| Metric | 12307805:solusd:triple_med_gx:zlema95_20 | 12307805:SOLUSD |
|---|---|---|
| Time in Market | 19.0% | 100.0% |
| Cumulative Return | 12.05% | -17.2% |
| Max Drawdown | -21.26% | -54.18% |
| Sharpe | 0.57 | 0.19 |
| Sortino | 0.86 | 0.28 |
| Payoff Ratio | 1.29 | 1.37 |
| Profit Factor | 1.28 | 1.03 |
| Common Sense Ratio | 1.38 | 0.95 |
| CPC Index | 0.77 | 0.67 |
| Tail Ratio | 1.08 | 0.93 |
| Outlier Win Ratio | 36.73 | 2.88 |
| Outlier Loss Ratio | 3.32 | 2.06 |
| Volatility (ann.) | 36.29% | 90.42% |
| R^2 | 0.18 | 0.18 |
| Calmar | 0.71 | -0.38 |
| Skew | 0.31 | 0.35 |
| Kurtosis | 62.99 | 3.25 |
| Expected Daily % | 0.04% | -0.06% |
| Expected Monthly % | 1.14% | -1.87% |
| Expected Yearly % | 5.85% | -9.0% |
| Kelly Criterion | 4.86% | 8.76% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -3.07% | -7.74% |
| Expected Shortfall (cVaR) | -3.07% | -7.74% |
| Year | 12307805:SOLUSD | 12307805:solusd:triple_med_gx:zlema95_20 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 12.78 | 10.67 | 0.84 | - |
| 2025 | -26.58 | 1.24 | -0.05 | + |
| Metric | 12307805:solusd:triple_med_gx:zlema95_20 | 12307805:SOLUSD |
|---|---|---|
| MTD | -6.71% | 8.0% |
| 3M | -8.24% | -30.61% |
| 6M | 2.83% | -5.31% |
| YTD | 1.24% | -26.58% |
| 1Y | 12.05% | -17.2% |
| 3Y (ann.) | 15.06% | -20.76% |
| 5Y (ann.) | 15.06% | -20.76% |
| Metric | 12307805:solusd:triple_med_gx:zlema95_20 | 12307805:SOLUSD |
|---|---|---|
| Max Drawdown | -21.26% | -54.18% |
| Longest DD Days | 67.0 | 101.0 |
| Avg. Drawdown | -8.58% | -15.78% |
| Avg. Drawdown Days | 26.0 | 26.0 |
| Recovery Factor | 0.57 | -0.32 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-03-04 | 2025-03-24 | -21.26 | 20 |
| 2025-02-12 | 2025-03-03 | -10.59 | 19 |
| 2024-12-26 | 2025-01-18 | -9.37 | 23 |
| 2024-08-09 | 2024-10-15 | -5.49 | 67 |
| 2024-06-06 | 2024-06-28 | -2.51 | 22 |
| 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 | -18.74% | -18.74% |
| Best Week | 12.19% | 25.06% |
| Worst Week | -5.61% | -26.95% |
| Best Month | 19.95% | 39.21% |
| Worst Month | -9.53% | -46.12% |
| Best Year | 10.67% | 12.78% |
| Worst Year | 1.24% | -26.58% |
| Avg. Up Day | 3.02% | 4.58% |
| Avg. Down Day | -2.35% | -3.35% |
| Avg. Up Week | 5.33% | 12.22% |
| Avg. Down Week | -2.99% | -6.4% |
| Avg. Up Month | 7.77% | 24.64% |
| Avg. Down Month | -7.96% | -31.05% |
| Win Days % | 46.43% | 47.3% |
| Win Month % | 60.0% | 60.0% |
| Win Week % | 45.45% | 50.0% |
| Win Quarter % | 100.0% | 50.0% |
| Win Year % | 100.0% | 50.0% |