| Metric | 12318420:solusd:triple_med_gx:zlema70_60 | 12318420:SOLUSD |
|---|---|---|
| Time in Market | 4.0% | 100.0% |
| Cumulative Return | 27.58% | 3.1% |
| Max Drawdown | -5.25% | -64.93% |
| Sharpe | 0.86 | 0.23 |
| Sortino | 1.66 | 0.34 |
| Payoff Ratio | 1.58 | 1.22 |
| Profit Factor | 2.27 | 1.04 |
| Common Sense Ratio | NaN | 1.06 |
| CPC Index | 1.83 | 0.62 |
| Tail Ratio | NaN | 1.02 |
| Outlier Win Ratio | 118.03 | 2.06 |
| Outlier Loss Ratio | 4.24 | 2.07 |
| Volatility (ann.) | 6.52% | 43.08% |
| R^2 | 0.02 | 0.02 |
| Calmar | 4.6 | 0.04 |
| Skew | 6.45 | 0.64 |
| Kurtosis | 189.52 | 8.72 |
| Expected Daily % | 0.01% | 0.0% |
| Expected Monthly % | 1.76% | 0.22% |
| Expected Yearly % | 12.95% | 1.54% |
| Kelly Criterion | 19.85% | 7.66% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.55% | -3.68% |
| Expected Shortfall (cVaR) | -0.55% | -3.68% |
| Year | 12318420:SOLUSD | 12318420:solusd:triple_med_gx:zlema70_60 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 13.13 | 14.96 | 1.14 | + |
| 2025 | -8.87 | 10.98 | -1.24 | + |
| Metric | 12318420:solusd:triple_med_gx:zlema70_60 | 12318420:SOLUSD |
|---|---|---|
| MTD | 0.02% | 11.11% |
| 3M | 0.7% | 36.47% |
| 6M | 10.98% | -8.22% |
| YTD | 10.98% | -8.87% |
| 1Y | 24.54% | 7.09% |
| 3Y (ann.) | 24.15% | 2.75% |
| 5Y (ann.) | 24.15% | 2.75% |
| Metric | 12318420:solusd:triple_med_gx:zlema70_60 | 12318420:SOLUSD |
|---|---|---|
| Max Drawdown | -5.25% | -64.93% |
| Longest DD Days | 122.0 | 178.0 |
| Avg. Drawdown | -1.64% | -11.98% |
| Avg. Drawdown Days | 22.0 | 23.0 |
| Recovery Factor | 5.26 | 0.05 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-08-11 | 2024-08-12 | -5.25 | 0 |
| 2025-03-16 | 2025-07-17 | -4.21 | 122 |
| 2024-10-11 | 2024-11-21 | -3.37 | 40 |
| 2025-03-05 | 2025-03-05 | -1.82 | 0 |
| 2024-12-29 | 2025-02-13 | -1.40 | 46 |
| 2024-06-27 | 2024-07-12 | -0.83 | 15 |
| 2024-08-21 | 2024-09-09 | -0.45 | 19 |
| 2024-07-13 | 2024-07-13 | -0.24 | 0 |
| 2025-03-04 | 2025-03-04 | -0.18 | 0 |
| 2024-12-28 | 2024-12-28 | -0.18 | 0 |
| Metric | 12318420:solusd:triple_med_gx:zlema70_60 | 12318420:SOLUSD |
|---|---|---|
| Best Day | 7.09% | 19.54% |
| Worst Day | -5.08% | -14.23% |
| Best Week | 10.53% | 21.25% |
| Worst Week | -3.29% | -17.1% |
| Best Month | 11.41% | 41.15% |
| Worst Month | -3.19% | -36.08% |
| Best Year | 14.96% | 13.13% |
| Worst Year | 10.98% | -8.87% |
| Avg. Up Day | 1.62% | 1.68% |
| Avg. Down Day | -1.02% | -1.38% |
| Avg. Up Week | 2.77% | 11.23% |
| Avg. Down Week | -3.29% | -3.83% |
| Avg. Up Month | 3.18% | 18.53% |
| Avg. Down Month | -0.29% | -16.44% |
| Win Days % | 50.91% | 49.3% |
| Win Month % | 75.0% | 57.14% |
| Win Week % | 63.16% | 51.67% |
| Win Quarter % | 83.33% | 66.67% |
| Win Year % | 100.0% | 50.0% |