| Metric | 12318396:solusd:triple_med_gx:zlema70_60 | 12318396:SOLUSD |
|---|---|---|
| Time in Market | 6.0% | 100.0% |
| Cumulative Return | 14.46% | 3.1% |
| Max Drawdown | -8.05% | -64.93% |
| Sharpe | 0.52 | 0.23 |
| Sortino | 0.97 | 0.34 |
| Payoff Ratio | 1.88 | 1.2 |
| Profit Factor | 1.48 | 1.04 |
| Common Sense Ratio | NaN | 1.06 |
| CPC Index | 1.07 | 0.61 |
| Tail Ratio | NaN | 1.02 |
| Outlier Win Ratio | 120.55 | 2.1 |
| Outlier Loss Ratio | 5.37 | 2.1 |
| Volatility (ann.) | 6.13% | 43.08% |
| R^2 | 0.02 | 0.02 |
| Calmar | 1.58 | 0.04 |
| Skew | 7.33 | 0.64 |
| Kurtosis | 183.17 | 8.72 |
| Expected Daily % | 0.01% | 0.0% |
| Expected Monthly % | 0.97% | 0.22% |
| Expected Yearly % | 6.99% | 1.54% |
| Kelly Criterion | 5.94% | 7.2% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.52% | -3.68% |
| Expected Shortfall (cVaR) | -0.52% | -3.68% |
| Year | 12318396:SOLUSD | 12318396:solusd:triple_med_gx:zlema70_60 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 13.13 | 8.17 | 0.62 | - |
| 2025 | -8.87 | 5.82 | -0.66 | + |
| Metric | 12318396:solusd:triple_med_gx:zlema70_60 | 12318396:SOLUSD |
|---|---|---|
| MTD | -0.55% | 11.11% |
| 3M | 0.1% | 36.47% |
| 6M | 5.82% | -8.22% |
| YTD | 5.82% | -8.87% |
| 1Y | 12.97% | 7.09% |
| 3Y (ann.) | 12.74% | 2.75% |
| 5Y (ann.) | 12.74% | 2.75% |
| Metric | 12318396:solusd:triple_med_gx:zlema70_60 | 12318396:SOLUSD |
|---|---|---|
| Max Drawdown | -8.05% | -64.93% |
| Longest DD Days | 102.0 | 178.0 |
| Avg. Drawdown | -2.84% | -11.98% |
| Avg. Drawdown Days | 34.0 | 23.0 |
| Recovery Factor | 1.8 | 0.05 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-08-11 | 2024-11-21 | -8.05 | 102 |
| 2025-05-27 | 2025-07-17 | -5.08 | 50 |
| 2024-12-17 | 2025-02-11 | -3.54 | 55 |
| 2025-02-13 | 2025-03-04 | -1.96 | 19 |
| 2025-04-11 | 2025-05-10 | -1.86 | 29 |
| 2024-06-26 | 2024-07-12 | -1.13 | 16 |
| 2025-05-26 | 2025-05-27 | -0.95 | 0 |
| 2024-06-26 | 2024-06-26 | -0.18 | 0 |
| Metric | 12318396:solusd:triple_med_gx:zlema70_60 | 12318396:SOLUSD |
|---|---|---|
| Best Day | 7.09% | 19.54% |
| Worst Day | -3.36% | -14.23% |
| Best Week | 13.7% | 21.25% |
| Worst Week | -4.48% | -17.1% |
| Best Month | 12.06% | 41.15% |
| Worst Month | -6.21% | -36.08% |
| Best Year | 8.17% | 13.13% |
| Worst Year | 5.82% | -8.87% |
| Avg. Up Day | 1.39% | 1.48% |
| Avg. Down Day | -0.74% | -1.23% |
| Avg. Up Week | 3.04% | 7.81% |
| Avg. Down Week | -1.96% | -7.77% |
| Avg. Up Month | 4.49% | 19.52% |
| Avg. Down Month | -3.0% | -13.78% |
| Win Days % | 38.55% | 49.3% |
| Win Month % | 50.0% | 57.14% |
| Win Week % | 48.0% | 51.67% |
| Win Quarter % | 50.0% | 66.67% |
| Win Year % | 100.0% | 50.0% |