| Metric | 12339842:solusd:triple_med_gx:zlema225_120 | 12339842:SOLUSD |
|---|---|---|
| Time in Market | 13.0% | 100.0% |
| Cumulative Return | 59.05% | 3.1% |
| Max Drawdown | -21.74% | -64.93% |
| Sharpe | 0.61 | 0.23 |
| Sortino | 1.05 | 0.34 |
| Payoff Ratio | 1.38 | 1.26 |
| Profit Factor | 1.35 | 1.04 |
| Common Sense Ratio | 2.33 | 1.06 |
| CPC Index | 0.89 | 0.64 |
| Tail Ratio | 1.73 | 1.02 |
| Outlier Win Ratio | 32.53 | 2.82 |
| Outlier Loss Ratio | 2.98 | 2.91 |
| Volatility (ann.) | 20.32% | 43.08% |
| R^2 | 0.22 | 0.22 |
| Calmar | 2.35 | 0.04 |
| Skew | 3.9 | 0.64 |
| Kurtosis | 96.78 | 8.72 |
| Expected Daily % | 0.03% | 0.0% |
| Expected Monthly % | 3.37% | 0.22% |
| Expected Yearly % | 26.12% | 1.54% |
| Kelly Criterion | 9.55% | 9.04% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.72% | -3.68% |
| Expected Shortfall (cVaR) | -1.72% | -3.68% |
| Year | 12339842:SOLUSD | 12339842:solusd:triple_med_gx:zlema225_120 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 13.13 | 32.25 | 2.46 | + |
| 2025 | -8.87 | 20.26 | -2.29 | + |
| Metric | 12339842:solusd:triple_med_gx:zlema225_120 | 12339842:SOLUSD |
|---|---|---|
| MTD | 0.0% | 11.11% |
| 3M | 0.79% | 36.47% |
| 6M | 20.26% | -8.22% |
| YTD | 20.26% | -8.87% |
| 1Y | 44.91% | 7.09% |
| 3Y (ann.) | 51.0% | 2.75% |
| 5Y (ann.) | 51.0% | 2.75% |
| Metric | 12339842:solusd:triple_med_gx:zlema225_120 | 12339842:SOLUSD |
|---|---|---|
| Max Drawdown | -21.74% | -64.93% |
| Longest DD Days | 111.0 | 178.0 |
| Avg. Drawdown | -5.89% | -11.98% |
| Avg. Drawdown Days | 31.0 | 23.0 |
| Recovery Factor | 2.72 | 0.05 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-07-16 | 2024-11-05 | -21.74 | 111 |
| 2025-01-19 | 2025-05-09 | -19.72 | 109 |
| 2025-05-10 | 2025-07-17 | -13.75 | 68 |
| 2024-11-08 | 2025-01-17 | -8.84 | 69 |
| 2024-06-01 | 2024-06-04 | -3.03 | 2 |
| 2024-06-05 | 2024-07-15 | -3.01 | 39 |
| 2024-07-16 | 2024-07-16 | -2.48 | 0 |
| 2024-11-06 | 2024-11-07 | -2.34 | 1 |
| 2025-01-17 | 2025-01-17 | -0.97 | 0 |
| 2024-06-05 | 2024-06-05 | -0.35 | 0 |
| Metric | 12339842:solusd:triple_med_gx:zlema225_120 | 12339842:SOLUSD |
|---|---|---|
| Best Day | 15.95% | 19.54% |
| Worst Day | -14.23% | -14.23% |
| Best Week | 21.65% | 21.25% |
| Worst Week | -10.2% | -17.1% |
| Best Month | 21.65% | 41.15% |
| Worst Month | -5.6% | -36.08% |
| Best Year | 32.25% | 13.13% |
| Worst Year | 20.26% | -8.87% |
| Avg. Up Day | 2.2% | 2.21% |
| Avg. Down Day | -1.59% | -1.76% |
| Avg. Up Week | 7.27% | 11.51% |
| Avg. Down Week | -3.96% | -8.97% |
| Avg. Up Month | 9.1% | 19.34% |
| Avg. Down Month | -4.02% | -28.63% |
| Win Days % | 47.55% | 49.3% |
| Win Month % | 81.82% | 57.14% |
| Win Week % | 61.9% | 51.67% |
| Win Quarter % | 100.0% | 66.67% |
| Win Year % | 100.0% | 50.0% |