| Metric | 12334436:solusd:triple_med_gx:zlema150_105 | 12334436:SOLUSD |
|---|---|---|
| Time in Market | 7.0% | 100.0% |
| Cumulative Return | -12.48% | 3.1% |
| Max Drawdown | -18.97% | -64.93% |
| Sharpe | -0.29 | 0.23 |
| Sortino | -0.39 | 0.34 |
| Payoff Ratio | 1.06 | 1.02 |
| Profit Factor | 0.85 | 1.04 |
| Common Sense Ratio | NaN | 1.06 |
| CPC Index | 0.38 | 0.52 |
| Tail Ratio | NaN | 1.02 |
| Outlier Win Ratio | 84.61 | 2.23 |
| Outlier Loss Ratio | 3.13 | 2.67 |
| Volatility (ann.) | 8.92% | 43.08% |
| R^2 | 0.04 | 0.04 |
| Calmar | -0.59 | 0.04 |
| Skew | -0.25 | 0.64 |
| Kurtosis | 49.84 | 8.72 |
| Expected Daily % | -0.01% | 0.0% |
| Expected Monthly % | -0.95% | 0.22% |
| Expected Yearly % | -6.45% | 1.54% |
| Kelly Criterion | -12.7% | -0.24% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.77% | -3.68% |
| Expected Shortfall (cVaR) | -0.77% | -3.68% |
| Year | 12334436:SOLUSD | 12334436:solusd:triple_med_gx:zlema150_105 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 13.13 | 0.60 | 0.05 | - |
| 2025 | -8.87 | -13.00 | 1.47 | - |
| Metric | 12334436:solusd:triple_med_gx:zlema150_105 | 12334436:SOLUSD |
|---|---|---|
| MTD | -3.72% | 11.11% |
| 3M | 1.44% | 36.47% |
| 6M | -0.54% | -8.22% |
| YTD | -13.0% | -8.87% |
| 1Y | -6.49% | 7.09% |
| 3Y (ann.) | -11.16% | 2.75% |
| 5Y (ann.) | -11.16% | 2.75% |
| Metric | 12334436:solusd:triple_med_gx:zlema150_105 | 12334436:SOLUSD |
|---|---|---|
| Max Drawdown | -18.97% | -64.93% |
| Longest DD Days | 191.0 | 178.0 |
| Avg. Drawdown | -12.71% | -11.98% |
| Avg. Drawdown Days | 126.0 | 23.0 |
| Recovery Factor | -0.66 | 0.05 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-07-03 | 2024-10-20 | -18.97 | 109 |
| 2025-01-06 | 2025-07-17 | -16.84 | 191 |
| 2024-10-21 | 2025-01-06 | -2.32 | 77 |
| Metric | 12334436:solusd:triple_med_gx:zlema150_105 | 12334436:SOLUSD |
|---|---|---|
| Best Day | 4.93% | 19.54% |
| Worst Day | -5.43% | -14.23% |
| Best Week | 11.71% | 21.25% |
| Worst Week | -12.53% | -17.1% |
| Best Month | 7.78% | 41.15% |
| Worst Month | -12.53% | -36.08% |
| Best Year | 0.6% | 13.13% |
| Worst Year | -13.0% | -8.87% |
| Avg. Up Day | 1.52% | 1.54% |
| Avg. Down Day | -1.43% | -1.5% |
| Avg. Up Week | 6.37% | 6.51% |
| Avg. Down Week | -8.42% | -9.31% |
| Avg. Up Month | 5.72% | 13.88% |
| Avg. Down Month | -7.28% | -21.18% |
| Win Days % | 41.9% | 49.3% |
| Win Month % | 50.0% | 57.14% |
| Win Week % | 45.45% | 51.67% |
| Win Quarter % | 40.0% | 66.67% |
| Win Year % | 50.0% | 50.0% |