| Metric | 12339617:solusd:triple_med_gx:zlema215_120 | 12339617:SOLUSD |
|---|---|---|
| Time in Market | 13.0% | 100.0% |
| Cumulative Return | 16.17% | 19.47% |
| Max Drawdown | -31.67% | -64.93% |
| Sharpe | 0.26 | 0.29 |
| Sortino | 0.38 | 0.44 |
| Payoff Ratio | 1.08 | 1.0 |
| Profit Factor | 1.13 | 1.05 |
| Common Sense Ratio | 2.15 | 1.07 |
| CPC Index | 0.6 | 0.52 |
| Tail Ratio | 1.91 | 1.03 |
| Outlier Win Ratio | 38.19 | 2.75 |
| Outlier Loss Ratio | 2.73 | 2.79 |
| Volatility (ann.) | 16.84% | 42.69% |
| R^2 | 0.16 | 0.16 |
| Calmar | 0.4 | 0.24 |
| Skew | -0.79 | 0.62 |
| Kurtosis | 71.31 | 8.27 |
| Expected Daily % | 0.01% | 0.01% |
| Expected Monthly % | 0.94% | 1.12% |
| Expected Yearly % | 7.78% | 9.3% |
| Kelly Criterion | 3.0% | -1.0% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.44% | -3.64% |
| Expected Shortfall (cVaR) | -1.44% | -3.64% |
| Year | 12339617:SOLUSD | 12339617:solusd:triple_med_gx:zlema215_120 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 13.13 | -7.50 | -0.57 | - |
| 2025 | 5.60 | 25.58 | 4.57 | + |
| Metric | 12339617:solusd:triple_med_gx:zlema215_120 | 12339617:SOLUSD |
|---|---|---|
| MTD | 0.0% | -0.61% |
| 3M | 6.67% | 26.39% |
| 6M | -0.32% | 38.87% |
| YTD | 25.58% | 5.6% |
| 1Y | 41.7% | 47.35% |
| 3Y (ann.) | 12.71% | 15.27% |
| 5Y (ann.) | 12.71% | 15.27% |
| Metric | 12339617:solusd:triple_med_gx:zlema215_120 | 12339617:SOLUSD |
|---|---|---|
| Max Drawdown | -31.67% | -64.93% |
| Longest DD Days | 224.0 | 224.0 |
| Avg. Drawdown | -10.91% | -11.98% |
| Avg. Drawdown Days | 75.0 | 26.0 |
| Recovery Factor | 0.51 | 0.3 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-19 | 2025-09-01 | -31.67 | 224 |
| 2024-07-16 | 2025-01-18 | -29.95 | 186 |
| 2024-06-01 | 2024-07-14 | -3.03 | 42 |
| 2024-07-14 | 2024-07-14 | -0.50 | 0 |
| 2024-07-15 | 2024-07-15 | -0.25 | 0 |
| 2024-06-01 | 2024-06-01 | -0.08 | 0 |
| Metric | 12339617:solusd:triple_med_gx:zlema215_120 | 12339617:SOLUSD |
|---|---|---|
| Best Day | 11.15% | 19.54% |
| Worst Day | -14.23% | -14.23% |
| Best Week | 24.07% | 21.25% |
| Worst Week | -24.12% | -17.1% |
| Best Month | 40.72% | 41.15% |
| Worst Month | -25.1% | -36.08% |
| Best Year | 25.58% | 13.13% |
| Worst Year | -7.5% | 5.6% |
| Avg. Up Day | 1.76% | 1.77% |
| Avg. Down Day | -1.63% | -1.78% |
| Avg. Up Week | 15.32% | 14.62% |
| Avg. Down Week | -4.4% | -7.64% |
| Avg. Up Month | 17.49% | 20.75% |
| Avg. Down Month | -8.91% | -21.21% |
| Win Days % | 49.56% | 49.56% |
| Win Month % | 38.46% | 56.25% |
| Win Week % | 34.78% | 53.73% |
| Win Quarter % | 50.0% | 66.67% |
| Win Year % | 50.0% | 100.0% |