| Metric | 12328939:solusd:triple_med_gx:zlema160_90 | 12328939:SOLUSD |
|---|---|---|
| Time in Market | 9.0% | 100.0% |
| Cumulative Return | -14.64% | 3.1% |
| Max Drawdown | -22.98% | -64.93% |
| Sharpe | -0.28 | 0.23 |
| Sortino | -0.39 | 0.34 |
| Payoff Ratio | 1.17 | 1.15 |
| Profit Factor | 0.87 | 1.04 |
| Common Sense Ratio | NaN | 1.06 |
| CPC Index | 0.42 | 0.59 |
| Tail Ratio | NaN | 1.02 |
| Outlier Win Ratio | 69.66 | 2.5 |
| Outlier Loss Ratio | 3.3 | 2.79 |
| Volatility (ann.) | 10.46% | 43.08% |
| R^2 | 0.06 | 0.06 |
| Calmar | -0.57 | 0.04 |
| Skew | 0.02 | 0.64 |
| Kurtosis | 39.29 | 8.72 |
| Expected Daily % | -0.01% | 0.0% |
| Expected Monthly % | -1.12% | 0.22% |
| Expected Yearly % | -7.61% | 1.54% |
| Kelly Criterion | -8.82% | 5.13% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.91% | -3.68% |
| Expected Shortfall (cVaR) | -0.91% | -3.68% |
| Year | 12328939:SOLUSD | 12328939:solusd:triple_med_gx:zlema160_90 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 13.13 | 2.06 | 0.16 | - |
| 2025 | -8.87 | -16.36 | 1.85 | - |
| Metric | 12328939:solusd:triple_med_gx:zlema160_90 | 12328939:SOLUSD |
|---|---|---|
| MTD | -0.65% | 11.11% |
| 3M | 5.54% | 36.47% |
| 6M | -4.32% | -8.22% |
| YTD | -16.36% | -8.87% |
| 1Y | -8.91% | 7.09% |
| 3Y (ann.) | -13.11% | 2.75% |
| 5Y (ann.) | -13.11% | 2.75% |
| Metric | 12328939:solusd:triple_med_gx:zlema160_90 | 12328939:SOLUSD |
|---|---|---|
| Max Drawdown | -22.98% | -64.93% |
| Longest DD Days | 191.0 | 178.0 |
| Avg. Drawdown | -10.91% | -11.98% |
| Avg. Drawdown Days | 94.0 | 23.0 |
| Recovery Factor | -0.64 | 0.05 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-06 | 2025-07-17 | -22.98 | 191 |
| 2024-07-03 | 2024-10-21 | -18.16 | 110 |
| 2024-10-21 | 2025-01-06 | -2.32 | 77 |
| 2024-07-02 | 2024-07-02 | -0.18 | 0 |
| Metric | 12328939:solusd:triple_med_gx:zlema160_90 | 12328939:SOLUSD |
|---|---|---|
| Best Day | 5.32% | 19.54% |
| Worst Day | -5.43% | -14.23% |
| Best Week | 11.77% | 21.25% |
| Worst Week | -12.58% | -17.1% |
| Best Month | 7.69% | 41.15% |
| Worst Month | -12.58% | -36.08% |
| Best Year | 2.06% | 13.13% |
| Worst Year | -16.36% | -8.87% |
| Avg. Up Day | 1.58% | 1.58% |
| Avg. Down Day | -1.35% | -1.38% |
| Avg. Up Week | 5.68% | 7.27% |
| Avg. Down Week | -7.47% | -8.22% |
| Avg. Up Month | 4.66% | 13.88% |
| Avg. Down Month | -4.31% | -18.54% |
| Win Days % | 41.3% | 49.3% |
| Win Month % | 37.5% | 57.14% |
| Win Week % | 41.67% | 51.67% |
| Win Quarter % | 40.0% | 66.67% |
| Win Year % | 50.0% | 50.0% |