| Metric | 12334176:solusd:triple_med_gx:zlema75_105 | 12334176:SOLUSD |
|---|---|---|
| Time in Market | 8.0% | 100.0% |
| Cumulative Return | -21.97% | 3.1% |
| Max Drawdown | -28.91% | -64.93% |
| Sharpe | -0.51 | 0.23 |
| Sortino | -0.64 | 0.34 |
| Payoff Ratio | 0.89 | 0.85 |
| Profit Factor | 0.76 | 1.04 |
| Common Sense Ratio | NaN | 1.06 |
| CPC Index | 0.29 | 0.43 |
| Tail Ratio | NaN | 1.02 |
| Outlier Win Ratio | 81.04 | 2.28 |
| Outlier Loss Ratio | 2.96 | 2.58 |
| Volatility (ann.) | 9.83% | 43.08% |
| R^2 | 0.05 | 0.05 |
| Calmar | -0.68 | 0.04 |
| Skew | -2.82 | 0.64 |
| Kurtosis | 71.37 | 8.72 |
| Expected Daily % | -0.02% | 0.0% |
| Expected Monthly % | -1.76% | 0.22% |
| Expected Yearly % | -11.67% | 1.54% |
| Kelly Criterion | -22.38% | -10.48% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.86% | -3.68% |
| Expected Shortfall (cVaR) | -0.86% | -3.68% |
| Year | 12334176:SOLUSD | 12334176:solusd:triple_med_gx:zlema75_105 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 13.13 | -7.99 | -0.61 | - |
| 2025 | -8.87 | -15.19 | 1.71 | - |
| Metric | 12334176:solusd:triple_med_gx:zlema75_105 | 12334176:SOLUSD |
|---|---|---|
| MTD | 0.0% | 11.11% |
| 3M | -1.06% | 36.47% |
| 6M | -17.07% | -8.22% |
| YTD | -15.19% | -8.87% |
| 1Y | -22.58% | 7.09% |
| 3Y (ann.) | -19.77% | 2.75% |
| 5Y (ann.) | -19.77% | 2.75% |
| Metric | 12334176:solusd:triple_med_gx:zlema75_105 | 12334176:SOLUSD |
|---|---|---|
| Max Drawdown | -28.91% | -64.93% |
| Longest DD Days | 181.0 | 178.0 |
| Avg. Drawdown | -8.98% | -11.98% |
| Avg. Drawdown Days | 78.0 | 23.0 |
| Recovery Factor | -0.76 | 0.05 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-16 | 2025-07-17 | -28.91 | 181 |
| 2024-08-02 | 2025-01-15 | -13.35 | 166 |
| 2025-01-16 | 2025-01-16 | -1.43 | 0 |
| 2024-06-01 | 2024-07-13 | -1.14 | 42 |
| 2024-06-01 | 2024-06-01 | -0.08 | 0 |
| Metric | 12334176:solusd:triple_med_gx:zlema75_105 | 12334176:SOLUSD |
|---|---|---|
| Best Day | 5.78% | 19.54% |
| Worst Day | -6.52% | -14.23% |
| Best Week | 15.68% | 21.25% |
| Worst Week | -17.22% | -17.1% |
| Best Month | 15.68% | 41.15% |
| Worst Month | -17.22% | -36.08% |
| Best Year | -7.99% | 13.13% |
| Worst Year | -15.19% | -8.87% |
| Avg. Up Day | 1.36% | 1.38% |
| Avg. Down Day | -1.52% | -1.63% |
| Avg. Up Week | 4.22% | 14.54% |
| Avg. Down Week | -5.13% | -8.53% |
| Avg. Up Month | 4.65% | 22.87% |
| Avg. Down Month | -4.82% | -22.53% |
| Win Days % | 42.28% | 49.3% |
| Win Month % | 36.36% | 57.14% |
| Win Week % | 41.18% | 51.67% |
| Win Quarter % | 40.0% | 66.67% |
| Win Year % | 0.0% | 50.0% |