| Metric | 12339845:solusd:triple_med_gx:zlema240_120 | 12339845:SOLUSD |
|---|---|---|
| Time in Market | 13.0% | 100.0% |
| Cumulative Return | 104.98% | -17.79% |
| Max Drawdown | -21.74% | -64.93% |
| Sharpe | 0.72 | 0.13 |
| Sortino | 1.25 | 0.2 |
| Payoff Ratio | 1.3 | 1.19 |
| Profit Factor | 1.42 | 1.02 |
| Common Sense Ratio | 3.41 | 1.01 |
| CPC Index | 0.93 | 0.6 |
| Tail Ratio | 2.39 | 0.99 |
| Outlier Win Ratio | 34.72 | 2.91 |
| Outlier Loss Ratio | 3.01 | 2.83 |
| Volatility (ann.) | 18.58% | 42.24% |
| R^2 | 0.19 | 0.19 |
| Calmar | 2.76 | -0.19 |
| Skew | 3.88 | 0.52 |
| Kurtosis | 103.45 | 7.53 |
| Expected Daily % | 0.03% | -0.01% |
| Expected Monthly % | 3.85% | -1.03% |
| Expected Yearly % | 43.17% | -9.33% |
| Kelly Criterion | 11.62% | 7.33% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.56% | -3.62% |
| Expected Shortfall (cVaR) | -1.56% | -3.62% |
| Year | 12339845:SOLUSD | 12339845:solusd:triple_med_gx:zlema240_120 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 13.13 | 24.29 | 1.85 | + |
| 2025 | -27.33 | 64.92 | -2.37 | + |
| Metric | 12339845:solusd:triple_med_gx:zlema240_120 | 12339845:SOLUSD |
|---|---|---|
| MTD | 0.0% | 2.76% |
| 3M | 7.21% | -36.8% |
| 6M | 21.21% | -14.9% |
| YTD | 64.92% | -27.33% |
| 1Y | 64.92% | -36.69% |
| 3Y (ann.) | 60.05% | -12.05% |
| 5Y (ann.) | 60.05% | -12.05% |
| Metric | 12339845:solusd:triple_med_gx:zlema240_120 | 12339845:SOLUSD |
|---|---|---|
| Max Drawdown | -21.74% | -64.93% |
| Longest DD Days | 124.0 | 324.0 |
| Avg. Drawdown | -6.75% | -11.98% |
| Avg. Drawdown Days | 38.0 | 32.0 |
| Recovery Factor | 4.83 | -0.27 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-07-16 | 2024-11-05 | -21.74 | 111 |
| 2025-01-19 | 2025-04-12 | -21.34 | 83 |
| 2025-05-10 | 2025-09-11 | -17.29 | 124 |
| 2024-11-08 | 2025-01-18 | -8.84 | 70 |
| 2024-06-05 | 2024-07-16 | -7.36 | 40 |
| 2025-09-25 | 2025-12-10 | -6.35 | 76 |
| 2025-04-13 | 2025-05-08 | -4.53 | 25 |
| 2024-06-01 | 2024-06-04 | -3.03 | 2 |
| 2024-11-06 | 2024-11-07 | -2.34 | 1 |
| 2025-05-09 | 2025-05-09 | -0.99 | 0 |
| Metric | 12339845:solusd:triple_med_gx:zlema240_120 | 12339845:SOLUSD |
|---|---|---|
| Best Day | 15.95% | 19.54% |
| Worst Day | -14.23% | -14.23% |
| Best Week | 21.65% | 21.25% |
| Worst Week | -10.2% | -18.95% |
| Best Month | 21.65% | 41.15% |
| Worst Month | -5.6% | -36.08% |
| Best Year | 64.92% | 13.13% |
| Worst Year | 24.29% | -27.33% |
| Avg. Up Day | 2.03% | 2.04% |
| Avg. Down Day | -1.56% | -1.71% |
| Avg. Up Week | 7.3% | 11.22% |
| Avg. Down Week | -2.98% | -8.64% |
| Avg. Up Month | 11.33% | 17.08% |
| Avg. Down Month | -3.21% | -22.99% |
| Win Days % | 50.0% | 49.57% |
| Win Month % | 69.23% | 57.89% |
| Win Week % | 56.0% | 50.62% |
| Win Quarter % | 83.33% | 57.14% |
| Win Year % | 100.0% | 50.0% |