| Metric | 12316648:solusd:triple_med_gx:zlema130_55 | 12316648:SOLUSD |
|---|---|---|
| Time in Market | 16.0% | 100.0% |
| Cumulative Return | 21.15% | 3.1% |
| Max Drawdown | -29.7% | -64.93% |
| Sharpe | 0.37 | 0.23 |
| Sortino | 0.56 | 0.34 |
| Payoff Ratio | 1.18 | 1.04 |
| Profit Factor | 1.15 | 1.04 |
| Common Sense Ratio | 1.53 | 1.06 |
| CPC Index | 0.64 | 0.53 |
| Tail Ratio | 1.33 | 1.02 |
| Outlier Win Ratio | 37.55 | 2.75 |
| Outlier Loss Ratio | 3.79 | 2.82 |
| Volatility (ann.) | 13.98% | 43.08% |
| R^2 | 0.11 | 0.11 |
| Calmar | 0.63 | 0.04 |
| Skew | 0.75 | 0.64 |
| Kurtosis | 40.35 | 8.72 |
| Expected Daily % | 0.01% | 0.0% |
| Expected Monthly % | 1.38% | 0.22% |
| Expected Yearly % | 10.07% | 1.54% |
| Kelly Criterion | 2.32% | 0.61% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.19% | -3.68% |
| Expected Shortfall (cVaR) | -1.19% | -3.68% |
| Year | 12316648:SOLUSD | 12316648:solusd:triple_med_gx:zlema130_55 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 13.13 | 22.63 | 1.72 | + |
| 2025 | -8.87 | -1.21 | 0.14 | + |
| Metric | 12316648:solusd:triple_med_gx:zlema130_55 | 12316648:SOLUSD |
|---|---|---|
| MTD | 11.11% | 11.11% |
| 3M | 17.11% | 36.47% |
| 6M | -0.04% | -8.22% |
| YTD | -1.21% | -8.87% |
| 1Y | 17.6% | 7.09% |
| 3Y (ann.) | 18.58% | 2.75% |
| 5Y (ann.) | 18.58% | 2.75% |
| Metric | 12316648:solusd:triple_med_gx:zlema130_55 | 12316648:SOLUSD |
|---|---|---|
| Max Drawdown | -29.7% | -64.93% |
| Longest DD Days | 240.0 | 178.0 |
| Avg. Drawdown | -5.24% | -11.98% |
| Avg. Drawdown Days | 26.0 | 23.0 |
| Recovery Factor | 0.71 | 0.05 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-11-18 | 2025-07-17 | -29.70 | 240 |
| 2024-07-29 | 2024-09-26 | -15.18 | 59 |
| 2024-07-07 | 2024-07-29 | -8.32 | 22 |
| 2024-10-29 | 2024-11-17 | -7.48 | 18 |
| 2024-10-01 | 2024-10-21 | -5.22 | 19 |
| 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 |
| 2024-09-27 | 2024-09-27 | -0.76 | 0 |
| Metric | 12316648:solusd:triple_med_gx:zlema130_55 | 12316648:SOLUSD |
|---|---|---|
| Best Day | 9.71% | 19.54% |
| Worst Day | -7.19% | -14.23% |
| Best Week | 14.57% | 21.25% |
| Worst Week | -10.61% | -17.1% |
| Best Month | 20.65% | 41.15% |
| Worst Month | -11.73% | -36.08% |
| Best Year | 22.63% | 13.13% |
| Worst Year | -1.21% | -8.87% |
| Avg. Up Day | 1.45% | 1.47% |
| Avg. Down Day | -1.23% | -1.41% |
| Avg. Up Week | 6.39% | 8.67% |
| Avg. Down Week | -4.35% | -8.07% |
| Avg. Up Month | 8.01% | 17.82% |
| Avg. Down Month | -6.34% | -18.54% |
| Win Days % | 47.1% | 49.3% |
| Win Month % | 63.64% | 57.14% |
| Win Week % | 48.28% | 51.67% |
| Win Quarter % | 80.0% | 66.67% |
| Win Year % | 50.0% | 50.0% |