| Metric | 12339796:solusd:triple_med_gx:zlema280_120 | 12339796:SOLUSD |
|---|---|---|
| Time in Market | 18.0% | 100.0% |
| Cumulative Return | 77.02% | 3.11% |
| Max Drawdown | -28.56% | -64.93% |
| Sharpe | 0.74 | 0.24 |
| Sortino | 1.25 | 0.35 |
| Payoff Ratio | 1.34 | 1.29 |
| Profit Factor | 1.37 | 1.04 |
| Common Sense Ratio | 2.12 | 1.06 |
| CPC Index | 0.9 | 0.66 |
| Tail Ratio | 1.55 | 1.02 |
| Outlier Win Ratio | 26.14 | 3.02 |
| Outlier Loss Ratio | 3.2 | 3.05 |
| Volatility (ann.) | 22.8% | 44.28% |
| R^2 | 0.27 | 0.27 |
| Calmar | 2.73 | 0.05 |
| Skew | 2.96 | 0.68 |
| Kurtosis | 70.14 | 8.73 |
| Expected Daily % | 0.04% | 0.0% |
| Expected Monthly % | 4.87% | 0.26% |
| Expected Yearly % | 33.05% | 1.54% |
| Kelly Criterion | 11.65% | 9.93% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.92% | -3.78% |
| Expected Shortfall (cVaR) | -1.92% | -3.78% |
| Year | 12339796:SOLUSD | 12339796:solusd:triple_med_gx:zlema280_120 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 13.13 | 41.67 | 3.17 | + |
| 2025 | -8.86 | 24.96 | -2.82 | + |
| Metric | 12339796:solusd:triple_med_gx:zlema280_120 | 12339796:SOLUSD |
|---|---|---|
| MTD | 13.96% | 16.63% |
| 3M | 38.44% | 19.37% |
| 6M | 25.32% | -25.37% |
| YTD | 24.96% | -8.86% |
| 1Y | 77.02% | 3.11% |
| 3Y (ann.) | 77.86% | 3.14% |
| 5Y (ann.) | 77.86% | 3.14% |
| Metric | 12339796:solusd:triple_med_gx:zlema280_120 | 12339796:SOLUSD |
|---|---|---|
| Max Drawdown | -28.56% | -64.93% |
| Longest DD Days | 109.0 | 129.0 |
| Avg. Drawdown | -5.19% | -11.98% |
| Avg. Drawdown Days | 18.0 | 21.0 |
| Recovery Factor | 2.7 | 0.05 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-19 | 2025-05-08 | -28.56 | 109 |
| 2024-07-16 | 2024-10-06 | -24.89 | 82 |
| 2024-06-05 | 2024-07-16 | -9.70 | 40 |
| 2024-11-08 | 2025-01-18 | -9.06 | 71 |
| 2025-05-23 | 2025-05-29 | -6.22 | 6 |
| 2024-10-08 | 2024-10-11 | -5.52 | 3 |
| 2024-10-15 | 2024-11-05 | -4.21 | 21 |
| 2024-06-01 | 2024-06-04 | -3.03 | 2 |
| 2025-05-10 | 2025-05-10 | -2.20 | 0 |
| 2024-11-07 | 2024-11-07 | -1.48 | 0 |
| Metric | 12339796:solusd:triple_med_gx:zlema280_120 | 12339796:SOLUSD |
|---|---|---|
| Best Day | 15.95% | 19.54% |
| Worst Day | -14.23% | -14.23% |
| Best Week | 22.66% | 21.25% |
| Worst Week | -14.27% | -17.1% |
| Best Month | 22.44% | 41.15% |
| Worst Month | -14.27% | -36.08% |
| Best Year | 41.67% | 13.13% |
| Worst Year | 24.96% | -8.86% |
| Avg. Up Day | 2.05% | 2.07% |
| Avg. Down Day | -1.53% | -1.61% |
| Avg. Up Week | 9.02% | 12.03% |
| Avg. Down Week | -4.12% | -9.9% |
| Avg. Up Month | 14.06% | 21.1% |
| Avg. Down Month | -6.72% | -23.19% |
| Win Days % | 49.39% | 49.34% |
| Win Month % | 70.0% | 58.33% |
| Win Week % | 63.16% | 49.06% |
| Win Quarter % | 60.0% | 60.0% |
| Win Year % | 100.0% | 50.0% |