| Metric | 12311015:solusd:triple_med_gx:zlema70_35 | 12311015:SOLUSD |
|---|---|---|
| Time in Market | 25.0% | 100.0% |
| Cumulative Return | 119.26% | 47.25% |
| Max Drawdown | -9.77% | -61.75% |
| Sharpe | 2.12 | 0.77 |
| Sortino | 4.21 | 1.16 |
| Payoff Ratio | 2.13 | 1.25 |
| Profit Factor | 1.99 | 1.12 |
| Common Sense Ratio | 4.38 | 1.21 |
| CPC Index | 2.05 | 0.68 |
| Tail Ratio | 2.2 | 1.08 |
| Outlier Win Ratio | 24.63 | 2.88 |
| Outlier Loss Ratio | 4.86 | 2.29 |
| Volatility (ann.) | 30.62% | 85.28% |
| R^2 | 0.14 | 0.14 |
| Calmar | 8.47 | 0.56 |
| Skew | 2.27 | 0.25 |
| Kurtosis | 18.42 | 2.92 |
| Expected Daily % | 0.17% | 0.08% |
| Expected Monthly % | 5.03% | 2.45% |
| Expected Yearly % | 48.07% | 21.35% |
| Kelly Criterion | 24.04% | 8.28% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.46% | -7.16% |
| Expected Shortfall (cVaR) | -2.46% | -7.16% |
| Year | 12311015:SOLUSD | 12311015:solusd:triple_med_gx:zlema70_35 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 12.78 | 35.75 | 2.80 | + |
| 2025 | 30.56 | 61.51 | 2.01 | + |
| Metric | 12311015:solusd:triple_med_gx:zlema70_35 | 12311015:SOLUSD |
|---|---|---|
| MTD | -3.43% | 20.09% |
| 3M | 35.8% | 65.67% |
| 6M | 47.64% | 95.42% |
| YTD | 61.51% | 30.56% |
| 1Y | 104.18% | 87.63% |
| 3Y (ann.) | 82.81% | 34.63% |
| 5Y (ann.) | 82.81% | 34.63% |
| Metric | 12311015:solusd:triple_med_gx:zlema70_35 | 12311015:SOLUSD |
|---|---|---|
| Max Drawdown | -9.77% | -61.75% |
| Longest DD Days | 86.0 | 242.0 |
| Avg. Drawdown | -3.41% | -16.47% |
| Avg. Drawdown Days | 18.0 | 42.0 |
| Recovery Factor | 12.2 | 0.77 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-08 | 2025-02-15 | -9.77 | 38 |
| 2025-03-07 | 2025-04-23 | -8.40 | 47 |
| 2025-05-15 | 2025-07-02 | -8.07 | 48 |
| 2024-07-30 | 2024-10-24 | -7.86 | 86 |
| 2024-07-02 | 2024-07-19 | -6.43 | 17 |
| 2024-11-23 | 2025-01-02 | -5.03 | 40 |
| 2025-04-26 | 2025-05-14 | -4.78 | 18 |
| 2025-08-31 | 2025-09-19 | -4.59 | 19 |
| 2025-07-15 | 2025-07-21 | -3.93 | 6 |
| 2024-06-30 | 2024-07-01 | -2.01 | 1 |
| Metric | 12311015:solusd:triple_med_gx:zlema70_35 | 12311015:SOLUSD |
|---|---|---|
| Best Day | 12.37% | 20.8% |
| Worst Day | -9.61% | -18.74% |
| Best Week | 14.5% | 25.06% |
| Worst Week | -8.44% | -26.95% |
| Best Month | 15.65% | 39.21% |
| Worst Month | -5.58% | -46.12% |
| Best Year | 61.51% | 30.56% |
| Worst Year | 35.75% | 12.78% |
| Avg. Up Day | 3.45% | 4.09% |
| Avg. Down Day | -1.62% | -3.27% |
| Avg. Up Week | 4.8% | 10.66% |
| Avg. Down Week | -2.35% | -7.87% |
| Avg. Up Month | 10.37% | 21.57% |
| Avg. Down Month | -3.79% | -20.94% |
| Win Days % | 48.28% | 49.05% |
| Win Month % | 75.0% | 62.5% |
| Win Week % | 55.32% | 52.17% |
| Win Quarter % | 83.33% | 66.67% |
| Win Year % | 100.0% | 100.0% |