| Metric | 12338230:solusd:triple_med_gx:zlema75_115 | 12338230:SOLUSD |
|---|---|---|
| Time in Market | 8.0% | 100.0% |
| Cumulative Return | 14.79% | 3.1% |
| Max Drawdown | -24.31% | -64.93% |
| Sharpe | 0.29 | 0.23 |
| Sortino | 0.41 | 0.34 |
| Payoff Ratio | 1.18 | 1.03 |
| Profit Factor | 1.19 | 1.04 |
| Common Sense Ratio | NaN | 1.06 |
| CPC Index | 0.69 | 0.52 |
| Tail Ratio | NaN | 1.02 |
| Outlier Win Ratio | 56.55 | 2.54 |
| Outlier Loss Ratio | 2.59 | 2.56 |
| Volatility (ann.) | 14.35% | 43.08% |
| R^2 | 0.11 | 0.11 |
| Calmar | 0.54 | 0.04 |
| Skew | -1.42 | 0.64 |
| Kurtosis | 135.12 | 8.72 |
| Expected Daily % | 0.01% | 0.0% |
| Expected Monthly % | 0.99% | 0.22% |
| Expected Yearly % | 7.14% | 1.54% |
| Kelly Criterion | 5.49% | -0.09% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.22% | -3.68% |
| Expected Shortfall (cVaR) | -1.22% | -3.68% |
| Year | 12338230:SOLUSD | 12338230:solusd:triple_med_gx:zlema75_115 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 13.13 | -11.56 | -0.88 | - |
| 2025 | -8.87 | 29.78 | -3.36 | + |
| Metric | 12338230:solusd:triple_med_gx:zlema75_115 | 12338230:SOLUSD |
|---|---|---|
| MTD | 0.0% | 11.11% |
| 3M | 1.7% | 36.47% |
| 6M | 28.56% | -8.22% |
| YTD | 29.78% | -8.87% |
| 1Y | 16.12% | 7.09% |
| 3Y (ann.) | 13.03% | 2.75% |
| 5Y (ann.) | 13.03% | 2.75% |
| Metric | 12338230:solusd:triple_med_gx:zlema75_115 | 12338230:SOLUSD |
|---|---|---|
| Max Drawdown | -24.31% | -64.93% |
| Longest DD Days | 228.0 | 178.0 |
| Avg. Drawdown | -7.66% | -11.98% |
| Avg. Drawdown Days | 65.0 | 23.0 |
| Recovery Factor | 0.61 | 0.05 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-01 | 2025-01-16 | -24.31 | 228 |
| 2025-02-04 | 2025-07-17 | -13.19 | 163 |
| 2025-02-02 | 2025-02-03 | -5.74 | 1 |
| 2025-01-16 | 2025-01-17 | -1.56 | 0 |
| 2025-01-17 | 2025-01-17 | -0.97 | 0 |
| 2024-06-01 | 2024-06-01 | -0.18 | 0 |
| Metric | 12338230:solusd:triple_med_gx:zlema75_115 | 12338230:SOLUSD |
|---|---|---|
| Best Day | 11.15% | 19.54% |
| Worst Day | -14.38% | -14.23% |
| Best Week | 25.8% | 21.25% |
| Worst Week | -17.0% | -17.1% |
| Best Month | 35.4% | 41.15% |
| Worst Month | -17.0% | -36.08% |
| Best Year | 29.78% | 13.13% |
| Worst Year | -11.56% | -8.87% |
| Avg. Up Day | 1.87% | 1.88% |
| Avg. Down Day | -1.58% | -1.83% |
| Avg. Up Week | 19.52% | 17.63% |
| Avg. Down Week | -3.5% | -6.57% |
| Avg. Up Month | 19.85% | 23.32% |
| Avg. Down Month | -6.02% | -22.53% |
| Win Days % | 48.8% | 49.3% |
| Win Month % | 36.36% | 57.14% |
| Win Week % | 41.67% | 51.67% |
| Win Quarter % | 40.0% | 66.67% |
| Win Year % | 50.0% | 50.0% |