| Metric | 12327191:solusd:triple_med_gx:zlema70_85 | 12327191:SOLUSD |
|---|---|---|
| Time in Market | 4.0% | 100.0% |
| Cumulative Return | 22.71% | 3.1% |
| Max Drawdown | -8.49% | -64.93% |
| Sharpe | 0.59 | 0.23 |
| Sortino | 1.22 | 0.34 |
| Payoff Ratio | 1.55 | 1.29 |
| Profit Factor | 1.92 | 1.04 |
| Common Sense Ratio | NaN | 1.06 |
| CPC Index | 1.52 | 0.66 |
| Tail Ratio | NaN | 1.02 |
| Outlier Win Ratio | 115.89 | 2.04 |
| Outlier Loss Ratio | 3.42 | 2.07 |
| Volatility (ann.) | 8.23% | 43.08% |
| R^2 | 0.04 | 0.04 |
| Calmar | 2.35 | 0.04 |
| Skew | 12.38 | 0.64 |
| Kurtosis | 360.65 | 8.72 |
| Expected Daily % | 0.01% | 0.0% |
| Expected Monthly % | 1.47% | 0.22% |
| Expected Yearly % | 10.77% | 1.54% |
| Kelly Criterion | 19.34% | 9.9% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.7% | -3.68% |
| Expected Shortfall (cVaR) | -0.7% | -3.68% |
| Year | 12327191:SOLUSD | 12327191:solusd:triple_med_gx:zlema70_85 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 13.13 | 15.56 | 1.18 | + |
| 2025 | -8.87 | 6.18 | -0.70 | + |
| Metric | 12327191:solusd:triple_med_gx:zlema70_85 | 12327191:SOLUSD |
|---|---|---|
| MTD | 0.0% | 11.11% |
| 3M | 0.0% | 36.47% |
| 6M | 3.84% | -8.22% |
| YTD | 6.18% | -8.87% |
| 1Y | 25.4% | 7.09% |
| 3Y (ann.) | 19.93% | 2.75% |
| 5Y (ann.) | 19.93% | 2.75% |
| Metric | 12327191:solusd:triple_med_gx:zlema70_85 | 12327191:SOLUSD |
|---|---|---|
| Max Drawdown | -8.49% | -64.93% |
| Longest DD Days | 157.0 | 178.0 |
| Avg. Drawdown | -2.92% | -11.98% |
| Avg. Drawdown Days | 47.0 | 23.0 |
| Recovery Factor | 2.67 | 0.05 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-01 | 2024-11-06 | -8.49 | 157 |
| 2025-01-15 | 2025-04-07 | -4.62 | 82 |
| 2024-11-30 | 2025-01-14 | -2.05 | 44 |
| 2024-11-07 | 2024-11-07 | -1.48 | 0 |
| 2024-11-06 | 2024-11-06 | -0.51 | 0 |
| 2025-01-14 | 2025-01-14 | -0.36 | 0 |
| Metric | 12327191:solusd:triple_med_gx:zlema70_85 | 12327191:SOLUSD |
|---|---|---|
| Best Day | 11.15% | 19.54% |
| Worst Day | -6.09% | -14.23% |
| Best Week | 26.03% | 21.25% |
| Worst Week | -6.32% | -17.1% |
| Best Month | 24.65% | 41.15% |
| Worst Month | -6.32% | -36.08% |
| Best Year | 15.56% | 13.13% |
| Worst Year | 6.18% | -8.87% |
| Avg. Up Day | 1.69% | 1.73% |
| Avg. Down Day | -1.09% | -1.34% |
| Avg. Up Week | 13.9% | 18.74% |
| Avg. Down Week | -2.02% | -7.44% |
| Avg. Up Month | 9.39% | 23.79% |
| Avg. Down Month | -2.83% | -22.53% |
| Win Days % | 50.94% | 49.3% |
| Win Month % | 44.44% | 57.14% |
| Win Week % | 44.44% | 51.67% |
| Win Quarter % | 40.0% | 66.67% |
| Win Year % | 100.0% | 50.0% |