| Metric | 12333909:solusd:triple_med_gx:zlema195_105 | 12333909:SOLUSD |
|---|---|---|
| Time in Market | 15.0% | 100.0% |
| Cumulative Return | 39.49% | 3.1% |
| Max Drawdown | -36.17% | -64.93% |
| Sharpe | 0.51 | 0.23 |
| Sortino | 0.77 | 0.34 |
| Payoff Ratio | 1.12 | 1.08 |
| Profit Factor | 1.22 | 1.04 |
| Common Sense Ratio | 1.94 | 1.06 |
| CPC Index | 0.7 | 0.55 |
| Tail Ratio | 1.59 | 1.02 |
| Outlier Win Ratio | 32.25 | 2.91 |
| Outlier Loss Ratio | 2.98 | 3.02 |
| Volatility (ann.) | 17.57% | 43.08% |
| R^2 | 0.17 | 0.17 |
| Calmar | 0.95 | 0.04 |
| Skew | 1.06 | 0.64 |
| Kurtosis | 36.7 | 8.72 |
| Expected Daily % | 0.02% | 0.0% |
| Expected Monthly % | 2.41% | 0.22% |
| Expected Yearly % | 18.11% | 1.54% |
| Kelly Criterion | 7.7% | 2.39% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.49% | -3.68% |
| Expected Shortfall (cVaR) | -1.49% | -3.68% |
| Year | 12333909:SOLUSD | 12333909:solusd:triple_med_gx:zlema195_105 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 13.13 | 12.12 | 0.92 | - |
| 2025 | -8.87 | 24.41 | -2.75 | + |
| Metric | 12333909:solusd:triple_med_gx:zlema195_105 | 12333909:SOLUSD |
|---|---|---|
| MTD | 0.0% | 11.11% |
| 3M | 21.62% | 36.47% |
| 6M | 23.83% | -8.22% |
| YTD | 24.41% | -8.87% |
| 1Y | 29.83% | 7.09% |
| 3Y (ann.) | 34.39% | 2.75% |
| 5Y (ann.) | 34.39% | 2.75% |
| Metric | 12333909:solusd:triple_med_gx:zlema195_105 | 12333909:SOLUSD |
|---|---|---|
| Max Drawdown | -36.17% | -64.93% |
| Longest DD Days | 178.0 | 178.0 |
| Avg. Drawdown | -6.87% | -11.98% |
| Avg. Drawdown Days | 32.0 | 23.0 |
| Recovery Factor | 1.09 | 0.05 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-19 | 2025-07-17 | -36.17 | 178 |
| 2024-07-16 | 2024-11-10 | -24.41 | 117 |
| 2024-11-29 | 2025-01-15 | -7.13 | 47 |
| 2024-06-01 | 2024-07-14 | -3.51 | 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 | 12333909:solusd:triple_med_gx:zlema195_105 | 12333909:SOLUSD |
|---|---|---|
| Best Day | 11.15% | 19.54% |
| Worst Day | -7.37% | -14.23% |
| Best Week | 20.28% | 21.25% |
| Worst Week | -12.05% | -17.1% |
| Best Month | 32.93% | 41.15% |
| Worst Month | -18.79% | -36.08% |
| Best Year | 24.41% | 13.13% |
| Worst Year | 12.12% | -8.87% |
| Avg. Up Day | 1.78% | 1.79% |
| Avg. Down Day | -1.59% | -1.65% |
| Avg. Up Week | 13.44% | 14.86% |
| Avg. Down Week | -7.35% | -8.11% |
| Avg. Up Month | 19.08% | 20.01% |
| Avg. Down Month | -9.06% | -22.53% |
| Win Days % | 51.24% | 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% |