| Metric | 12307805:solusd:triple_med_gx:zlema95_20 | 12307805:SOLUSD |
|---|---|---|
| Time in Market | 12.0% | 100.0% |
| Cumulative Return | 2.33% | -14.07% |
| Max Drawdown | -23.23% | -58.89% |
| Sharpe | 0.12 | 0.12 |
| Sortino | 0.21 | 0.17 |
| Payoff Ratio | 1.26 | 1.31 |
| Profit Factor | 1.07 | 1.02 |
| Common Sense Ratio | 0.0 | 1.04 |
| CPC Index | 0.56 | 0.66 |
| Tail Ratio | 0.0 | 1.02 |
| Outlier Win Ratio | 53.03 | 2.44 |
| Outlier Loss Ratio | 4.01 | 2.47 |
| Volatility (ann.) | 14.9% | 44.76% |
| R^2 | 0.12 | 0.12 |
| Calmar | 0.12 | -0.29 |
| Skew | 11.66 | 0.62 |
| Kurtosis | 352.85 | 8.48 |
| Expected Daily % | 0.0% | -0.01% |
| Expected Monthly % | 0.23% | -1.5% |
| Expected Yearly % | 1.16% | -7.3% |
| Kelly Criterion | -4.57% | 10.88% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.28% | -3.84% |
| Expected Shortfall (cVaR) | -1.28% | -3.84% |
| Year | 12307805:SOLUSD | 12307805:solusd:triple_med_gx:zlema95_20 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 13.13 | 7.54 | 0.57 | - |
| 2025 | -24.04 | -4.85 | 0.20 | + |
| Metric | 12307805:solusd:triple_med_gx:zlema95_20 | 12307805:SOLUSD |
|---|---|---|
| MTD | -4.58% | -3.15% |
| 3M | -9.36% | -20.48% |
| 6M | -1.29% | -4.03% |
| YTD | -4.85% | -24.04% |
| 1Y | 2.33% | -14.07% |
| 3Y (ann.) | 2.88% | -17.05% |
| 5Y (ann.) | 2.88% | -17.05% |
| Metric | 12307805:solusd:triple_med_gx:zlema95_20 | 12307805:SOLUSD |
|---|---|---|
| Max Drawdown | -23.23% | -58.89% |
| Longest DD Days | 68.0 | 101.0 |
| Avg. Drawdown | -5.05% | -11.63% |
| Avg. Drawdown Days | 19.0 | 17.0 |
| Recovery Factor | 0.1 | -0.24 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-03-03 | 2025-03-24 | -23.23 | 21 |
| 2025-02-11 | 2025-03-02 | -10.70 | 19 |
| 2024-11-08 | 2025-01-16 | -7.55 | 68 |
| 2024-08-09 | 2024-10-14 | -5.97 | 66 |
| 2024-06-05 | 2024-07-10 | -2.51 | 34 |
| 2024-07-10 | 2024-07-14 | -2.45 | 4 |
| 2025-01-16 | 2025-01-17 | -1.56 | 0 |
| 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 | -9.18% | -14.23% |
| Best Week | 6.79% | 21.25% |
| Worst Week | -5.66% | -17.1% |
| Best Month | 10.29% | 41.15% |
| Worst Month | -9.58% | -36.08% |
| Best Year | 7.54% | 13.13% |
| Worst Year | -4.85% | -24.04% |
| Avg. Up Day | 1.46% | 1.75% |
| Avg. Down Day | -1.16% | -1.33% |
| Avg. Up Week | 3.88% | 13.14% |
| Avg. Down Week | -2.45% | -6.91% |
| Avg. Up Month | 5.79% | 20.86% |
| Avg. Down Month | -4.98% | -18.66% |
| Win Days % | 41.61% | 49.41% |
| Win Month % | 50.0% | 50.0% |
| Win Week % | 42.86% | 50.0% |
| Win Quarter % | 50.0% | 50.0% |
| Win Year % | 50.0% | 50.0% |