| Metric | 12332012:solusd:triple_med_gx:zlema215_100 | 12332012:SOLUSD |
|---|---|---|
| Time in Market | 14.0% | 100.0% |
| Cumulative Return | 17.22% | 3.1% |
| Max Drawdown | -34.88% | -64.93% |
| Sharpe | 0.29 | 0.23 |
| Sortino | 0.41 | 0.34 |
| Payoff Ratio | 1.14 | 1.11 |
| Profit Factor | 1.13 | 1.04 |
| Common Sense Ratio | 1.83 | 1.06 |
| CPC Index | 0.62 | 0.57 |
| Tail Ratio | 1.61 | 1.02 |
| Outlier Win Ratio | 35.91 | 2.89 |
| Outlier Loss Ratio | 2.87 | 2.83 |
| Volatility (ann.) | 17.92% | 43.08% |
| R^2 | 0.17 | 0.17 |
| Calmar | 0.43 | 0.04 |
| Skew | -0.55 | 0.64 |
| Kurtosis | 63.78 | 8.72 |
| Expected Daily % | 0.01% | 0.0% |
| Expected Monthly % | 1.14% | 0.22% |
| Expected Yearly % | 8.27% | 1.54% |
| Kelly Criterion | 2.14% | 3.74% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.53% | -3.68% |
| Expected Shortfall (cVaR) | -1.53% | -3.68% |
| Year | 12332012:SOLUSD | 12332012:solusd:triple_med_gx:zlema215_100 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 13.13 | -15.84 | -1.21 | - |
| 2025 | -8.87 | 39.28 | -4.43 | + |
| Metric | 12332012:solusd:triple_med_gx:zlema215_100 | 12332012:SOLUSD |
|---|---|---|
| MTD | 0.0% | 11.11% |
| 3M | 19.68% | 36.47% |
| 6M | 37.96% | -8.22% |
| YTD | 39.28% | -8.87% |
| 1Y | 7.75% | 7.09% |
| 3Y (ann.) | 15.15% | 2.75% |
| 5Y (ann.) | 15.15% | 2.75% |
| Metric | 12332012:solusd:triple_med_gx:zlema215_100 | 12332012:SOLUSD |
|---|---|---|
| Max Drawdown | -34.88% | -64.93% |
| Longest DD Days | 169.0 | 178.0 |
| Avg. Drawdown | -9.77% | -11.98% |
| Avg. Drawdown Days | 54.0 | 23.0 |
| Recovery Factor | 0.49 | 0.05 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-08-02 | 2025-01-18 | -34.88 | 169 |
| 2025-01-30 | 2025-07-17 | -27.23 | 167 |
| 2024-06-01 | 2024-07-10 | -3.03 | 38 |
| 2024-07-10 | 2024-07-14 | -2.45 | 3 |
| 2024-07-14 | 2024-07-14 | -0.50 | 0 |
| 2024-07-15 | 2024-07-15 | -0.25 | 0 |
| 2024-06-01 | 2024-06-01 | -0.08 | 0 |
| Metric | 12332012:solusd:triple_med_gx:zlema215_100 | 12332012:SOLUSD |
|---|---|---|
| Best Day | 11.15% | 19.54% |
| Worst Day | -14.23% | -14.23% |
| Best Week | 29.94% | 21.25% |
| Worst Week | -24.12% | -17.1% |
| Best Month | 46.96% | 41.15% |
| Worst Month | -29.65% | -36.08% |
| Best Year | 39.28% | 13.13% |
| Worst Year | -15.84% | -8.87% |
| Avg. Up Day | 1.84% | 1.86% |
| Avg. Down Day | -1.61% | -1.67% |
| Avg. Up Week | 14.19% | 14.86% |
| Avg. Down Week | -6.1% | -7.84% |
| Avg. Up Month | 23.74% | 21.81% |
| Avg. Down Month | -9.82% | -21.21% |
| Win Days % | 47.77% | 49.3% |
| Win Month % | 36.36% | 57.14% |
| Win Week % | 42.86% | 51.67% |
| Win Quarter % | 60.0% | 66.67% |
| Win Year % | 50.0% | 50.0% |