| Metric | 12308889:solusd:triple_med_gx:zlema70_25 | 12308889:SOLUSD |
|---|---|---|
| Time in Market | 14.0% | 100.0% |
| Cumulative Return | -15.77% | 3.1% |
| Max Drawdown | -30.16% | -64.93% |
| Sharpe | -0.17 | 0.23 |
| Sortino | -0.28 | 0.34 |
| Payoff Ratio | 1.28 | 1.25 |
| Profit Factor | 0.92 | 1.04 |
| Common Sense Ratio | 0.0 | 1.06 |
| CPC Index | 0.44 | 0.64 |
| Tail Ratio | 0.0 | 1.02 |
| Outlier Win Ratio | 44.36 | 2.49 |
| Outlier Loss Ratio | 3.82 | 2.79 |
| Volatility (ann.) | 15.59% | 43.08% |
| R^2 | 0.13 | 0.13 |
| Calmar | -0.47 | 0.04 |
| Skew | 7.89 | 0.64 |
| Kurtosis | 221.21 | 8.72 |
| Expected Daily % | -0.01% | 0.0% |
| Expected Monthly % | -1.22% | 0.22% |
| Expected Yearly % | -8.22% | 1.54% |
| Kelly Criterion | -10.95% | 8.59% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.35% | -3.68% |
| Expected Shortfall (cVaR) | -1.35% | -3.68% |
| Year | 12308889:SOLUSD | 12308889:solusd:triple_med_gx:zlema70_25 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 13.13 | -21.83 | -1.66 | - |
| 2025 | -8.87 | 7.76 | -0.88 | + |
| Metric | 12308889:solusd:triple_med_gx:zlema70_25 | 12308889:SOLUSD |
|---|---|---|
| MTD | 1.62% | 11.11% |
| 3M | 2.06% | 36.47% |
| 6M | 7.76% | -8.22% |
| YTD | 7.76% | -8.87% |
| 1Y | -5.66% | 7.09% |
| 3Y (ann.) | -14.13% | 2.75% |
| 5Y (ann.) | -14.13% | 2.75% |
| Metric | 12308889:solusd:triple_med_gx:zlema70_25 | 12308889:SOLUSD |
|---|---|---|
| Max Drawdown | -30.16% | -64.93% |
| Longest DD Days | 406.0 | 178.0 |
| Avg. Drawdown | -30.16% | -11.98% |
| Avg. Drawdown Days | 406.0 | 23.0 |
| Recovery Factor | -0.52 | 0.05 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-05 | 2025-07-17 | -30.16 | 406 |
| Metric | 12308889:solusd:triple_med_gx:zlema70_25 | 12308889:SOLUSD |
|---|---|---|
| Best Day | 19.54% | 19.54% |
| Worst Day | -9.01% | -14.23% |
| Best Week | 9.51% | 21.25% |
| Worst Week | -10.74% | -17.1% |
| Best Month | 16.35% | 41.15% |
| Worst Month | -10.84% | -36.08% |
| Best Year | 7.76% | 13.13% |
| Worst Year | -21.83% | -8.87% |
| Avg. Up Day | 1.68% | 1.71% |
| Avg. Down Day | -1.31% | -1.38% |
| Avg. Up Week | 2.76% | 10.87% |
| Avg. Down Week | -4.93% | -8.17% |
| Avg. Up Month | 6.41% | 18.73% |
| Avg. Down Month | -8.03% | -18.24% |
| Win Days % | 37.67% | 49.3% |
| Win Month % | 50.0% | 57.14% |
| Win Week % | 51.43% | 51.67% |
| Win Quarter % | 33.33% | 66.67% |
| Win Year % | 50.0% | 50.0% |