD | -4.58% | 8.0% |
| 3M | -9.36% | -30.61% |
| 6M | -1.29% | -5.31% |
| YTD | -4.85% | -26.58% |
| 1Y | 2.33% | -17.2% |
| 3Y (ann.) | 2.88% | -20.76% |
| 5Y (ann.) | 2.88% | -20.76% |
| Metric | 12307805:solusd:triple_med_gx:zlema95_20 | 12307805:SOLUSD |
|---|---|---|
| Max Drawdown | -19.18% | -54.18% |
| Longest DD Days | 66.0 | 101.0 |
| Avg. Drawdown | -7.7% | -15.78% |
| Avg. Drawdown Days | 28.0 | 26.0 |
| Recovery Factor | 0.12 | -0.32 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-03-04 | 2025-03-24 | -19.18 | 20 |
| 2025-02-12 | 2025-03-03 | -10.64 | 19 |
| 2024-08-09 | 2024-10-14 | -5.80 | 66 |
| 2024-12-26 | 2025-01-17 | -5.77 | 22 |
| 2024-06-06 | 2024-07-10 | -2.51 | 34 |
| 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 | -16.48% | -18.74% |
| Best Week | 6.83% | 25.06% |
| Worst Week | -5.66% | -26.95% |
| Best Month | 10.29% | 39.21% |
| Worst Month | -9.58% | -46.12% |
| Best Year | 7.54% | 12.78% |
| Worst Year | -4.85% | -26.58% |
| Avg. Up Day | 2.6% | 4.39% |
| Avg. Down Day | -2.53% | -3.18% |
| Avg. Up Week | 3.44% | 12.22% |
| Avg. Down Week | -2.15% | -6.4% |
| Avg. Up Month | 5.79% | 24.64% |
| Avg. Down Month | -5.07% | -27.7% |
| Win Days % | 49.02% | 47.3% |
| Win Month % | 50.0% | 60.0% |
| Win Week % | 45.45% | 50.0% |
| Win Quarter % | 50.0% | 50.0% |
| Win Year % | 50.0% | 50.0% |