| Metric | 12334730:solusd:triple_med_gx:zlema100_105 | 12334730:SOLUSD |
|---|---|---|
| Time in Market | 2.0% | 100.0% |
| Cumulative Return | -4.46% | 3.1% |
| Max Drawdown | -6.61% | -64.93% |
| Sharpe | -0.29 | 0.23 |
| Sortino | -0.39 | 0.34 |
| Payoff Ratio | 1.82 | 1.76 |
| Profit Factor | 0.64 | 1.04 |
| Common Sense Ratio | NaN | 1.06 |
| CPC Index | 0.28 | 0.9 |
| Tail Ratio | NaN | 1.02 |
| Outlier Win Ratio | 610.95 | 1.81 |
| Outlier Loss Ratio | 3.27 | 2.01 |
| Volatility (ann.) | 3.35% | 43.08% |
| R^2 | 0.01 | 0.01 |
| Calmar | -0.6 | 0.04 |
| Skew | 0.8 | 0.64 |
| Kurtosis | 348.33 | 8.72 |
| Expected Daily % | -0.0% | 0.0% |
| Expected Monthly % | -0.33% | 0.22% |
| Expected Yearly % | -2.26% | 1.54% |
| Kelly Criterion | -18.45% | 20.42% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.29% | -3.68% |
| Expected Shortfall (cVaR) | -0.29% | -3.68% |
| Year | 12334730:SOLUSD | 12334730:solusd:triple_med_gx:zlema100_105 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 13.13 | 2.31 | 0.18 | - |
| 2025 | -8.87 | -6.61 | 0.75 | + |
| Metric | 12334730:solusd:triple_med_gx:zlema100_105 | 12334730:SOLUSD |
|---|---|---|
| MTD | 0.0% | 11.11% |
| 3M | -1.62% | 36.47% |
| 6M | -6.61% | -8.22% |
| YTD | -6.61% | -8.87% |
| 1Y | -3.76% | 7.09% |
| 3Y (ann.) | -3.97% | 2.75% |
| 5Y (ann.) | -3.97% | 2.75% |
| Metric | 12334730:solusd:triple_med_gx:zlema100_105 | 12334730:SOLUSD |
|---|---|---|
| Max Drawdown | -6.61% | -64.93% |
| Longest DD Days | 180.0 | 178.0 |
| Avg. Drawdown | -3.89% | -11.98% |
| Avg. Drawdown Days | 114.0 | 23.0 |
| Recovery Factor | -0.67 | 0.05 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-02-05 | 2025-07-17 | -6.61 | 162 |
| 2024-06-06 | 2024-12-03 | -4.87 | 180 |
| 2024-06-06 | 2024-06-06 | -0.18 | 0 |
| Metric | 12334730:solusd:triple_med_gx:zlema100_105 | 12334730:SOLUSD |
|---|---|---|
| Best Day | 4.01% | 19.54% |
| Worst Day | -3.65% | -14.23% |
| Best Week | 3.82% | 21.25% |
| Worst Week | -4.65% | -17.1% |
| Best Month | 3.82% | 41.15% |
| Worst Month | -4.65% | -36.08% |
| Best Year | 2.31% | 13.13% |
| Worst Year | -6.61% | -8.87% |
| Avg. Up Day | 1.94% | 2.03% |
| Avg. Down Day | -1.06% | -1.16% |
| Avg. Up Week | 3.21% | 1.57% |
| Avg. Down Week | -1.49% | -7.28% |
| Avg. Up Month | 3.21% | 10.33% |
| Avg. Down Month | -1.66% | -23.19% |
| Win Days % | 23.53% | 49.3% |
| Win Month % | 28.57% | 57.14% |
| Win Week % | 25.0% | 51.67% |
| Win Quarter % | 20.0% | 66.67% |
| Win Year % | 50.0% | 50.0% |