| Metric | 12338229:solusd:triple_med_gx:zlema70_115 | 12338229:SOLUSD |
|---|---|---|
| Time in Market | 9.0% | 100.0% |
| Cumulative Return | 20.78% | 3.1% |
| Max Drawdown | -22.29% | -64.93% |
| Sharpe | 0.36 | 0.23 |
| Sortino | 0.52 | 0.34 |
| Payoff Ratio | 1.15 | 1.01 |
| Profit Factor | 1.23 | 1.04 |
| Common Sense Ratio | NaN | 1.06 |
| CPC Index | 0.71 | 0.51 |
| Tail Ratio | NaN | 1.02 |
| Outlier Win Ratio | 52.93 | 2.63 |
| Outlier Loss Ratio | 2.68 | 2.58 |
| Volatility (ann.) | 14.48% | 43.08% |
| R^2 | 0.11 | 0.11 |
| Calmar | 0.82 | 0.04 |
| Skew | -1.49 | 0.64 |
| Kurtosis | 129.23 | 8.72 |
| Expected Daily % | 0.01% | 0.0% |
| Expected Monthly % | 1.36% | 0.22% |
| Expected Yearly % | 9.9% | 1.54% |
| Kelly Criterion | 6.68% | -1.13% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.23% | -3.68% |
| Expected Shortfall (cVaR) | -1.23% | -3.68% |
| Year | 12338229:SOLUSD | 12338229:solusd:triple_med_gx:zlema70_115 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 13.13 | -8.19 | -0.62 | - |
| 2025 | -8.87 | 31.56 | -3.56 | + |
| Metric | 12338229:solusd:triple_med_gx:zlema70_115 | 12338229:SOLUSD |
|---|---|---|
| MTD | 0.0% | 11.11% |
| 3M | 5.22% | 36.47% |
| 6M | 23.94% | -8.22% |
| YTD | 31.56% | -8.87% |
| 1Y | 22.06% | 7.09% |
| 3Y (ann.) | 18.26% | 2.75% |
| 5Y (ann.) | 18.26% | 2.75% |
| Metric | 12338229:solusd:triple_med_gx:zlema70_115 | 12338229:SOLUSD |
|---|---|---|
| Max Drawdown | -22.29% | -64.93% |
| Longest DD Days | 163.0 | 178.0 |
| Avg. Drawdown | -7.16% | -11.98% |
| Avg. Drawdown Days | 49.0 | 23.0 |
| Recovery Factor | 0.93 | 0.05 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-01 | 2024-11-08 | -22.29 | 159 |
| 2025-02-04 | 2025-07-17 | -13.19 | 163 |
| 2024-11-08 | 2025-01-15 | -10.39 | 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 | 12338229:solusd:triple_med_gx:zlema70_115 | 12338229:SOLUSD |
|---|---|---|
| Best Day | 11.15% | 19.54% |
| Worst Day | -14.38% | -14.23% |
| Best Week | 24.31% | 21.25% |
| Worst Week | -17.0% | -17.1% |
| Best Month | 34.96% | 41.15% |
| Worst Month | -17.0% | -36.08% |
| Best Year | 31.56% | 13.13% |
| Worst Year | -8.19% | -8.87% |
| Avg. Up Day | 1.79% | 1.8% |
| Avg. Down Day | -1.55% | -1.79% |
| Avg. Up Week | 15.48% | 17.39% |
| Avg. Down Week | -3.36% | -6.73% |
| Avg. Up Month | 15.65% | 20.69% |
| Avg. Down Month | -6.42% | -22.53% |
| Win Days % | 50.0% | 49.3% |
| Win Month % | 45.45% | 57.14% |
| Win Week % | 50.0% | 51.67% |
| Win Quarter % | 40.0% | 66.67% |
| Win Year % | 50.0% | 50.0% |