| Metric | 12307805:solusd:triple_med_gx:zlema95_20 | 12307805:SOLUSD |
|---|---|---|
| Time in Market | 20.0% | 100.0% |
| Cumulative Return | 61.86% | 3.1% |
| Max Drawdown | -26.96% | -64.93% |
| Sharpe | 0.65 | 0.23 |
| Sortino | 1.11 | 0.34 |
| Payoff Ratio | 1.36 | 1.29 |
| Profit Factor | 1.27 | 1.04 |
| Common Sense Ratio | 1.77 | 1.06 |
| CPC Index | 0.79 | 0.66 |
| Tail Ratio | 1.4 | 1.02 |
| Outlier Win Ratio | 25.92 | 2.89 |
| Outlier Loss Ratio | 3.73 | 3.0 |
| Volatility (ann.) | 19.22% | 43.08% |
| R^2 | 0.2 | 0.2 |
| Calmar | 1.98 | 0.04 |
| Skew | 4.64 | 0.64 |
| Kurtosis | 99.41 | 8.72 |
| Expected Daily % | 0.03% | 0.0% |
| Expected Monthly % | 3.5% | 0.22% |
| Expected Yearly % | 27.23% | 1.54% |
| Kelly Criterion | 5.42% | 10.1% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.62% | -3.68% |
| Expected Shortfall (cVaR) | -1.62% | -3.68% |
| Year | 12307805:SOLUSD | 12307805:solusd:triple_med_gx:zlema95_20 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 13.13 | 16.41 | 1.25 | + |
| 2025 | -8.87 | 39.04 | -4.40 | + |
| Metric | 12307805:solusd:triple_med_gx:zlema95_20 | 12307805:SOLUSD |
|---|---|---|
| MTD | 0.0% | 11.11% |
| 3M | -8.44% | 36.47% |
| 6M | 29.52% | -8.22% |
| YTD | 39.04% | -8.87% |
| 1Y | 50.74% | 7.09% |
| 3Y (ann.) | 53.37% | 2.75% |
| 5Y (ann.) | 53.37% | 2.75% |
| Metric | 12307805:solusd:triple_med_gx:zlema95_20 | 12307805:SOLUSD |
|---|---|---|
| Max Drawdown | -26.96% | -64.93% |
| Longest DD Days | 136.0 | 178.0 |
| Avg. Drawdown | -5.89% | -11.98% |
| Avg. Drawdown Days | 23.0 | 23.0 |
| Recovery Factor | 2.29 | 0.05 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-03-03 | 2025-07-17 | -26.96 | 136 |
| 2024-08-09 | 2024-09-09 | -11.22 | 31 |
| 2024-11-08 | 2025-01-16 | -10.61 | 68 |
| 2025-02-11 | 2025-03-02 | -9.78 | 19 |
| 2024-06-28 | 2024-07-15 | -7.28 | 17 |
| 2024-09-10 | 2024-09-12 | -3.21 | 2 |
| 2024-06-05 | 2024-06-27 | -2.92 | 22 |
| 2025-01-16 | 2025-01-17 | -1.56 | 0 |
| 2024-10-12 | 2024-10-13 | -1.28 | 1 |
| 2025-01-17 | 2025-01-17 | -0.97 | 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 | 29.94% | 21.25% |
| Worst Week | -8.51% | -17.1% |
| Best Month | 50.62% | 41.15% |
| Worst Month | -9.88% | -36.08% |
| Best Year | 39.04% | 13.13% |
| Worst Year | 16.41% | -8.87% |
| Avg. Up Day | 1.84% | 1.86% |
| Avg. Down Day | -1.36% | -1.44% |
| Avg. Up Week | 7.52% | 12.45% |
| Avg. Down Week | -3.82% | -7.15% |
| Avg. Up Month | 13.36% | 18.41% |
| Avg. Down Month | -5.43% | -17.85% |
| Win Days % | 45.54% | 49.3% |
| Win Month % | 53.85% | 57.14% |
| Win Week % | 50.0% | 51.67% |
| Win Quarter % | 80.0% | 66.67% |
| Win Year % | 100.0% | 50.0% |