| Metric | 12313871:solusd:triple_med_gx:zlema100_45 | 12313871:SOLUSD |
|---|---|---|
| Time in Market | 20.0% | 100.0% |
| Cumulative Return | -1.67% | 3.1% |
| Max Drawdown | -37.18% | -64.93% |
| Sharpe | 0.05 | 0.23 |
| Sortino | 0.08 | 0.34 |
| Payoff Ratio | 1.2 | 1.14 |
| Profit Factor | 1.02 | 1.04 |
| Common Sense Ratio | 1.05 | 1.06 |
| CPC Index | 0.53 | 0.58 |
| Tail Ratio | 1.03 | 1.02 |
| Outlier Win Ratio | 31.71 | 2.78 |
| Outlier Loss Ratio | 4.03 | 2.94 |
| Volatility (ann.) | 15.57% | 43.08% |
| R^2 | 0.13 | 0.13 |
| Calmar | -0.04 | 0.04 |
| Skew | 0.35 | 0.64 |
| Kurtosis | 37.08 | 8.72 |
| Expected Daily % | -0.0% | 0.0% |
| Expected Monthly % | -0.12% | 0.22% |
| Expected Yearly % | -0.84% | 1.54% |
| Kelly Criterion | -4.09% | 4.87% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.34% | -3.68% |
| Expected Shortfall (cVaR) | -1.34% | -3.68% |
| Year | 12313871:SOLUSD | 12313871:solusd:triple_med_gx:zlema100_45 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 13.13 | 23.74 | 1.81 | + |
| 2025 | -8.87 | -20.53 | 2.32 | - |
| Metric | 12313871:solusd:triple_med_gx:zlema100_45 | 12313871:SOLUSD |
|---|---|---|
| MTD | 6.93% | 11.11% |
| 3M | 12.45% | 36.47% |
| 6M | -17.65% | -8.22% |
| YTD | -20.53% | -8.87% |
| 1Y | -4.25% | 7.09% |
| 3Y (ann.) | -1.48% | 2.75% |
| 5Y (ann.) | -1.48% | 2.75% |
| Metric | 12313871:solusd:triple_med_gx:zlema100_45 | 12313871:SOLUSD |
|---|---|---|
| Max Drawdown | -37.18% | -64.93% |
| Longest DD Days | 237.0 | 178.0 |
| Avg. Drawdown | -6.44% | -11.98% |
| Avg. Drawdown Days | 26.0 | 23.0 |
| Recovery Factor | -0.04 | 0.05 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-11-22 | 2025-07-17 | -37.18 | 237 |
| 2024-07-29 | 2024-10-27 | -18.84 | 89 |
| 2024-07-22 | 2024-07-29 | -9.29 | 7 |
| 2024-07-02 | 2024-07-15 | -8.25 | 12 |
| 2024-10-29 | 2024-11-13 | -4.94 | 14 |
| 2024-11-13 | 2024-11-16 | -4.80 | 2 |
| 2024-11-16 | 2024-11-17 | -2.43 | 0 |
| 2024-10-28 | 2024-10-28 | -1.32 | 0 |
| 2024-11-17 | 2024-11-17 | -1.22 | 0 |
| 2024-10-28 | 2024-10-28 | -1.18 | 0 |
| Metric | 12313871:solusd:triple_med_gx:zlema100_45 | 12313871:SOLUSD |
|---|---|---|
| Best Day | 9.71% | 19.54% |
| Worst Day | -9.56% | -14.23% |
| Best Week | 13.74% | 21.25% |
| Worst Week | -11.62% | -17.1% |
| Best Month | 15.74% | 41.15% |
| Worst Month | -18.2% | -36.08% |
| Best Year | 23.74% | 13.13% |
| Worst Year | -20.53% | -8.87% |
| Avg. Up Day | 1.47% | 1.49% |
| Avg. Down Day | -1.23% | -1.31% |
| Avg. Up Week | 6.58% | 9.56% |
| Avg. Down Week | -5.35% | -7.87% |
| Avg. Up Month | 8.84% | 18.53% |
| Avg. Down Month | -8.39% | -23.44% |
| Win Days % | 43.17% | 49.3% |
| Win Month % | 53.85% | 57.14% |
| Win Week % | 44.12% | 51.67% |
| Win Quarter % | 80.0% | 66.67% |
| Win Year % | 50.0% | 50.0% |