| Metric | 12308911:solusd:triple_med_gx:zlema80_25 | 12308911:SOLUSD |
|---|---|---|
| Time in Market | 14.0% | 100.0% |
| Cumulative Return | 7.75% | 3.1% |
| Max Drawdown | -23.39% | -64.93% |
| Sharpe | 0.18 | 0.23 |
| Sortino | 0.3 | 0.34 |
| Payoff Ratio | 1.23 | 1.21 |
| Profit Factor | 1.09 | 1.04 |
| Common Sense Ratio | 0.87 | 1.06 |
| CPC Index | 0.58 | 0.62 |
| Tail Ratio | 0.8 | 1.02 |
| Outlier Win Ratio | 38.9 | 2.69 |
| Outlier Loss Ratio | 3.5 | 2.9 |
| Volatility (ann.) | 16.74% | 43.08% |
| R^2 | 0.15 | 0.15 |
| Calmar | 0.29 | 0.04 |
| Skew | 6.6 | 0.64 |
| Kurtosis | 169.08 | 8.72 |
| Expected Daily % | 0.0% | 0.0% |
| Expected Monthly % | 0.53% | 0.22% |
| Expected Yearly % | 3.8% | 1.54% |
| Kelly Criterion | -3.05% | 7.36% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.43% | -3.68% |
| Expected Shortfall (cVaR) | -1.43% | -3.68% |
| Year | 12308911:SOLUSD | 12308911:solusd:triple_med_gx:zlema80_25 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 13.13 | -9.54 | -0.73 | - |
| 2025 | -8.87 | 19.12 | -2.16 | + |
| Metric | 12308911:solusd:triple_med_gx:zlema80_25 | 12308911:SOLUSD |
|---|---|---|
| MTD | 6.21% | 11.11% |
| 3M | 9.87% | 36.47% |
| 6M | 19.12% | -8.22% |
| YTD | 19.12% | -8.87% |
| 1Y | 9.31% | 7.09% |
| 3Y (ann.) | 6.86% | 2.75% |
| 5Y (ann.) | 6.86% | 2.75% |
| Metric | 12308911:solusd:triple_med_gx:zlema80_25 | 12308911:SOLUSD |
|---|---|---|
| Max Drawdown | -23.39% | -64.93% |
| Longest DD Days | 234.0 | 178.0 |
| Avg. Drawdown | -12.31% | -11.98% |
| Avg. Drawdown Days | 101.0 | 23.0 |
| Recovery Factor | 0.33 | 0.05 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-03-03 | 2025-07-10 | -23.39 | 129 |
| 2024-07-11 | 2025-03-02 | -15.83 | 234 |
| 2024-06-06 | 2024-07-11 | -8.93 | 35 |
| 2025-07-11 | 2025-07-17 | -1.08 | 5 |
| Metric | 12308911:solusd:triple_med_gx:zlema80_25 | 12308911:SOLUSD |
|---|---|---|
| Best Day | 19.54% | 19.54% |
| Worst Day | -9.01% | -14.23% |
| Best Week | 8.77% | 21.25% |
| Worst Week | -7.56% | -17.1% |
| Best Month | 16.85% | 41.15% |
| Worst Month | -11.76% | -36.08% |
| Best Year | 19.12% | 13.13% |
| Worst Year | -9.54% | -8.87% |
| Avg. Up Day | 1.79% | 1.81% |
| Avg. Down Day | -1.45% | -1.5% |
| Avg. Up Week | 4.56% | 12.3% |
| Avg. Down Week | -3.86% | -8.48% |
| Avg. Up Month | 7.46% | 18.73% |
| Avg. Down Month | -6.27% | -21.21% |
| Win Days % | 43.12% | 49.3% |
| Win Month % | 50.0% | 57.14% |
| Win Week % | 44.12% | 51.67% |
| Win Quarter % | 50.0% | 66.67% |
| Win Year % | 50.0% | 50.0% |