| Metric | 12333907:solusd:triple_med_gx:zlema185_105 | 12333907:SOLUSD |
|---|---|---|
| Time in Market | 14.0% | 100.0% |
| Cumulative Return | 57.83% | 3.1% |
| Max Drawdown | -35.23% | -64.93% |
| Sharpe | 0.68 | 0.23 |
| Sortino | 1.08 | 0.34 |
| Payoff Ratio | 1.17 | 1.12 |
| Profit Factor | 1.32 | 1.04 |
| Common Sense Ratio | 3.44 | 1.06 |
| CPC Index | 0.8 | 0.57 |
| Tail Ratio | 2.61 | 1.02 |
| Outlier Win Ratio | 33.01 | 2.88 |
| Outlier Loss Ratio | 2.98 | 2.89 |
| Volatility (ann.) | 16.9% | 43.08% |
| R^2 | 0.15 | 0.15 |
| Calmar | 1.42 | 0.04 |
| Skew | 1.5 | 0.64 |
| Kurtosis | 40.38 | 8.72 |
| Expected Daily % | 0.03% | 0.0% |
| Expected Monthly % | 3.31% | 0.22% |
| Expected Yearly % | 25.63% | 1.54% |
| Kelly Criterion | 10.55% | 4.21% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.42% | -3.68% |
| Expected Shortfall (cVaR) | -1.42% | -3.68% |
| Year | 12333907:SOLUSD | 12333907:solusd:triple_med_gx:zlema185_105 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 13.13 | 16.24 | 1.24 | + |
| 2025 | -8.87 | 35.78 | -4.04 | + |
| Metric | 12333907:solusd:triple_med_gx:zlema185_105 | 12333907:SOLUSD |
|---|---|---|
| MTD | 0.0% | 11.11% |
| 3M | 23.22% | 36.47% |
| 6M | 35.16% | -8.22% |
| YTD | 35.78% | -8.87% |
| 1Y | 46.97% | 7.09% |
| 3Y (ann.) | 49.97% | 2.75% |
| 5Y (ann.) | 49.97% | 2.75% |
| Metric | 12333907:solusd:triple_med_gx:zlema185_105 | 12333907:SOLUSD |
|---|---|---|
| Max Drawdown | -35.23% | -64.93% |
| Longest DD Days | 178.0 | 178.0 |
| Avg. Drawdown | -6.54% | -11.98% |
| Avg. Drawdown Days | 32.0 | 23.0 |
| Recovery Factor | 1.64 | 0.05 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-19 | 2025-07-17 | -35.23 | 178 |
| 2024-07-16 | 2024-11-10 | -24.43 | 117 |
| 2024-11-29 | 2025-01-15 | -4.02 | 47 |
| 2024-06-01 | 2024-07-14 | -3.56 | 42 |
| 2024-11-10 | 2024-11-11 | -3.21 | 0 |
| 2024-11-24 | 2024-11-29 | -3.21 | 5 |
| 2025-01-16 | 2025-01-17 | -1.56 | 0 |
| 2025-01-16 | 2025-01-16 | -1.43 | 0 |
| 2025-01-17 | 2025-01-17 | -0.97 | 0 |
| 2024-07-14 | 2024-07-14 | -0.50 | 0 |
| Metric | 12333907:solusd:triple_med_gx:zlema185_105 | 12333907:SOLUSD |
|---|---|---|
| Best Day | 11.15% | 19.54% |
| Worst Day | -7.37% | -14.23% |
| Best Week | 20.28% | 21.25% |
| Worst Week | -11.71% | -17.1% |
| Best Month | 32.93% | 41.15% |
| Worst Month | -20.72% | -36.08% |
| Best Year | 35.78% | 13.13% |
| Worst Year | 16.24% | -8.87% |
| Avg. Up Day | 1.8% | 1.81% |
| Avg. Down Day | -1.54% | -1.61% |
| Avg. Up Week | 13.44% | 14.86% |
| Avg. Down Week | -5.65% | -8.11% |
| Avg. Up Month | 20.06% | 20.01% |
| Avg. Down Month | -8.34% | -22.53% |
| Win Days % | 51.74% | 49.3% |
| Win Month % | 50.0% | 57.14% |
| Win Week % | 59.09% | 51.67% |
| Win Quarter % | 60.0% | 66.67% |
| Win Year % | 100.0% | 50.0% |