| Metric | 12307898:solusd:triple_med_gx:zlema90_20 | 12307898:SOLUSD |
|---|---|---|
| Time in Market | 14.0% | 100.0% |
| Cumulative Return | 38.88% | 3.1% |
| Max Drawdown | -36.56% | -64.93% |
| Sharpe | 0.55 | 0.23 |
| Sortino | 0.83 | 0.34 |
| Payoff Ratio | 1.23 | 1.19 |
| Profit Factor | 1.24 | 1.04 |
| Common Sense Ratio | 2.56 | 1.06 |
| CPC Index | 0.73 | 0.61 |
| Tail Ratio | 2.06 | 1.02 |
| Outlier Win Ratio | 35.84 | 2.85 |
| Outlier Loss Ratio | 3.38 | 2.97 |
| Volatility (ann.) | 15.44% | 43.08% |
| R^2 | 0.13 | 0.13 |
| Calmar | 0.93 | 0.04 |
| Skew | 0.3 | 0.64 |
| Kurtosis | 33.22 | 8.72 |
| Expected Daily % | 0.02% | 0.0% |
| Expected Monthly % | 2.37% | 0.22% |
| Expected Yearly % | 17.85% | 1.54% |
| Kelly Criterion | 5.63% | 6.59% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.31% | -3.68% |
| Expected Shortfall (cVaR) | -1.31% | -3.68% |
| Year | 12307898:SOLUSD | 12307898:solusd:triple_med_gx:zlema90_20 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 13.13 | 31.68 | 2.41 | + |
| 2025 | -8.87 | 5.47 | -0.62 | + |
| Metric | 12307898:solusd:triple_med_gx:zlema90_20 | 12307898:SOLUSD |
|---|---|---|
| MTD | 0.0% | 11.11% |
| 3M | 2.63% | 36.47% |
| 6M | -2.32% | -8.22% |
| YTD | 5.47% | -8.87% |
| 1Y | 30.42% | 7.09% |
| 3Y (ann.) | 33.87% | 2.75% |
| 5Y (ann.) | 33.87% | 2.75% |
| Metric | 12307898:solusd:triple_med_gx:zlema90_20 | 12307898:SOLUSD |
|---|---|---|
| Max Drawdown | -36.56% | -64.93% |
| Longest DD Days | 178.0 | 178.0 |
| Avg. Drawdown | -4.49% | -11.98% |
| Avg. Drawdown Days | 21.0 | 23.0 |
| Recovery Factor | 1.06 | 0.05 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-19 | 2025-07-17 | -36.56 | 178 |
| 2024-06-06 | 2024-06-27 | -6.92 | 21 |
| 2024-06-28 | 2024-07-15 | -6.51 | 17 |
| 2024-11-10 | 2025-01-02 | -4.32 | 52 |
| 2024-08-24 | 2024-10-14 | -4.25 | 50 |
| 2024-10-15 | 2024-11-07 | -3.30 | 23 |
| 2024-11-08 | 2024-11-10 | -2.52 | 1 |
| 2025-01-16 | 2025-01-17 | -1.56 | 0 |
| 2024-08-22 | 2024-08-23 | -1.38 | 0 |
| 2024-08-21 | 2024-08-22 | -1.37 | 1 |
| Metric | 12307898:solusd:triple_med_gx:zlema90_20 | 12307898:SOLUSD |
|---|---|---|
| Best Day | 7.32% | 19.54% |
| Worst Day | -9.01% | -14.23% |
| Best Week | 23.62% | 21.25% |
| Worst Week | -18.89% | -17.1% |
| Best Month | 37.6% | 41.15% |
| Worst Month | -28.07% | -36.08% |
| Best Year | 31.68% | 13.13% |
| Worst Year | 5.47% | -8.87% |
| Avg. Up Day | 1.79% | 1.8% |
| Avg. Down Day | -1.46% | -1.52% |
| Avg. Up Week | 7.08% | 11.88% |
| Avg. Down Week | -8.01% | -6.27% |
| Avg. Up Month | 13.93% | 19.34% |
| Avg. Down Month | -9.52% | -17.19% |
| Win Days % | 48.02% | 49.3% |
| Win Month % | 53.85% | 57.14% |
| Win Week % | 62.07% | 51.67% |
| Win Quarter % | 60.0% | 66.67% |
| Win Year % | 100.0% | 50.0% |