| Metric | 12316671:solusd:triple_med_gx:zlema260_55 | 12316671:SOLUSD |
|---|---|---|
| Time in Market | 23.0% | 100.0% |
| Cumulative Return | -19.18% | 3.1% |
| Max Drawdown | -42.29% | -64.93% |
| Sharpe | -0.19 | 0.23 |
| Sortino | -0.25 | 0.34 |
| Payoff Ratio | 1.04 | 0.96 |
| Profit Factor | 0.94 | 1.04 |
| Common Sense Ratio | 0.88 | 1.06 |
| CPC Index | 0.45 | 0.49 |
| Tail Ratio | 0.93 | 1.02 |
| Outlier Win Ratio | 26.75 | 2.78 |
| Outlier Loss Ratio | 3.66 | 3.03 |
| Volatility (ann.) | 17.33% | 43.08% |
| R^2 | 0.16 | 0.16 |
| Calmar | -0.41 | 0.04 |
| Skew | -0.45 | 0.64 |
| Kurtosis | 29.61 | 8.72 |
| Expected Daily % | -0.01% | 0.0% |
| Expected Monthly % | -1.51% | 0.22% |
| Expected Yearly % | -10.1% | 1.54% |
| Kelly Criterion | -6.14% | -3.39% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.5% | -3.68% |
| Expected Shortfall (cVaR) | -1.5% | -3.68% |
| Year | 12316671:SOLUSD | 12316671:solusd:triple_med_gx:zlema260_55 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 13.13 | 3.54 | 0.27 | - |
| 2025 | -8.87 | -21.95 | 2.48 | - |
| Metric | 12316671:solusd:triple_med_gx:zlema260_55 | 12316671:SOLUSD |
|---|---|---|
| MTD | 11.11% | 11.11% |
| 3M | 22.58% | 36.47% |
| 6M | -18.24% | -8.22% |
| YTD | -21.95% | -8.87% |
| 1Y | -19.18% | 7.09% |
| 3Y (ann.) | -17.23% | 2.75% |
| 5Y (ann.) | -17.23% | 2.75% |
| Metric | 12316671:solusd:triple_med_gx:zlema260_55 | 12316671:SOLUSD |
|---|---|---|
| Max Drawdown | -42.29% | -64.93% |
| Longest DD Days | 352.0 | 178.0 |
| Avg. Drawdown | -15.99% | -11.98% |
| Avg. Drawdown Days | 136.0 | 23.0 |
| Recovery Factor | -0.45 | 0.05 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-07-29 | 2025-07-17 | -42.29 | 352 |
| 2024-06-01 | 2024-07-25 | -3.21 | 54 |
| 2024-07-27 | 2024-07-29 | -2.49 | 1 |
| Metric | 12316671:solusd:triple_med_gx:zlema260_55 | 12316671:SOLUSD |
|---|---|---|
| Best Day | 9.71% | 19.54% |
| Worst Day | -9.45% | -14.23% |
| Best Week | 9.75% | 21.25% |
| Worst Week | -18.49% | -17.1% |
| Best Month | 11.36% | 41.15% |
| Worst Month | -17.42% | -36.08% |
| Best Year | 3.54% | 13.13% |
| Worst Year | -21.95% | -8.87% |
| Avg. Up Day | 1.39% | 1.4% |
| Avg. Down Day | -1.33% | -1.45% |
| Avg. Up Week | 6.35% | 9.4% |
| Avg. Down Week | -5.48% | -7.42% |
| Avg. Up Month | 8.59% | 17.69% |
| Avg. Down Month | -6.76% | -21.37% |
| Win Days % | 45.89% | 49.3% |
| Win Month % | 41.67% | 57.14% |
| Win Week % | 35.29% | 51.67% |
| Win Quarter % | 50.0% | 66.67% |
| Win Year % | 50.0% | 50.0% |