| Metric | 12336274:solusd:triple_med_gx:zlema75_110 | 12336274:SOLUSD |
|---|---|---|
| Time in Market | 8.0% | 100.0% |
| Cumulative Return | 34.38% | 3.1% |
| Max Drawdown | -14.06% | -64.93% |
| Sharpe | 0.58 | 0.23 |
| Sortino | 1.01 | 0.34 |
| Payoff Ratio | 1.29 | 1.09 |
| Profit Factor | 1.43 | 1.04 |
| Common Sense Ratio | NaN | 1.06 |
| CPC Index | 0.94 | 0.56 |
| Tail Ratio | NaN | 1.02 |
| Outlier Win Ratio | 56.82 | 2.48 |
| Outlier Loss Ratio | 2.84 | 2.52 |
| Volatility (ann.) | 12.56% | 43.08% |
| R^2 | 0.09 | 0.09 |
| Calmar | 2.13 | 0.04 |
| Skew | 4.18 | 0.64 |
| Kurtosis | 91.9 | 8.72 |
| Expected Daily % | 0.02% | 0.0% |
| Expected Monthly % | 2.13% | 0.22% |
| Expected Yearly % | 15.92% | 1.54% |
| Kelly Criterion | 12.89% | 2.78% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.06% | -3.68% |
| Expected Shortfall (cVaR) | -1.06% | -3.68% |
| Year | 12336274:SOLUSD | 12336274:solusd:triple_med_gx:zlema75_110 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 13.13 | 3.16 | 0.24 | - |
| 2025 | -8.87 | 30.26 | -3.41 | + |
| Metric | 12336274:solusd:triple_med_gx:zlema75_110 | 12336274:SOLUSD |
|---|---|---|
| MTD | 0.0% | 11.11% |
| 3M | 3.0% | 36.47% |
| 6M | 29.02% | -8.22% |
| YTD | 30.26% | -8.87% |
| 1Y | 36.41% | 7.09% |
| 3Y (ann.) | 30.0% | 2.75% |
| 5Y (ann.) | 30.0% | 2.75% |
| Metric | 12336274:solusd:triple_med_gx:zlema75_110 | 12336274:SOLUSD |
|---|---|---|
| Max Drawdown | -14.06% | -64.93% |
| Longest DD Days | 163.0 | 178.0 |
| Avg. Drawdown | -5.13% | -11.98% |
| Avg. Drawdown Days | 43.0 | 23.0 |
| Recovery Factor | 2.45 | 0.05 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-02-04 | 2025-07-17 | -14.06 | 163 |
| 2024-06-01 | 2024-11-06 | -11.42 | 157 |
| 2024-11-08 | 2025-01-16 | -10.22 | 68 |
| 2025-02-02 | 2025-02-03 | -5.74 | 1 |
| 2025-01-16 | 2025-01-17 | -1.56 | 0 |
| 2024-11-07 | 2024-11-07 | -1.48 | 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 | -0.18 | 0 |
| Metric | 12336274:solusd:triple_med_gx:zlema75_110 | 12336274:SOLUSD |
|---|---|---|
| Best Day | 11.15% | 19.54% |
| Worst Day | -5.92% | -14.23% |
| Best Week | 25.8% | 21.25% |
| Worst Week | -8.13% | -17.1% |
| Best Month | 35.4% | 41.15% |
| Worst Month | -5.73% | -36.08% |
| Best Year | 30.26% | 13.13% |
| Worst Year | 3.16% | -8.87% |
| Avg. Up Day | 1.85% | 1.86% |
| Avg. Down Day | -1.43% | -1.71% |
| Avg. Up Week | 19.52% | 17.63% |
| Avg. Down Week | -3.84% | -6.57% |
| Avg. Up Month | 20.28% | 23.32% |
| Avg. Down Month | -3.21% | -22.53% |
| Win Days % | 50.85% | 49.3% |
| Win Month % | 36.36% | 57.14% |
| Win Week % | 46.15% | 51.67% |
| Win Quarter % | 40.0% | 66.67% |
| Win Year % | 100.0% | 50.0% |