| Metric | 12311015:solusd:triple_med_gx:zlema70_35 | 12311015:SOLUSD |
|---|---|---|
| Time in Market | 16.0% | 100.0% |
| Cumulative Return | 106.12% | 21.49% |
| Max Drawdown | -10.72% | -64.93% |
| Sharpe | 1.06 | 0.29 |
| Sortino | 1.77 | 0.43 |
| Payoff Ratio | 1.51 | 1.13 |
| Profit Factor | 1.5 | 1.05 |
| Common Sense Ratio | 5.71 | 1.08 |
| CPC Index | 1.08 | 0.59 |
| Tail Ratio | 3.81 | 1.04 |
| Outlier Win Ratio | 35.1 | 2.79 |
| Outlier Loss Ratio | 4.06 | 2.65 |
| Volatility (ann.) | 13.22% | 42.24% |
| R^2 | 0.1 | 0.1 |
| Calmar | 6.47 | 0.23 |
| Skew | 1.46 | 0.58 |
| Kurtosis | 25.01 | 8.14 |
| Expected Daily % | 0.04% | 0.01% |
| Expected Monthly % | 4.35% | 1.15% |
| Expected Yearly % | 43.57% | 10.22% |
| Kelly Criterion | 13.59% | 5.24% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.1% | -3.6% |
| Expected Shortfall (cVaR) | -1.1% | -3.6% |
| Year | 12311015:SOLUSD | 12311015:solusd:triple_med_gx:zlema70_35 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 13.13 | 35.75 | 2.72 | + |
| 2025 | 7.38 | 51.83 | 7.02 | + |
| Metric | 12311015:solusd:triple_med_gx:zlema70_35 | 12311015:SOLUSD |
|---|---|---|
| MTD | -5.99% | -2.86% |
| 3M | 13.53% | 23.62% |
| 6M | 35.09% | 56.7% |
| YTD | 51.83% | 7.38% |
| 1Y | 95.64% | 28.72% |
| 3Y (ann.) | 69.38% | 15.23% |
| 5Y (ann.) | 69.38% | 15.23% |
| Metric | 12311015:solusd:triple_med_gx:zlema70_35 | 12311015:SOLUSD |
|---|---|---|
| Max Drawdown | -10.72% | -64.93% |
| Longest DD Days | 86.0 | 268.0 |
| Avg. Drawdown | -3.61% | -11.98% |
| Avg. Drawdown Days | 16.0 | 29.0 |
| Recovery Factor | 9.9 | 0.33 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-06 | 2025-02-14 | -10.72 | 38 |
| 2025-03-06 | 2025-04-22 | -10.41 | 47 |
| 2025-08-30 | 2025-10-15 | -10.31 | 46 |
| 2024-07-30 | 2024-10-24 | -9.15 | 86 |
| 2025-05-14 | 2025-07-02 | -8.55 | 49 |
| 2024-07-01 | 2024-07-19 | -6.43 | 17 |
| 2024-11-13 | 2025-01-01 | -5.92 | 49 |
| 2025-04-25 | 2025-05-13 | -4.78 | 17 |
| 2025-07-14 | 2025-07-21 | -4.18 | 6 |
| 2025-08-26 | 2025-08-28 | -3.62 | 1 |
| Metric | 12311015:solusd:triple_med_gx:zlema70_35 | 12311015:SOLUSD |
|---|---|---|
| Best Day | 6.1% | 19.54% |
| Worst Day | -5.29% | -14.23% |
| Best Week | 14.29% | 21.25% |
| Worst Week | -8.44% | -18.95% |
| Best Month | 15.5% | 41.15% |
| Worst Month | -5.99% | -36.08% |
| Best Year | 51.83% | 13.13% |
| Worst Year | 35.75% | 7.38% |
| Avg. Up Day | 1.58% | 1.62% |
| Avg. Down Day | -1.05% | -1.43% |
| Avg. Up Week | 5.09% | 8.22% |
| Avg. Down Week | -2.91% | -7.88% |
| Avg. Up Month | 9.52% | 18.81% |
| Avg. Down Month | -5.78% | -12.02% |
| Win Days % | 48.04% | 49.65% |
| Win Month % | 76.47% | 58.82% |
| Win Week % | 57.45% | 53.42% |
| Win Quarter % | 85.71% | 57.14% |
| Win Year % | 100.0% | 100.0% |