| Metric | 12338194:solusd:triple_med_gx:zlema70_115 | 12338194:SOLUSD |
|---|---|---|
| Time in Market | 10.0% | 100.0% |
| Cumulative Return | 8.83% | 3.1% |
| Max Drawdown | -25.19% | -64.93% |
| Sharpe | 0.2 | 0.23 |
| Sortino | 0.28 | 0.34 |
| Payoff Ratio | 1.03 | 0.98 |
| Profit Factor | 1.11 | 1.04 |
| Common Sense Ratio | NaN | 1.06 |
| CPC Index | 0.56 | 0.5 |
| Tail Ratio | NaN | 1.02 |
| Outlier Win Ratio | 49.85 | 2.73 |
| Outlier Loss Ratio | 2.6 | 2.69 |
| Volatility (ann.) | 15.46% | 43.08% |
| R^2 | 0.13 | 0.13 |
| Calmar | 0.31 | 0.04 |
| Skew | -1.69 | 0.64 |
| Kurtosis | 103.88 | 8.72 |
| Expected Daily % | 0.01% | 0.0% |
| Expected Monthly % | 0.61% | 0.22% |
| Expected Yearly % | 4.32% | 1.54% |
| Kelly Criterion | -0.04% | -2.67% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.32% | -3.68% |
| Expected Shortfall (cVaR) | -1.32% | -3.68% |
| Year | 12338194:SOLUSD | 12338194:solusd:triple_med_gx:zlema70_115 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 13.13 | -15.10 | -1.15 | - |
| 2025 | -8.87 | 28.19 | -3.18 | + |
| Metric | 12338194:solusd:triple_med_gx:zlema70_115 | 12338194:SOLUSD |
|---|---|---|
| MTD | 0.0% | 11.11% |
| 3M | 10.85% | 36.47% |
| 6M | 20.77% | -8.22% |
| YTD | 28.19% | -8.87% |
| 1Y | 10.06% | 7.09% |
| 3Y (ann.) | 7.8% | 2.75% |
| 5Y (ann.) | 7.8% | 2.75% |
| Metric | 12338194:solusd:triple_med_gx:zlema70_115 | 12338194:SOLUSD |
|---|---|---|
| Max Drawdown | -25.19% | -64.93% |
| Longest DD Days | 228.0 | 178.0 |
| Avg. Drawdown | -9.15% | -11.98% |
| Avg. Drawdown Days | 66.0 | 23.0 |
| Recovery Factor | 0.35 | 0.05 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-01 | 2025-01-16 | -25.19 | 228 |
| 2025-02-04 | 2025-07-17 | -19.44 | 163 |
| 2025-02-01 | 2025-02-03 | -7.66 | 2 |
| 2025-01-16 | 2025-01-17 | -1.56 | 0 |
| 2025-01-17 | 2025-01-17 | -0.97 | 0 |
| 2024-06-01 | 2024-06-01 | -0.08 | 0 |
| Metric | 12338194:solusd:triple_med_gx:zlema70_115 | 12338194:SOLUSD |
|---|---|---|
| Best Day | 11.15% | 19.54% |
| Worst Day | -14.38% | -14.23% |
| Best Week | 24.31% | 21.25% |
| Worst Week | -22.42% | -17.1% |
| Best Month | 34.96% | 41.15% |
| Worst Month | -17.23% | -36.08% |
| Best Year | 28.19% | 13.13% |
| Worst Year | -15.1% | -8.87% |
| Avg. Up Day | 1.78% | 1.8% |
| Avg. Down Day | -1.74% | -1.84% |
| Avg. Up Week | 14.49% | 15.97% |
| Avg. Down Week | -4.18% | -6.92% |
| Avg. Up Month | 21.14% | 23.32% |
| Avg. Down Month | -7.57% | -22.53% |
| Win Days % | 49.36% | 49.3% |
| Win Month % | 36.36% | 57.14% |
| Win Week % | 43.75% | 51.67% |
| Win Quarter % | 40.0% | 66.67% |
| Win Year % | 50.0% | 50.0% |