| Metric | 12316858:solusd:triple_med_gx:zlema35_55 | 12316858:SOLUSD |
|---|---|---|
| Time in Market | 13.0% | 100.0% |
| Cumulative Return | 5.2% | 3.1% |
| Max Drawdown | -19.27% | -64.93% |
| Sharpe | 0.15 | 0.23 |
| Sortino | 0.23 | 0.34 |
| Payoff Ratio | 1.33 | 1.17 |
| Profit Factor | 1.07 | 1.04 |
| Common Sense Ratio | 0.23 | 1.06 |
| CPC Index | 0.59 | 0.6 |
| Tail Ratio | 0.22 | 1.02 |
| Outlier Win Ratio | 48.31 | 2.52 |
| Outlier Loss Ratio | 4.21 | 2.77 |
| Volatility (ann.) | 11.72% | 43.08% |
| R^2 | 0.07 | 0.07 |
| Calmar | 0.24 | 0.04 |
| Skew | 2.05 | 0.64 |
| Kurtosis | 58.51 | 8.72 |
| Expected Daily % | 0.0% | 0.0% |
| Expected Monthly % | 0.36% | 0.22% |
| Expected Yearly % | 2.57% | 1.54% |
| Kelly Criterion | -2.93% | 6.1% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.0% | -3.68% |
| Expected Shortfall (cVaR) | -1.0% | -3.68% |
| Year | 12316858:SOLUSD | 12316858:solusd:triple_med_gx:zlema35_55 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 13.13 | 8.06 | 0.61 | - |
| 2025 | -8.87 | -2.65 | 0.30 | + |
| Metric | 12316858:solusd:triple_med_gx:zlema35_55 | 12316858:SOLUSD |
|---|---|---|
| MTD | 6.06% | 11.11% |
| 3M | 5.71% | 36.47% |
| 6M | 0.76% | -8.22% |
| YTD | -2.65% | -8.87% |
| 1Y | 8.16% | 7.09% |
| 3Y (ann.) | 4.6% | 2.75% |
| 5Y (ann.) | 4.6% | 2.75% |
| Metric | 12316858:solusd:triple_med_gx:zlema35_55 | 12316858:SOLUSD |
|---|---|---|
| Max Drawdown | -19.27% | -64.93% |
| Longest DD Days | 219.0 | 178.0 |
| Avg. Drawdown | -8.77% | -11.98% |
| Avg. Drawdown Days | 77.0 | 23.0 |
| Recovery Factor | 0.27 | 0.05 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-07-27 | 2024-11-17 | -19.27 | 112 |
| 2024-12-10 | 2025-07-17 | -17.23 | 219 |
| 2024-11-24 | 2024-11-26 | -3.21 | 2 |
| 2024-06-02 | 2024-07-26 | -2.91 | 53 |
| 2024-11-17 | 2024-11-17 | -1.22 | 0 |
| Metric | 12316858:solusd:triple_med_gx:zlema35_55 | 12316858:SOLUSD |
|---|---|---|
| Best Day | 9.71% | 19.54% |
| Worst Day | -5.94% | -14.23% |
| Best Week | 11.02% | 21.25% |
| Worst Week | -8.05% | -17.1% |
| Best Month | 15.9% | 41.15% |
| Worst Month | -17.06% | -36.08% |
| Best Year | 8.06% | 13.13% |
| Worst Year | -2.65% | -8.87% |
| Avg. Up Day | 1.51% | 1.55% |
| Avg. Down Day | -1.14% | -1.32% |
| Avg. Up Week | 5.26% | 7.38% |
| Avg. Down Week | -2.99% | -7.98% |
| Avg. Up Month | 10.84% | 20.59% |
| Avg. Down Month | -7.56% | -17.49% |
| Win Days % | 41.18% | 49.3% |
| Win Month % | 42.86% | 57.14% |
| Win Week % | 38.24% | 51.67% |
| Win Quarter % | 50.0% | 66.67% |
| Win Year % | 50.0% | 50.0% |