| Metric | 12316643:solusd:triple_med_gx:zlema100_55 | 12316643:SOLUSD |
|---|---|---|
| Time in Market | 15.0% | 100.0% |
| Cumulative Return | 12.52% | 3.1% |
| Max Drawdown | -33.74% | -64.93% |
| Sharpe | 0.26 | 0.23 |
| Sortino | 0.4 | 0.34 |
| Payoff Ratio | 1.23 | 1.11 |
| Profit Factor | 1.11 | 1.04 |
| Common Sense Ratio | 1.26 | 1.06 |
| CPC Index | 0.61 | 0.57 |
| Tail Ratio | 1.13 | 1.02 |
| Outlier Win Ratio | 42.62 | 2.7 |
| Outlier Loss Ratio | 3.92 | 2.78 |
| Volatility (ann.) | 13.24% | 43.08% |
| R^2 | 0.09 | 0.09 |
| Calmar | 0.33 | 0.04 |
| Skew | 1.11 | 0.64 |
| Kurtosis | 47.81 | 8.72 |
| Expected Daily % | 0.01% | 0.0% |
| Expected Monthly % | 0.85% | 0.22% |
| Expected Yearly % | 6.08% | 1.54% |
| Kelly Criterion | -0.25% | 3.69% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.13% | -3.68% |
| Expected Shortfall (cVaR) | -1.13% | -3.68% |
| Year | 12316643:SOLUSD | 12316643:solusd:triple_med_gx:zlema100_55 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 13.13 | 26.24 | 2.00 | + |
| 2025 | -8.87 | -10.87 | 1.23 | - |
| Metric | 12316643:solusd:triple_med_gx:zlema100_55 | 12316643:SOLUSD |
|---|---|---|
| MTD | 11.11% | 11.11% |
| 3M | 13.81% | 36.47% |
| 6M | -9.0% | -8.22% |
| YTD | -10.87% | -8.87% |
| 1Y | 3.61% | 7.09% |
| 3Y (ann.) | 11.04% | 2.75% |
| 5Y (ann.) | 11.04% | 2.75% |
| Metric | 12316643:solusd:triple_med_gx:zlema100_55 | 12316643:SOLUSD |
|---|---|---|
| Max Drawdown | -33.74% | -64.93% |
| Longest DD Days | 240.0 | 178.0 |
| Avg. Drawdown | -5.76% | -11.98% |
| Avg. Drawdown Days | 29.0 | 23.0 |
| Recovery Factor | 0.37 | 0.05 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-11-18 | 2025-07-17 | -33.74 | 240 |
| 2024-07-29 | 2024-10-20 | -19.38 | 83 |
| 2024-10-29 | 2024-11-17 | -6.70 | 18 |
| 2024-07-27 | 2024-07-29 | -2.49 | 1 |
| 2024-10-21 | 2024-10-27 | -2.25 | 6 |
| 2024-10-28 | 2024-10-28 | -1.32 | 0 |
| 2024-11-17 | 2024-11-17 | -1.22 | 0 |
| 2024-10-28 | 2024-10-28 | -1.18 | 0 |
| 2024-07-05 | 2024-07-06 | -0.46 | 0 |
| 2024-07-05 | 2024-07-05 | -0.18 | 0 |
| Metric | 12316643:solusd:triple_med_gx:zlema100_55 | 12316643:SOLUSD |
|---|---|---|
| Best Day | 9.71% | 19.54% |
| Worst Day | -7.19% | -14.23% |
| Best Week | 14.57% | 21.25% |
| Worst Week | -11.49% | -17.1% |
| Best Month | 20.65% | 41.15% |
| Worst Month | -12.97% | -36.08% |
| Best Year | 26.24% | 13.13% |
| Worst Year | -10.87% | -8.87% |
| Avg. Up Day | 1.48% | 1.5% |
| Avg. Down Day | -1.2% | -1.35% |
| Avg. Up Week | 5.36% | 8.63% |
| Avg. Down Week | -4.01% | -8.15% |
| Avg. Up Month | 8.91% | 18.53% |
| Avg. Down Month | -7.69% | -24.39% |
| Win Days % | 44.64% | 49.3% |
| Win Month % | 58.33% | 57.14% |
| Win Week % | 42.42% | 51.67% |
| Win Quarter % | 80.0% | 66.67% |
| Win Year % | 50.0% | 50.0% |