| Metric | 12336277:solusd:triple_med_gx:zlema80_110 | 12336277:SOLUSD |
|---|---|---|
| Time in Market | 7.0% | 100.0% |
| Cumulative Return | 50.93% | 3.1% |
| Max Drawdown | -10.91% | -64.93% |
| Sharpe | 0.82 | 0.23 |
| Sortino | 1.51 | 0.34 |
| Payoff Ratio | 1.51 | 1.27 |
| Profit Factor | 1.71 | 1.04 |
| Common Sense Ratio | NaN | 1.06 |
| CPC Index | 1.31 | 0.65 |
| Tail Ratio | NaN | 1.02 |
| Outlier Win Ratio | 58.58 | 2.46 |
| Outlier Loss Ratio | 3.07 | 2.46 |
| Volatility (ann.) | 12.08% | 43.08% |
| R^2 | 0.08 | 0.08 |
| Calmar | 4.05 | 0.04 |
| Skew | 5.12 | 0.64 |
| Kurtosis | 104.48 | 8.72 |
| Expected Daily % | 0.03% | 0.0% |
| Expected Monthly % | 2.98% | 0.22% |
| Expected Yearly % | 22.85% | 1.54% |
| Kelly Criterion | 18.37% | 9.42% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.01% | -3.68% |
| Expected Shortfall (cVaR) | -1.01% | -3.68% |
| Year | 12336277:SOLUSD | 12336277:solusd:triple_med_gx:zlema80_110 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 13.13 | 8.31 | 0.63 | - |
| 2025 | -8.87 | 39.36 | -4.44 | + |
| Metric | 12336277:solusd:triple_med_gx:zlema80_110 | 12336277:SOLUSD |
|---|---|---|
| MTD | 0.0% | 11.11% |
| 3M | 3.0% | 36.47% |
| 6M | 39.22% | -8.22% |
| YTD | 39.36% | -8.87% |
| 1Y | 53.62% | 7.09% |
| 3Y (ann.) | 44.13% | 2.75% |
| 5Y (ann.) | 44.13% | 2.75% |
| Metric | 12336277:solusd:triple_med_gx:zlema80_110 | 12336277:SOLUSD |
|---|---|---|
| Max Drawdown | -10.91% | -64.93% |
| Longest DD Days | 157.0 | 178.0 |
| Avg. Drawdown | -3.97% | -11.98% |
| Avg. Drawdown Days | 33.0 | 23.0 |
| Recovery Factor | 4.67 | 0.05 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-01 | 2024-11-06 | -10.91 | 157 |
| 2025-02-04 | 2025-04-08 | -9.77 | 63 |
| 2024-11-30 | 2025-01-15 | -7.79 | 46 |
| 2025-04-08 | 2025-07-17 | -5.90 | 99 |
| 2025-02-03 | 2025-02-03 | -3.17 | 0 |
| 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 |
| Metric | 12336277:solusd:triple_med_gx:zlema80_110 | 12336277:SOLUSD |
|---|---|---|
| Best Day | 11.15% | 19.54% |
| Worst Day | -5.92% | -14.23% |
| Best Week | 28.27% | 21.25% |
| Worst Week | -7.28% | -17.1% |
| Best Month | 34.25% | 41.15% |
| Worst Month | -5.62% | -36.08% |
| Best Year | 39.36% | 13.13% |
| Worst Year | 8.31% | -8.87% |
| Avg. Up Day | 1.99% | 2.01% |
| Avg. Down Day | -1.32% | -1.58% |
| Avg. Up Week | 20.01% | 17.63% |
| Avg. Down Week | -2.81% | -3.94% |
| Avg. Up Month | 21.08% | 23.32% |
| Avg. Down Month | -3.55% | -18.02% |
| Win Days % | 50.94% | 49.3% |
| Win Month % | 45.45% | 57.14% |
| Win Week % | 53.85% | 51.67% |
| Win Quarter % | 60.0% | 66.67% |
| Win Year % | 100.0% | 50.0% |