| Metric | 12336306:solusd:triple_med_gx:zlema70_110 | 12336306:SOLUSD |
|---|---|---|
| Time in Market | 8.0% | 100.0% |
| Cumulative Return | 9.64% | 3.1% |
| Max Drawdown | -19.9% | -64.93% |
| Sharpe | 0.22 | 0.23 |
| Sortino | 0.3 | 0.34 |
| Payoff Ratio | 1.05 | 1.0 |
| Profit Factor | 1.14 | 1.04 |
| Common Sense Ratio | NaN | 1.06 |
| CPC Index | 0.6 | 0.51 |
| Tail Ratio | NaN | 1.02 |
| Outlier Win Ratio | 56.26 | 2.41 |
| Outlier Loss Ratio | 2.61 | 2.57 |
| Volatility (ann.) | 13.88% | 43.08% |
| R^2 | 0.1 | 0.1 |
| Calmar | 0.43 | 0.04 |
| Skew | -1.97 | 0.64 |
| Kurtosis | 150.24 | 8.72 |
| Expected Daily % | 0.01% | 0.0% |
| Expected Monthly % | 0.66% | 0.22% |
| Expected Yearly % | 4.71% | 1.54% |
| Kelly Criterion | 2.29% | -1.61% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.19% | -3.68% |
| Expected Shortfall (cVaR) | -1.19% | -3.68% |
| Year | 12336306:SOLUSD | 12336306:solusd:triple_med_gx:zlema70_110 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 13.13 | -6.61 | -0.50 | - |
| 2025 | -8.87 | 17.40 | -1.96 | + |
| Metric | 12336306:solusd:triple_med_gx:zlema70_110 | 12336306:SOLUSD |
|---|---|---|
| MTD | 0.0% | 11.11% |
| 3M | 1.76% | 36.47% |
| 6M | 14.81% | -8.22% |
| YTD | 17.4% | -8.87% |
| 1Y | 10.88% | 7.09% |
| 3Y (ann.) | 8.52% | 2.75% |
| 5Y (ann.) | 8.52% | 2.75% |
| Metric | 12336306:solusd:triple_med_gx:zlema70_110 | 12336306:SOLUSD |
|---|---|---|
| Max Drawdown | -19.9% | -64.93% |
| Longest DD Days | 163.0 | 178.0 |
| Avg. Drawdown | -6.7% | -11.98% |
| Avg. Drawdown Days | 49.0 | 23.0 |
| Recovery Factor | 0.48 | 0.05 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-01 | 2024-11-07 | -19.90 | 159 |
| 2025-02-04 | 2025-07-17 | -12.19 | 163 |
| 2024-11-08 | 2025-01-15 | -10.10 | 68 |
| 2025-02-02 | 2025-02-03 | -7.34 | 1 |
| 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 |
| 2024-06-01 | 2024-06-01 | -0.08 | 0 |
| Metric | 12336306:solusd:triple_med_gx:zlema70_110 | 12336306:SOLUSD |
|---|---|---|
| Best Day | 11.15% | 19.54% |
| Worst Day | -14.38% | -14.23% |
| Best Week | 25.8% | 21.25% |
| Worst Week | -17.06% | -17.1% |
| Best Month | 23.1% | 41.15% |
| Worst Month | -17.06% | -36.08% |
| Best Year | 17.4% | 13.13% |
| Worst Year | -6.61% | -8.87% |
| Avg. Up Day | 1.7% | 1.71% |
| Avg. Down Day | -1.62% | -1.71% |
| Avg. Up Week | 16.11% | 17.63% |
| Avg. Down Week | -2.22% | -5.26% |
| Avg. Up Month | 12.65% | 20.69% |
| Avg. Down Month | -5.86% | -21.21% |
| Win Days % | 50.0% | 49.3% |
| Win Month % | 36.36% | 57.14% |
| Win Week % | 35.71% | 51.67% |
| Win Quarter % | 60.0% | 66.67% |
| Win Year % | 50.0% | 50.0% |