| Metric | 12336242:solusd:triple_med_gx:zlema70_110 | 12336242:SOLUSD |
|---|---|---|
| Time in Market | 9.0% | 100.0% |
| Cumulative Return | 38.32% | 3.1% |
| Max Drawdown | -19.63% | -64.93% |
| Sharpe | 0.6 | 0.23 |
| Sortino | 0.99 | 0.34 |
| Payoff Ratio | 1.17 | 1.1 |
| Profit Factor | 1.38 | 1.04 |
| Common Sense Ratio | NaN | 1.06 |
| CPC Index | 0.84 | 0.56 |
| Tail Ratio | NaN | 1.02 |
| Outlier Win Ratio | 52.07 | 2.71 |
| Outlier Loss Ratio | 2.88 | 2.62 |
| Volatility (ann.) | 13.49% | 43.08% |
| R^2 | 0.1 | 0.1 |
| Calmar | 1.7 | 0.04 |
| Skew | 2.94 | 0.64 |
| Kurtosis | 74.18 | 8.72 |
| Expected Daily % | 0.02% | 0.0% |
| Expected Monthly % | 2.34% | 0.22% |
| Expected Yearly % | 17.61% | 1.54% |
| Kelly Criterion | 10.05% | 3.09% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.14% | -3.68% |
| Expected Shortfall (cVaR) | -1.14% | -3.68% |
| Year | 12336242:SOLUSD | 12336242:solusd:triple_med_gx:zlema70_110 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 13.13 | -5.43 | -0.41 | - |
| 2025 | -8.87 | 46.27 | -5.22 | + |
| Metric | 12336242:solusd:triple_med_gx:zlema70_110 | 12336242:SOLUSD |
|---|---|---|
| MTD | 0.0% | 11.11% |
| 3M | 10.9% | 36.47% |
| 6M | 37.79% | -8.22% |
| YTD | 46.27% | -8.87% |
| 1Y | 39.87% | 7.09% |
| 3Y (ann.) | 33.39% | 2.75% |
| 5Y (ann.) | 33.39% | 2.75% |
| Metric | 12336242:solusd:triple_med_gx:zlema70_110 | 12336242:SOLUSD |
|---|---|---|
| Max Drawdown | -19.63% | -64.93% |
| Longest DD Days | 159.0 | 178.0 |
| Avg. Drawdown | -5.61% | -11.98% |
| Avg. Drawdown Days | 33.0 | 23.0 |
| Recovery Factor | 1.95 | 0.05 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-01 | 2024-11-07 | -19.63 | 159 |
| 2025-04-06 | 2025-07-17 | -15.59 | 101 |
| 2024-11-08 | 2025-01-15 | -8.94 | 68 |
| 2025-02-01 | 2025-02-03 | -7.66 | 2 |
| 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 |
| 2025-03-13 | 2025-03-14 | -0.18 | 0 |
| 2025-03-15 | 2025-03-15 | -0.11 | 0 |
| 2024-06-01 | 2024-06-01 | -0.08 | 0 |
| Metric | 12336242:solusd:triple_med_gx:zlema70_110 | 12336242:SOLUSD |
|---|---|---|
| Best Day | 11.15% | 19.54% |
| Worst Day | -6.52% | -14.23% |
| Best Week | 24.31% | 21.25% |
| Worst Week | -11.7% | -17.1% |
| Best Month | 34.96% | 41.15% |
| Worst Month | -11.7% | -36.08% |
| Best Year | 46.27% | 13.13% |
| Worst Year | -5.43% | -8.87% |
| Avg. Up Day | 1.8% | 1.82% |
| Avg. Down Day | -1.53% | -1.66% |
| Avg. Up Week | 16.44% | 17.39% |
| Avg. Down Week | -4.03% | -4.38% |
| Avg. Up Month | 15.96% | 20.69% |
| Avg. Down Month | -5.6% | -18.02% |
| Win Days % | 51.41% | 49.3% |
| Win Month % | 54.55% | 57.14% |
| Win Week % | 53.33% | 51.67% |
| Win Quarter % | 40.0% | 66.67% |
| Win Year % | 50.0% | 50.0% |