| Metric | 12307805:solusd:triple_med_gx:zlema95_20 | 12307805:SOLUSD |
|---|---|---|
| Time in Market | 14.0% | 100.0% |
| Cumulative Return | 12.05% | -14.07% |
| Max Drawdown | -26.02% | -58.89% |
| Sharpe | 0.29 | 0.12 |
| Sortino | 0.54 | 0.17 |
| Payoff Ratio | 1.32 | 1.35 |
| Profit Factor | 1.17 | 1.02 |
| Common Sense Ratio | 1.45 | 1.04 |
| CPC Index | 0.67 | 0.68 |
| Tail Ratio | 1.24 | 1.02 |
| Outlier Win Ratio | 42.52 | 2.54 |
| Outlier Loss Ratio | 4.04 | 2.58 |
| Volatility (ann.) | 16.11% | 44.76% |
| R^2 | 0.14 | 0.14 |
| Calmar | 0.58 | -0.29 |
| Skew | 9.84 | 0.62 |
| Kurtosis | 261.47 | 8.48 |
| Expected Daily % | 0.01% | -0.01% |
| Expected Monthly % | 1.14% | -1.5% |
| Expected Yearly % | 5.85% | -7.3% |
| Kelly Criterion | 0.1% | 11.96% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.37% | -3.84% |
| Expected Shortfall (cVaR) | -1.37% | -3.84% |
| Year | 12307805:SOLUSD | 12307805:solusd:triple_med_gx:zlema95_20 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 13.13 | 10.67 | 0.81 | - |
| 2025 | -24.04 | 1.24 | -0.05 | + |
| Metric | 12307805:solusd:triple_med_gx:zlema95_20 | 12307805:SOLUSD |
|---|---|---|
| MTD | -6.71% | -3.15% |
| 3M | -8.24% | -20.48% |
| 6M | 2.83% | -4.03% |
| YTD | 1.24% | -24.04% |
| 1Y | 12.05% | -14.07% |
| 3Y (ann.) | 15.06% | -17.05% |
| 5Y (ann.) | 15.06% | -17.05% |
| Metric | 12307805:solusd:triple_med_gx:zlema95_20 | 12307805:SOLUSD |
|---|---|---|
| Max Drawdown | -26.02% | -58.89% |
| Longest DD Days | 70.0 | 101.0 |
| Avg. Drawdown | -5.94% | -11.63% |
| Avg. Drawdown Days | 20.0 | 17.0 |
| Recovery Factor | 0.46 | -0.24 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-03-03 | 2025-03-24 | -26.02 | 21 |
| 2024-11-08 | 2025-01-18 | -11.01 | 70 |
| 2025-02-11 | 2025-03-02 | -10.65 | 19 |
| 2024-08-09 | 2024-10-14 | -5.92 | 66 |
| 2024-06-05 | 2024-06-27 | -2.51 | 22 |
| 2024-07-10 | 2024-07-14 | -2.45 | 4 |
| 2024-07-15 | 2024-07-15 | -0.25 | 0 |
| 2024-11-07 | 2024-11-07 | -0.18 | 0 |
| 2025-02-10 | 2025-02-11 | -0.18 | 0 |
| 2024-07-09 | 2024-07-10 | -0.18 | 0 |
| Metric | 12307805:solusd:triple_med_gx:zlema95_20 | 12307805:SOLUSD |
|---|---|---|
| Best Day | 19.54% | 19.54% |
| Worst Day | -9.01% | -14.23% |
| Best Week | 8.57% | 21.25% |
| Worst Week | -7.38% | -17.1% |
| Best Month | 19.95% | 41.15% |
| Worst Month | -9.53% | -36.08% |
| Best Year | 10.67% | 13.13% |
| Worst Year | 1.24% | -24.04% |
| Avg. Up Day | 1.56% | 1.79% |
| Avg. Down Day | -1.18% | -1.33% |
| Avg. Up Week | 5.3% | 13.39% |
| Avg. Down Week | -3.3% | -6.91% |
| Avg. Up Month | 7.77% | 20.86% |
| Avg. Down Month | -7.65% | -20.25% |
| Win Days % | 43.12% | 49.41% |
| Win Month % | 60.0% | 50.0% |
| Win Week % | 45.45% | 50.0% |
| Win Quarter % | 100.0% | 50.0% |
| Win Year % | 100.0% | 50.0% |