| Metric | 12307873:solusd:triple_med_gx:zlema75_20 | 12307873:SOLUSD |
|---|---|---|
| Time in Market | 13.0% | 100.0% |
| Cumulative Return | 20.16% | 3.1% |
| Max Drawdown | -24.32% | -64.93% |
| Sharpe | 0.36 | 0.23 |
| Sortino | 0.51 | 0.34 |
| Payoff Ratio | 1.11 | 1.07 |
| Profit Factor | 1.16 | 1.04 |
| Common Sense Ratio | 3.08 | 1.06 |
| CPC Index | 0.62 | 0.55 |
| Tail Ratio | 2.65 | 1.02 |
| Outlier Win Ratio | 39.88 | 2.72 |
| Outlier Loss Ratio | 3.32 | 2.98 |
| Volatility (ann.) | 14.35% | 43.08% |
| R^2 | 0.11 | 0.11 |
| Calmar | 0.73 | 0.04 |
| Skew | -0.25 | 0.64 |
| Kurtosis | 37.39 | 8.72 |
| Expected Daily % | 0.01% | 0.0% |
| Expected Monthly % | 1.32% | 0.22% |
| Expected Yearly % | 9.62% | 1.54% |
| Kelly Criterion | 2.08% | 2.13% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.22% | -3.68% |
| Expected Shortfall (cVaR) | -1.22% | -3.68% |
| Year | 12307873:SOLUSD | 12307873:solusd:triple_med_gx:zlema75_20 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 13.13 | 13.42 | 1.02 | + |
| 2025 | -8.87 | 5.94 | -0.67 | + |
| Metric | 12307873:solusd:triple_med_gx:zlema75_20 | 12307873:SOLUSD |
|---|---|---|
| MTD | 0.0% | 11.11% |
| 3M | -0.69% | 36.47% |
| 6M | 5.94% | -8.22% |
| YTD | 5.94% | -8.87% |
| 1Y | 24.87% | 7.09% |
| 3Y (ann.) | 17.72% | 2.75% |
| 5Y (ann.) | 17.72% | 2.75% |
| Metric | 12307873:solusd:triple_med_gx:zlema75_20 | 12307873:SOLUSD |
|---|---|---|
| Max Drawdown | -24.32% | -64.93% |
| Longest DD Days | 152.0 | 178.0 |
| Avg. Drawdown | -6.82% | -11.98% |
| Avg. Drawdown Days | 42.0 | 23.0 |
| Recovery Factor | 0.83 | 0.05 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-02-14 | 2025-07-17 | -24.32 | 152 |
| 2024-06-28 | 2024-08-24 | -11.35 | 57 |
| 2024-06-05 | 2024-06-27 | -7.37 | 21 |
| 2024-11-08 | 2025-01-18 | -6.46 | 70 |
| 2024-09-10 | 2024-10-14 | -3.21 | 33 |
| 2024-11-07 | 2024-11-07 | -1.48 | 0 |
| 2024-11-06 | 2024-11-07 | -0.18 | 0 |
| 2024-09-10 | 2024-09-10 | -0.18 | 0 |
| Metric | 12307873:solusd:triple_med_gx:zlema75_20 | 12307873:SOLUSD |
|---|---|---|
| Best Day | 6.67% | 19.54% |
| Worst Day | -9.01% | -14.23% |
| Best Week | 18.89% | 21.25% |
| Worst Week | -16.57% | -17.1% |
| Best Month | 22.56% | 41.15% |
| Worst Month | -17.87% | -36.08% |
| Best Year | 13.42% | 13.13% |
| Worst Year | 5.94% | -8.87% |
| Avg. Up Day | 1.66% | 1.67% |
| Avg. Down Day | -1.5% | -1.56% |
| Avg. Up Week | 6.71% | 12.58% |
| Avg. Down Week | -6.64% | -6.98% |
| Avg. Up Month | 8.74% | 19.34% |
| Avg. Down Month | -7.11% | -17.19% |
| Win Days % | 48.56% | 49.3% |
| Win Month % | 53.85% | 57.14% |
| Win Week % | 50.0% | 51.67% |
| Win Quarter % | 60.0% | 66.67% |
| Win Year % | 100.0% | 50.0% |