| Metric | 12310034:solusd:triple_med_gx:zlema40_30 | 12310034:SOLUSD |
|---|---|---|
| Time in Market | 11.0% | 100.0% |
| Cumulative Return | -8.6% | 3.1% |
| Max Drawdown | -17.16% | -64.93% |
| Sharpe | -0.13 | 0.23 |
| Sortino | -0.18 | 0.34 |
| Payoff Ratio | 1.48 | 1.17 |
| Profit Factor | 0.93 | 1.04 |
| Common Sense Ratio | 0.0 | 1.06 |
| CPC Index | 0.46 | 0.6 |
| Tail Ratio | 0.0 | 1.02 |
| Outlier Win Ratio | 67.97 | 2.43 |
| Outlier Loss Ratio | 4.68 | 2.66 |
| Volatility (ann.) | 10.73% | 43.08% |
| R^2 | 0.06 | 0.06 |
| Calmar | -0.45 | 0.04 |
| Skew | -1.65 | 0.64 |
| Kurtosis | 84.53 | 8.72 |
| Expected Daily % | -0.01% | 0.0% |
| Expected Monthly % | -0.64% | 0.22% |
| Expected Yearly % | -4.4% | 1.54% |
| Kelly Criterion | -11.82% | 6.15% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.93% | -3.68% |
| Expected Shortfall (cVaR) | -0.93% | -3.68% |
| Year | 12310034:SOLUSD | 12310034:solusd:triple_med_gx:zlema40_30 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 13.13 | -11.98 | -0.91 | - |
| 2025 | -8.87 | 3.84 | -0.43 | + |
| Metric | 12310034:solusd:triple_med_gx:zlema40_30 | 12310034:SOLUSD |
|---|---|---|
| MTD | -0.21% | 11.11% |
| 3M | -1.05% | 36.47% |
| 6M | 3.84% | -8.22% |
| YTD | 3.84% | -8.87% |
| 1Y | 3.15% | 7.09% |
| 3Y (ann.) | -7.68% | 2.75% |
| 5Y (ann.) | -7.68% | 2.75% |
| Metric | 12310034:solusd:triple_med_gx:zlema40_30 | 12310034:SOLUSD |
|---|---|---|
| Max Drawdown | -17.16% | -64.93% |
| Longest DD Days | 282.0 | 178.0 |
| Avg. Drawdown | -8.52% | -11.98% |
| Avg. Drawdown Days | 101.0 | 23.0 |
| Recovery Factor | -0.5 | 0.05 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-10-07 | 2025-07-17 | -17.16 | 282 |
| 2024-06-05 | 2024-09-27 | -14.74 | 114 |
| 2024-09-30 | 2024-10-07 | -1.40 | 7 |
| 2024-09-27 | 2024-09-27 | -0.76 | 0 |
| Metric | 12310034:solusd:triple_med_gx:zlema40_30 | 12310034:SOLUSD |
|---|---|---|
| Best Day | 6.2% | 19.54% |
| Worst Day | -9.45% | -14.23% |
| Best Week | 9.56% | 21.25% |
| Worst Week | -8.58% | -17.1% |
| Best Month | 6.37% | 41.15% |
| Worst Month | -7.79% | -36.08% |
| Best Year | 3.84% | 13.13% |
| Worst Year | -11.98% | -8.87% |
| Avg. Up Day | 1.6% | 1.67% |
| Avg. Down Day | -1.08% | -1.43% |
| Avg. Up Week | 2.7% | 9.08% |
| Avg. Down Week | -3.25% | -7.46% |
| Avg. Up Month | 2.71% | 24.15% |
| Avg. Down Month | -5.07% | -11.31% |
| Win Days % | 33.33% | 49.3% |
| Win Month % | 46.15% | 57.14% |
| Win Week % | 41.86% | 51.67% |
| Win Quarter % | 33.33% | 66.67% |
| Win Year % | 50.0% | 50.0% |