| Metric | 12311422:solusd:triple_med_gx:zlema80_35 | 12311422:SOLUSD |
|---|---|---|
| Time in Market | 12.0% | 100.0% |
| Cumulative Return | -5.01% | 3.1% |
| Max Drawdown | -28.46% | -64.93% |
| Sharpe | -0.02 | 0.23 |
| Sortino | -0.03 | 0.34 |
| Payoff Ratio | 1.07 | 1.07 |
| Profit Factor | 0.99 | 1.04 |
| Common Sense Ratio | 0.34 | 1.06 |
| CPC Index | 0.47 | 0.55 |
| Tail Ratio | 0.35 | 1.02 |
| Outlier Win Ratio | 48.63 | 2.61 |
| Outlier Loss Ratio | 3.41 | 2.88 |
| Volatility (ann.) | 13.05% | 43.08% |
| R^2 | 0.09 | 0.09 |
| Calmar | -0.16 | 0.04 |
| Skew | -0.73 | 0.64 |
| Kurtosis | 46.27 | 8.72 |
| Expected Daily % | -0.0% | 0.0% |
| Expected Monthly % | -0.37% | 0.22% |
| Expected Yearly % | -2.54% | 1.54% |
| Kelly Criterion | -6.97% | 1.99% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.12% | -3.68% |
| Expected Shortfall (cVaR) | -1.12% | -3.68% |
| Year | 12311422:SOLUSD | 12311422:solusd:triple_med_gx:zlema80_35 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 13.13 | -5.37 | -0.41 | - |
| 2025 | -8.87 | 0.38 | -0.04 | + |
| Metric | 12311422:solusd:triple_med_gx:zlema80_35 | 12311422:SOLUSD |
|---|---|---|
| MTD | 0.0% | 11.11% |
| 3M | 1.51% | 36.47% |
| 6M | 0.38% | -8.22% |
| YTD | 0.38% | -8.87% |
| 1Y | -4.24% | 7.09% |
| 3Y (ann.) | -4.46% | 2.75% |
| 5Y (ann.) | -4.46% | 2.75% |
| Metric | 12311422:solusd:triple_med_gx:zlema80_35 | 12311422:SOLUSD |
|---|---|---|
| Max Drawdown | -28.46% | -64.93% |
| Longest DD Days | 204.0 | 178.0 |
| Avg. Drawdown | -8.56% | -11.98% |
| Avg. Drawdown Days | 63.0 | 23.0 |
| Recovery Factor | -0.18 | 0.05 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-02-14 | 2025-07-17 | -28.46 | 152 |
| 2024-06-28 | 2025-01-18 | -11.27 | 204 |
| 2024-06-07 | 2024-06-27 | -7.43 | 20 |
| 2025-02-12 | 2025-02-14 | -2.87 | 1 |
| 2024-06-06 | 2024-06-07 | -1.16 | 0 |
| 2025-02-12 | 2025-02-12 | -0.18 | 0 |
| Metric | 12311422:solusd:triple_med_gx:zlema80_35 | 12311422:SOLUSD |
|---|---|---|
| Best Day | 6.67% | 19.54% |
| Worst Day | -9.01% | -14.23% |
| Best Week | 18.89% | 21.25% |
| Worst Week | -20.11% | -17.1% |
| Best Month | 23.45% | 41.15% |
| Worst Month | -23.79% | -36.08% |
| Best Year | 0.38% | 13.13% |
| Worst Year | -5.37% | -8.87% |
| Avg. Up Day | 1.56% | 1.57% |
| Avg. Down Day | -1.46% | -1.47% |
| Avg. Up Week | 4.85% | 10.44% |
| Avg. Down Week | -4.4% | -6.94% |
| Avg. Up Month | 8.88% | 24.91% |
| Avg. Down Month | -6.34% | -21.21% |
| Win Days % | 44.74% | 49.3% |
| Win Month % | 38.46% | 57.14% |
| Win Week % | 42.86% | 51.67% |
| Win Quarter % | 40.0% | 66.67% |
| Win Year % | 50.0% | 50.0% |