| Metric | 12328700:solusd:triple_med_gx:zlema85_90 | 12328700:SOLUSD |
|---|---|---|
| Time in Market | 2.0% | 100.0% |
| Cumulative Return | -13.75% | 3.1% |
| Max Drawdown | -13.75% | -64.93% |
| Sharpe | -0.74 | 0.23 |
| Sortino | -0.89 | 0.34 |
| Payoff Ratio | 1.26 | 0.94 |
| Profit Factor | 0.36 | 1.04 |
| Common Sense Ratio | NaN | 1.06 |
| CPC Index | 0.08 | 0.48 |
| Tail Ratio | NaN | 1.02 |
| Outlier Win Ratio | 592.42 | 1.81 |
| Outlier Loss Ratio | 3.22 | 2.07 |
| Volatility (ann.) | 4.33% | 43.08% |
| R^2 | 0.01 | 0.01 |
| Calmar | -0.9 | 0.04 |
| Skew | -4.94 | 0.64 |
| Kurtosis | 335.78 | 8.72 |
| Expected Daily % | -0.01% | 0.0% |
| Expected Monthly % | -1.05% | 0.22% |
| Expected Yearly % | -7.13% | 1.54% |
| Kelly Criterion | -47.09% | -4.72% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.38% | -3.68% |
| Expected Shortfall (cVaR) | -0.38% | -3.68% |
| Year | 12328700:SOLUSD | 12328700:solusd:triple_med_gx:zlema85_90 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 13.13 | -8.06 | -0.61 | - |
| 2025 | -8.87 | -6.19 | 0.70 | + |
| Metric | 12328700:solusd:triple_med_gx:zlema85_90 | 12328700:SOLUSD |
|---|---|---|
| MTD | 0.0% | 11.11% |
| 3M | -3.55% | 36.47% |
| 6M | -6.02% | -8.22% |
| YTD | -6.19% | -8.87% |
| 1Y | -13.67% | 7.09% |
| 3Y (ann.) | -12.31% | 2.75% |
| 5Y (ann.) | -12.31% | 2.75% |
| Metric | 12328700:solusd:triple_med_gx:zlema85_90 | 12328700:SOLUSD |
|---|---|---|
| Max Drawdown | -13.75% | -64.93% |
| Longest DD Days | 410.0 | 178.0 |
| Avg. Drawdown | -13.75% | -11.98% |
| Avg. Drawdown Days | 410.0 | 23.0 |
| Recovery Factor | -1.0 | 0.05 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-01 | 2025-07-17 | -13.75 | 410 |
| Metric | 12328700:solusd:triple_med_gx:zlema85_90 | 12328700:SOLUSD |
|---|---|---|
| Best Day | 4.84% | 19.54% |
| Worst Day | -5.14% | -14.23% |
| Best Week | 5.57% | 21.25% |
| Worst Week | -5.31% | -17.1% |
| Best Month | 5.57% | 41.15% |
| Worst Month | -5.31% | -36.08% |
| Best Year | -6.19% | 13.13% |
| Worst Year | -8.06% | -8.87% |
| Avg. Up Day | 1.59% | 1.66% |
| Avg. Down Day | -1.26% | -1.77% |
| Avg. Up Week | NaN% | NaN% |
| Avg. Down Week | -1.5% | -6.92% |
| Avg. Up Month | NaN% | NaN% |
| Avg. Down Month | -1.08% | -24.19% |
| Win Days % | 17.86% | 49.3% |
| Win Month % | 11.11% | 57.14% |
| Win Week % | 7.69% | 51.67% |
| Win Quarter % | 20.0% | 66.67% |
| Win Year % | 0.0% | 50.0% |