| Metric | 12313877:solusd:triple_med_gx:zlema130_45 | 12313877:SOLUSD |
|---|---|---|
| Time in Market | 21.0% | 100.0% |
| Cumulative Return | -0.85% | 3.1% |
| Max Drawdown | -31.56% | -64.93% |
| Sharpe | 0.07 | 0.23 |
| Sortino | 0.1 | 0.34 |
| Payoff Ratio | 1.13 | 1.08 |
| Profit Factor | 1.02 | 1.04 |
| Common Sense Ratio | 1.14 | 1.06 |
| CPC Index | 0.52 | 0.55 |
| Tail Ratio | 1.12 | 1.02 |
| Outlier Win Ratio | 28.97 | 2.81 |
| Outlier Loss Ratio | 3.86 | 2.99 |
| Volatility (ann.) | 16.41% | 43.08% |
| R^2 | 0.14 | 0.14 |
| Calmar | -0.02 | 0.04 |
| Skew | -0.0 | 0.64 |
| Kurtosis | 31.95 | 8.72 |
| Expected Daily % | -0.0% | 0.0% |
| Expected Monthly % | -0.06% | 0.22% |
| Expected Yearly % | -0.42% | 1.54% |
| Kelly Criterion | -3.14% | 2.38% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.41% | -3.68% |
| Expected Shortfall (cVaR) | -1.41% | -3.68% |
| Year | 12313877:SOLUSD | 12313877:solusd:triple_med_gx:zlema130_45 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 13.13 | 15.57 | 1.19 | + |
| 2025 | -8.87 | -14.21 | 1.60 | - |
| Metric | 12313877:solusd:triple_med_gx:zlema130_45 | 12313877:SOLUSD |
|---|---|---|
| MTD | 6.93% | 11.11% |
| 3M | 13.99% | 36.47% |
| 6M | -11.89% | -8.22% |
| YTD | -14.21% | -8.87% |
| 1Y | 1.77% | 7.09% |
| 3Y (ann.) | -0.75% | 2.75% |
| 5Y (ann.) | -0.75% | 2.75% |
| Metric | 12313877:solusd:triple_med_gx:zlema130_45 | 12313877:SOLUSD |
|---|---|---|
| Max Drawdown | -31.56% | -64.93% |
| Longest DD Days | 237.0 | 178.0 |
| Avg. Drawdown | -8.28% | -11.98% |
| Avg. Drawdown Days | 33.0 | 23.0 |
| Recovery Factor | -0.03 | 0.05 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-11-22 | 2025-07-17 | -31.56 | 237 |
| 2024-07-29 | 2024-10-28 | -18.85 | 91 |
| 2024-07-22 | 2024-07-29 | -9.29 | 7 |
| 2024-07-07 | 2024-07-21 | -9.13 | 14 |
| 2024-07-02 | 2024-07-06 | -8.25 | 3 |
| 2024-10-29 | 2024-11-13 | -5.39 | 14 |
| 2024-11-13 | 2024-11-16 | -4.80 | 2 |
| 2024-11-16 | 2024-11-17 | -2.43 | 0 |
| 2024-11-17 | 2024-11-17 | -1.22 | 0 |
| 2024-11-18 | 2024-11-19 | -0.18 | 0 |
| Metric | 12313877:solusd:triple_med_gx:zlema130_45 | 12313877:SOLUSD |
|---|---|---|
| Best Day | 9.71% | 19.54% |
| Worst Day | -9.56% | -14.23% |
| Best Week | 13.74% | 21.25% |
| Worst Week | -11.16% | -17.1% |
| Best Month | 15.74% | 41.15% |
| Worst Month | -16.86% | -36.08% |
| Best Year | 15.57% | 13.13% |
| Worst Year | -14.21% | -8.87% |
| Avg. Up Day | 1.45% | 1.47% |
| Avg. Down Day | -1.28% | -1.36% |
| Avg. Up Week | 6.6% | 9.56% |
| Avg. Down Week | -6.18% | -7.48% |
| Avg. Up Month | 9.11% | 18.78% |
| Avg. Down Month | -7.84% | -19.22% |
| Win Days % | 45.22% | 49.3% |
| Win Month % | 50.0% | 57.14% |
| Win Week % | 48.39% | 51.67% |
| Win Quarter % | 80.0% | 66.67% |
| Win Year % | 50.0% | 50.0% |