| Metric | 12313898:solusd:triple_med_gx:zlema230_45 | 12313898:SOLUSD |
|---|---|---|
| Time in Market | 28.0% | 100.0% |
| Cumulative Return | -13.8% | 3.1% |
| Max Drawdown | -37.84% | -64.93% |
| Sharpe | -0.08 | 0.23 |
| Sortino | -0.11 | 0.34 |
| Payoff Ratio | 1.06 | 1.02 |
| Profit Factor | 0.98 | 1.04 |
| Common Sense Ratio | 0.96 | 1.06 |
| CPC Index | 0.48 | 0.52 |
| Tail Ratio | 0.98 | 1.02 |
| Outlier Win Ratio | 21.45 | 2.82 |
| Outlier Loss Ratio | 3.8 | 3.19 |
| Volatility (ann.) | 18.96% | 43.08% |
| R^2 | 0.19 | 0.19 |
| Calmar | -0.33 | 0.04 |
| Skew | -0.43 | 0.64 |
| Kurtosis | 20.98 | 8.72 |
| Expected Daily % | -0.01% | 0.0% |
| Expected Monthly % | -1.06% | 0.22% |
| Expected Yearly % | -7.16% | 1.54% |
| Kelly Criterion | -4.57% | -0.23% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.64% | -3.68% |
| Expected Shortfall (cVaR) | -1.64% | -3.68% |
| Year | 12313898:SOLUSD | 12313898:solusd:triple_med_gx:zlema230_45 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 13.13 | 7.15 | 0.54 | - |
| 2025 | -8.87 | -19.55 | 2.21 | - |
| Metric | 12313898:solusd:triple_med_gx:zlema230_45 | 12313898:SOLUSD |
|---|---|---|
| MTD | 6.93% | 11.11% |
| 3M | 20.02% | 36.47% |
| 6M | -17.55% | -8.22% |
| YTD | -19.55% | -8.87% |
| 1Y | -10.75% | 7.09% |
| 3Y (ann.) | -12.36% | 2.75% |
| 5Y (ann.) | -12.36% | 2.75% |
| Metric | 12313898:solusd:triple_med_gx:zlema230_45 | 12313898:SOLUSD |
|---|---|---|
| Max Drawdown | -37.84% | -64.93% |
| Longest DD Days | 173.0 | 178.0 |
| Avg. Drawdown | -13.24% | -11.98% |
| Avg. Drawdown Days | 58.0 | 23.0 |
| Recovery Factor | -0.36 | 0.05 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-24 | 2025-07-17 | -37.84 | 173 |
| 2024-07-29 | 2024-11-18 | -27.18 | 111 |
| 2024-07-22 | 2024-07-29 | -9.29 | 7 |
| 2024-06-01 | 2024-07-21 | -9.21 | 50 |
| 2024-11-22 | 2025-01-24 | -8.79 | 63 |
| 2024-06-01 | 2024-06-01 | -0.18 | 0 |
| 2024-11-18 | 2024-11-19 | -0.18 | 0 |
| Metric | 12313898:solusd:triple_med_gx:zlema230_45 | 12313898:SOLUSD |
|---|---|---|
| Best Day | 9.71% | 19.54% |
| Worst Day | -9.45% | -14.23% |
| Best Week | 13.74% | 21.25% |
| Worst Week | -16.95% | -17.1% |
| Best Month | 15.74% | 41.15% |
| Worst Month | -15.95% | -36.08% |
| Best Year | 7.15% | 13.13% |
| Worst Year | -19.55% | -8.87% |
| Avg. Up Day | 1.44% | 1.45% |
| Avg. Down Day | -1.36% | -1.42% |
| Avg. Up Week | 6.33% | 9.5% |
| Avg. Down Week | -6.03% | -6.99% |
| Avg. Up Month | 8.28% | 16.3% |
| Avg. Down Month | -8.65% | -16.46% |
| Win Days % | 46.29% | 49.3% |
| Win Month % | 45.45% | 57.14% |
| Win Week % | 42.86% | 51.67% |
| Win Quarter % | 33.33% | 66.67% |
| Win Year % | 50.0% | 50.0% |