| Metric | 12336271:solusd:triple_med_gx:zlema70_110 | 12336271:SOLUSD |
|---|---|---|
| Time in Market | 9.0% | 100.0% |
| Cumulative Return | 41.39% | 3.1% |
| Max Drawdown | -14.06% | -64.93% |
| Sharpe | 0.67 | 0.23 |
| Sortino | 1.14 | 0.34 |
| Payoff Ratio | 1.26 | 1.07 |
| Profit Factor | 1.46 | 1.04 |
| Common Sense Ratio | NaN | 1.06 |
| CPC Index | 0.95 | 0.54 |
| Tail Ratio | NaN | 1.02 |
| Outlier Win Ratio | 54.49 | 2.63 |
| Outlier Loss Ratio | 2.94 | 2.55 |
| Volatility (ann.) | 12.71% | 43.08% |
| R^2 | 0.09 | 0.09 |
| Calmar | 2.56 | 0.04 |
| Skew | 3.88 | 0.64 |
| Kurtosis | 85.79 | 8.72 |
| Expected Daily % | 0.02% | 0.0% |
| Expected Monthly % | 2.5% | 0.22% |
| Expected Yearly % | 18.91% | 1.54% |
| Kelly Criterion | 13.64% | 1.7% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.07% | -3.68% |
| Expected Shortfall (cVaR) | -1.07% | -3.68% |
| Year | 12336271:SOLUSD | 12336271:solusd:triple_med_gx:zlema70_110 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 13.13 | 7.09 | 0.54 | - |
| 2025 | -8.87 | 32.04 | -3.61 | + |
| Metric | 12336271:solusd:triple_med_gx:zlema70_110 | 12336271:SOLUSD |
|---|---|---|
| MTD | 0.0% | 11.11% |
| 3M | 6.56% | 36.47% |
| 6M | 24.39% | -8.22% |
| YTD | 32.04% | -8.87% |
| 1Y | 43.38% | 7.09% |
| 3Y (ann.) | 36.02% | 2.75% |
| 5Y (ann.) | 36.02% | 2.75% |
| Metric | 12336271:solusd:triple_med_gx:zlema70_110 | 12336271:SOLUSD |
|---|---|---|
| Max Drawdown | -14.06% | -64.93% |
| Longest DD Days | 163.0 | 178.0 |
| Avg. Drawdown | -4.54% | -11.98% |
| Avg. Drawdown Days | 39.0 | 23.0 |
| Recovery Factor | 2.94 | 0.05 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-02-04 | 2025-07-17 | -14.06 | 163 |
| 2024-11-08 | 2025-01-15 | -8.97 | 68 |
| 2024-06-01 | 2024-11-06 | -8.96 | 157 |
| 2025-02-02 | 2025-02-03 | -7.34 | 1 |
| 2025-01-16 | 2025-01-17 | -1.56 | 0 |
| 2024-11-07 | 2024-11-07 | -1.48 | 0 |
| 2025-01-16 | 2025-01-16 | -1.43 | 0 |
| 2025-01-17 | 2025-01-17 | -0.97 | 0 |
| 2024-11-06 | 2024-11-06 | -0.51 | 0 |
| 2024-06-01 | 2024-06-01 | -0.08 | 0 |
| Metric | 12336271:solusd:triple_med_gx:zlema70_110 | 12336271:SOLUSD |
|---|---|---|
| Best Day | 11.15% | 19.54% |
| Worst Day | -5.92% | -14.23% |
| Best Week | 24.31% | 21.25% |
| Worst Week | -7.84% | -17.1% |
| Best Month | 34.96% | 41.15% |
| Worst Month | -5.73% | -36.08% |
| Best Year | 32.04% | 13.13% |
| Worst Year | 7.09% | -8.87% |
| Avg. Up Day | 1.77% | 1.79% |
| Avg. Down Day | -1.41% | -1.68% |
| Avg. Up Week | 15.48% | 17.39% |
| Avg. Down Week | -4.78% | -5.87% |
| Avg. Up Month | 16.17% | 20.69% |
| Avg. Down Month | -3.6% | -22.53% |
| Win Days % | 51.88% | 49.3% |
| Win Month % | 45.45% | 57.14% |
| Win Week % | 60.0% | 51.67% |
| Win Quarter % | 60.0% | 66.67% |
| Win Year % | 100.0% | 50.0% |