| Metric | 12313905:solusd:triple_med_gx:zlema260_45 | 12313905:SOLUSD |
|---|---|---|
| Time in Market | 28.0% | 100.0% |
| Cumulative Return | -28.76% | 3.1% |
| Max Drawdown | -41.55% | -64.93% |
| Sharpe | -0.31 | 0.23 |
| Sortino | -0.43 | 0.34 |
| Payoff Ratio | 1.02 | 0.99 |
| Profit Factor | 0.91 | 1.04 |
| Common Sense Ratio | 0.84 | 1.06 |
| CPC Index | 0.42 | 0.51 |
| Tail Ratio | 0.92 | 1.02 |
| Outlier Win Ratio | 22.5 | 2.8 |
| Outlier Loss Ratio | 3.79 | 3.13 |
| Volatility (ann.) | 18.49% | 43.08% |
| R^2 | 0.18 | 0.18 |
| Calmar | -0.63 | 0.04 |
| Skew | -0.48 | 0.64 |
| Kurtosis | 22.43 | 8.72 |
| Expected Daily % | -0.02% | 0.0% |
| Expected Monthly % | -2.39% | 0.22% |
| Expected Yearly % | -15.6% | 1.54% |
| Kelly Criterion | -8.05% | -1.73% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.61% | -3.68% |
| Expected Shortfall (cVaR) | -1.61% | -3.68% |
| Year | 12313905:SOLUSD | 12313905:solusd:triple_med_gx:zlema260_45 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 13.13 | -0.82 | -0.06 | - |
| 2025 | -8.87 | -28.18 | 3.18 | - |
| Metric | 12313905:solusd:triple_med_gx:zlema260_45 | 12313905:SOLUSD |
|---|---|---|
| MTD | 6.93% | 11.11% |
| 3M | 14.71% | 36.47% |
| 6M | -23.64% | -8.22% |
| YTD | -28.18% | -8.87% |
| 1Y | -25.15% | 7.09% |
| 3Y (ann.) | -26.01% | 2.75% |
| 5Y (ann.) | -26.01% | 2.75% |
| Metric | 12313905:solusd:triple_med_gx:zlema260_45 | 12313905:SOLUSD |
|---|---|---|
| Max Drawdown | -41.55% | -64.93% |
| Longest DD Days | 352.0 | 178.0 |
| Avg. Drawdown | -15.39% | -11.98% |
| Avg. Drawdown Days | 102.0 | 23.0 |
| Recovery Factor | -0.69 | 0.05 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-07-29 | 2025-07-17 | -41.55 | 352 |
| 2024-06-01 | 2024-07-21 | -10.53 | 50 |
| 2024-07-22 | 2024-07-29 | -9.29 | 7 |
| 2024-06-01 | 2024-06-01 | -0.18 | 0 |
| Metric | 12313905:solusd:triple_med_gx:zlema260_45 | 12313905: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 | 14.16% | 41.15% |
| Worst Month | -15.01% | -36.08% |
| Best Year | -0.82% | 13.13% |
| Worst Year | -28.18% | -8.87% |
| Avg. Up Day | 1.38% | 1.39% |
| Avg. Down Day | -1.34% | -1.4% |
| Avg. Up Week | 6.15% | 10.07% |
| Avg. Down Week | -6.48% | -7.2% |
| Avg. Up Month | 7.72% | 18.85% |
| Avg. Down Month | -6.86% | -21.37% |
| Win Days % | 45.31% | 49.3% |
| Win Month % | 33.33% | 57.14% |
| Win Week % | 38.89% | 51.67% |
| Win Quarter % | 33.33% | 66.67% |
| Win Year % | 0.0% | 50.0% |