| Metric | 12318107:solusd:triple_med_gx:zlema130_60 | 12318107:SOLUSD |
|---|---|---|
| Time in Market | 14.0% | 100.0% |
| Cumulative Return | -17.48% | 3.1% |
| Max Drawdown | -37.54% | -64.93% |
| Sharpe | -0.23 | 0.23 |
| Sortino | -0.31 | 0.34 |
| Payoff Ratio | 1.01 | 0.95 |
| Profit Factor | 0.91 | 1.04 |
| Common Sense Ratio | 1.01 | 1.06 |
| CPC Index | 0.41 | 0.48 |
| Tail Ratio | 1.11 | 1.02 |
| Outlier Win Ratio | 44.44 | 2.63 |
| Outlier Loss Ratio | 3.37 | 2.86 |
| Volatility (ann.) | 14.25% | 43.08% |
| R^2 | 0.11 | 0.11 |
| Calmar | -0.42 | 0.04 |
| Skew | -1.04 | 0.64 |
| Kurtosis | 53.97 | 8.72 |
| Expected Daily % | -0.01% | 0.0% |
| Expected Monthly % | -1.36% | 0.22% |
| Expected Yearly % | -9.16% | 1.54% |
| Kelly Criterion | -10.38% | -4.14% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.24% | -3.68% |
| Expected Shortfall (cVaR) | -1.24% | -3.68% |
| Year | 12318107:SOLUSD | 12318107:solusd:triple_med_gx:zlema130_60 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 13.13 | 1.80 | 0.14 | - |
| 2025 | -8.87 | -18.94 | 2.14 | - |
| Metric | 12318107:solusd:triple_med_gx:zlema130_60 | 12318107:SOLUSD |
|---|---|---|
| MTD | 9.57% | 11.11% |
| 3M | 7.08% | 36.47% |
| 6M | -16.17% | -8.22% |
| YTD | -18.94% | -8.87% |
| 1Y | -19.27% | 7.09% |
| 3Y (ann.) | -15.68% | 2.75% |
| 5Y (ann.) | -15.68% | 2.75% |
| Metric | 12318107:solusd:triple_med_gx:zlema130_60 | 12318107:SOLUSD |
|---|---|---|
| Max Drawdown | -37.54% | -64.93% |
| Longest DD Days | 352.0 | 178.0 |
| Avg. Drawdown | -11.81% | -11.98% |
| Avg. Drawdown Days | 94.0 | 23.0 |
| Recovery Factor | -0.47 | 0.05 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-07-29 | 2025-07-17 | -37.54 | 352 |
| 2024-07-07 | 2024-07-29 | -8.65 | 22 |
| 2024-07-04 | 2024-07-05 | -0.60 | 0 |
| 2024-07-05 | 2024-07-06 | -0.46 | 0 |
| Metric | 12318107:solusd:triple_med_gx:zlema130_60 | 12318107:SOLUSD |
|---|---|---|
| Best Day | 9.71% | 19.54% |
| Worst Day | -9.56% | -14.23% |
| Best Week | 15.96% | 21.25% |
| Worst Week | -10.61% | -17.1% |
| Best Month | 17.93% | 41.15% |
| Worst Month | -16.32% | -36.08% |
| Best Year | 1.8% | 13.13% |
| Worst Year | -18.94% | -8.87% |
| Avg. Up Day | 1.44% | 1.46% |
| Avg. Down Day | -1.43% | -1.54% |
| Avg. Up Week | 6.2% | 8.49% |
| Avg. Down Week | -5.75% | -7.85% |
| Avg. Up Month | 7.74% | 11.83% |
| Avg. Down Month | -6.0% | -12.72% |
| Win Days % | 44.64% | 49.3% |
| Win Month % | 36.36% | 57.14% |
| Win Week % | 43.48% | 51.67% |
| Win Quarter % | 40.0% | 66.67% |
| Win Year % | 50.0% | 50.0% |