| Metric | 12313985:solusd:triple_med_gx:zlema35_45 | 12313985:SOLUSD |
|---|---|---|
| Time in Market | 8.0% | 100.0% |
| Cumulative Return | -8.41% | 3.1% |
| Max Drawdown | -18.17% | -64.93% |
| Sharpe | -0.21 | 0.23 |
| Sortino | -0.28 | 0.34 |
| Payoff Ratio | 1.22 | 1.13 |
| Profit Factor | 0.89 | 1.04 |
| Common Sense Ratio | NaN | 1.06 |
| CPC Index | 0.41 | 0.58 |
| Tail Ratio | NaN | 1.02 |
| Outlier Win Ratio | 91.09 | 2.25 |
| Outlier Loss Ratio | 4.17 | 2.46 |
| Volatility (ann.) | 7.9% | 43.08% |
| R^2 | 0.03 | 0.03 |
| Calmar | -0.41 | 0.04 |
| Skew | -1.11 | 0.64 |
| Kurtosis | 58.26 | 8.72 |
| Expected Daily % | -0.01% | 0.0% |
| Expected Monthly % | -0.63% | 0.22% |
| Expected Yearly % | -4.3% | 1.54% |
| Kelly Criterion | -14.35% | 4.37% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.68% | -3.68% |
| Expected Shortfall (cVaR) | -0.68% | -3.68% |
| Year | 12313985:SOLUSD | 12313985:solusd:triple_med_gx:zlema35_45 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 13.13 | -4.01 | -0.31 | - |
| 2025 | -8.87 | -4.59 | 0.52 | + |
| Metric | 12313985:solusd:triple_med_gx:zlema35_45 | 12313985:SOLUSD |
|---|---|---|
| MTD | 6.98% | 11.11% |
| 3M | 1.91% | 36.47% |
| 6M | -4.75% | -8.22% |
| YTD | -4.59% | -8.87% |
| 1Y | -8.2% | 7.09% |
| 3Y (ann.) | -7.51% | 2.75% |
| 5Y (ann.) | -7.51% | 2.75% |
| Metric | 12313985:solusd:triple_med_gx:zlema35_45 | 12313985:SOLUSD |
|---|---|---|
| Max Drawdown | -18.17% | -64.93% |
| Longest DD Days | 350.0 | 178.0 |
| Avg. Drawdown | -9.71% | -11.98% |
| Avg. Drawdown Days | 202.0 | 23.0 |
| Recovery Factor | -0.46 | 0.05 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-07-31 | 2025-07-17 | -18.17 | 350 |
| 2024-06-01 | 2024-07-25 | -1.26 | 54 |
| Metric | 12313985:solusd:triple_med_gx:zlema35_45 | 12313985:SOLUSD |
|---|---|---|
| Best Day | 4.23% | 19.54% |
| Worst Day | -5.57% | -14.23% |
| Best Week | 5.07% | 21.25% |
| Worst Week | -6.93% | -17.1% |
| Best Month | 6.98% | 41.15% |
| Worst Month | -9.11% | -36.08% |
| Best Year | -4.01% | 13.13% |
| Worst Year | -4.59% | -8.87% |
| Avg. Up Day | 1.35% | 1.4% |
| Avg. Down Day | -1.1% | -1.24% |
| Avg. Up Week | 2.68% | 7.62% |
| Avg. Down Week | -2.47% | -6.83% |
| Avg. Up Month | 2.74% | 18.85% |
| Avg. Down Month | -3.37% | -17.31% |
| Win Days % | 37.1% | 49.3% |
| Win Month % | 35.71% | 57.14% |
| Win Week % | 46.88% | 51.67% |
| Win Quarter % | 33.33% | 66.67% |
| Win Year % | 0.0% | 50.0% |