| Metric | 12313902:solusd:triple_med_gx:zlema250_45 | 12313902:SOLUSD |
|---|---|---|
| Time in Market | 28.0% | 100.0% |
| Cumulative Return | -21.94% | 3.1% |
| Max Drawdown | -39.77% | -64.93% |
| Sharpe | -0.2 | 0.23 |
| Sortino | -0.27 | 0.34 |
| Payoff Ratio | 1.04 | 1.01 |
| Profit Factor | 0.95 | 1.04 |
| Common Sense Ratio | 0.86 | 1.06 |
| CPC Index | 0.45 | 0.52 |
| Tail Ratio | 0.91 | 1.02 |
| Outlier Win Ratio | 21.86 | 2.82 |
| Outlier Loss Ratio | 3.74 | 3.13 |
| Volatility (ann.) | 18.75% | 43.08% |
| R^2 | 0.19 | 0.19 |
| Calmar | -0.5 | 0.04 |
| Skew | -0.41 | 0.64 |
| Kurtosis | 21.4 | 8.72 |
| Expected Daily % | -0.02% | 0.0% |
| Expected Monthly % | -1.75% | 0.22% |
| Expected Yearly % | -11.65% | 1.54% |
| Kelly Criterion | -6.39% | -0.91% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.62% | -3.68% |
| Expected Shortfall (cVaR) | -1.62% | -3.68% |
| Year | 12313902:SOLUSD | 12313902:solusd:triple_med_gx:zlema250_45 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 13.13 | 5.05 | 0.38 | - |
| 2025 | -8.87 | -25.70 | 2.90 | - |
| Metric | 12313902:solusd:triple_med_gx:zlema250_45 | 12313902:SOLUSD |
|---|---|---|
| MTD | 6.93% | 11.11% |
| 3M | 15.66% | 36.47% |
| 6M | -23.0% | -8.22% |
| YTD | -25.7% | -8.87% |
| 1Y | -20.5% | 7.09% |
| 3Y (ann.) | -19.75% | 2.75% |
| 5Y (ann.) | -19.75% | 2.75% |
| Metric | 12313902:solusd:triple_med_gx:zlema250_45 | 12313902:SOLUSD |
|---|---|---|
| Max Drawdown | -39.77% | -64.93% |
| Longest DD Days | 178.0 | 178.0 |
| Avg. Drawdown | -17.4% | -11.98% |
| Avg. Drawdown Days | 82.0 | 23.0 |
| Recovery Factor | -0.55 | 0.05 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-24 | 2025-07-17 | -39.77 | 173 |
| 2024-07-29 | 2025-01-24 | -27.85 | 178 |
| 2024-06-01 | 2024-07-21 | -9.89 | 50 |
| 2024-07-22 | 2024-07-29 | -9.29 | 7 |
| 2024-06-01 | 2024-06-01 | -0.18 | 0 |
| Metric | 12313902:solusd:triple_med_gx:zlema250_45 | 12313902:SOLUSD |
|---|---|---|
| Best Day | 9.71% | 19.54% |
| Worst Day | -9.45% | -14.23% |
| Best Week | 12.36% | 21.25% |
| Worst Week | -16.95% | -17.1% |
| Best Month | 13.25% | 41.15% |
| Worst Month | -15.44% | -36.08% |
| Best Year | 5.05% | 13.13% |
| Worst Year | -25.7% | -8.87% |
| Avg. Up Day | 1.41% | 1.43% |
| Avg. Down Day | -1.36% | -1.41% |
| Avg. Up Week | 6.45% | 10.07% |
| Avg. Down Week | -6.48% | -7.51% |
| Avg. Up Month | 8.56% | 18.85% |
| Avg. Down Month | -7.01% | -21.37% |
| Win Days % | 45.76% | 49.3% |
| Win Month % | 33.33% | 57.14% |
| Win Week % | 40.0% | 51.67% |
| Win Quarter % | 33.33% | 66.67% |
| Win Year % | 50.0% | 50.0% |