| Metric | 12307917:solusd:triple_med_gx:zlema80_20 | 12307917:SOLUSD |
|---|---|---|
| Time in Market | 13.0% | 100.0% |
| Cumulative Return | 23.22% | 3.1% |
| Max Drawdown | -30.55% | -64.93% |
| Sharpe | 0.4 | 0.23 |
| Sortino | 0.57 | 0.34 |
| Payoff Ratio | 1.09 | 1.05 |
| Profit Factor | 1.18 | 1.04 |
| Common Sense Ratio | 2.85 | 1.06 |
| CPC Index | 0.64 | 0.54 |
| Tail Ratio | 2.41 | 1.02 |
| Outlier Win Ratio | 40.73 | 2.7 |
| Outlier Loss Ratio | 3.27 | 2.97 |
| Volatility (ann.) | 14.13% | 43.08% |
| R^2 | 0.11 | 0.11 |
| Calmar | 0.67 | 0.04 |
| Skew | -0.41 | 0.64 |
| Kurtosis | 38.76 | 8.72 |
| Expected Daily % | 0.01% | 0.0% |
| Expected Monthly % | 1.5% | 0.22% |
| Expected Yearly % | 11.0% | 1.54% |
| Kelly Criterion | 3.64% | 1.21% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.2% | -3.68% |
| Expected Shortfall (cVaR) | -1.2% | -3.68% |
| Year | 12307917:SOLUSD | 12307917:solusd:triple_med_gx:zlema80_20 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 13.13 | 22.88 | 1.74 | + |
| 2025 | -8.87 | 0.27 | -0.03 | + |
| Metric | 12307917:solusd:triple_med_gx:zlema80_20 | 12307917:SOLUSD |
|---|---|---|
| MTD | 0.0% | 11.11% |
| 3M | -1.26% | 36.47% |
| 6M | -2.15% | -8.22% |
| YTD | 0.27% | -8.87% |
| 1Y | 23.2% | 7.09% |
| 3Y (ann.) | 20.37% | 2.75% |
| 5Y (ann.) | 20.37% | 2.75% |
| Metric | 12307917:solusd:triple_med_gx:zlema80_20 | 12307917:SOLUSD |
|---|---|---|
| Max Drawdown | -30.55% | -64.93% |
| Longest DD Days | 150.0 | 178.0 |
| Avg. Drawdown | -7.08% | -11.98% |
| Avg. Drawdown Days | 46.0 | 23.0 |
| Recovery Factor | 0.76 | 0.05 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-02-16 | 2025-07-17 | -30.55 | 150 |
| 2024-06-06 | 2024-06-27 | -7.44 | 21 |
| 2024-06-28 | 2024-08-23 | -6.51 | 56 |
| 2024-11-08 | 2025-01-17 | -4.36 | 69 |
| 2024-08-24 | 2024-10-13 | -3.31 | 50 |
| 2024-10-15 | 2024-11-07 | -3.30 | 23 |
| 2025-01-17 | 2025-01-17 | -0.97 | 0 |
| 2025-02-15 | 2025-02-15 | -0.18 | 0 |
| Metric | 12307917:solusd:triple_med_gx:zlema80_20 | 12307917:SOLUSD |
|---|---|---|
| Best Day | 6.67% | 19.54% |
| Worst Day | -9.01% | -14.23% |
| Best Week | 21.07% | 21.25% |
| Worst Week | -19.04% | -17.1% |
| Best Month | 27.9% | 41.15% |
| Worst Month | -24.91% | -36.08% |
| Best Year | 22.88% | 13.13% |
| Worst Year | 0.27% | -8.87% |
| Avg. Up Day | 1.64% | 1.66% |
| Avg. Down Day | -1.5% | -1.57% |
| Avg. Up Week | 5.6% | 12.04% |
| Avg. Down Week | -8.08% | -6.17% |
| Avg. Up Month | 8.46% | 18.41% |
| Avg. Down Month | -8.17% | -17.19% |
| Win Days % | 49.75% | 49.3% |
| Win Month % | 61.54% | 57.14% |
| Win Week % | 62.96% | 51.67% |
| Win Quarter % | 60.0% | 66.67% |
| Win Year % | 100.0% | 50.0% |