| Metric | 12339993:solusd:triple_med_gx:zlema90_120 | 12339993:SOLUSD |
|---|---|---|
| Time in Market | 8.0% | 100.0% |
| Cumulative Return | 13.76% | 3.11% |
| Max Drawdown | -27.85% | -64.93% |
| Sharpe | 0.33 | 0.24 |
| Sortino | 0.51 | 0.35 |
| Payoff Ratio | 1.42 | 1.35 |
| Profit Factor | 1.2 | 1.04 |
| Common Sense Ratio | NaN | 1.06 |
| CPC Index | 0.72 | 0.69 |
| Tail Ratio | NaN | 1.02 |
| Outlier Win Ratio | 65.62 | 2.68 |
| Outlier Loss Ratio | 3.2 | 2.49 |
| Volatility (ann.) | 11.84% | 44.28% |
| R^2 | 0.07 | 0.07 |
| Calmar | 0.5 | 0.05 |
| Skew | 0.82 | 0.68 |
| Kurtosis | 60.83 | 8.73 |
| Expected Daily % | 0.01% | 0.0% |
| Expected Monthly % | 1.08% | 0.26% |
| Expected Yearly % | 6.66% | 1.54% |
| Kelly Criterion | 0.96% | 11.95% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.01% | -3.78% |
| Expected Shortfall (cVaR) | -1.01% | -3.78% |
| Year | 12339993:SOLUSD | 12339993:solusd:triple_med_gx:zlema90_120 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 13.13 | -5.43 | -0.41 | - |
| 2025 | -8.86 | 20.29 | -2.29 | + |
| Metric | 12339993:solusd:triple_med_gx:zlema90_120 | 12339993:SOLUSD |
|---|---|---|
| MTD | 12.1% | 16.63% |
| 3M | 2.93% | 19.37% |
| 6M | 10.66% | -25.37% |
| YTD | 20.29% | -8.86% |
| 1Y | 13.76% | 3.11% |
| 3Y (ann.) | 13.88% | 3.14% |
| 5Y (ann.) | 13.88% | 3.14% |
| Metric | 12339993:solusd:triple_med_gx:zlema90_120 | 12339993:SOLUSD |
|---|---|---|
| Max Drawdown | -27.85% | -64.93% |
| Longest DD Days | 185.0 | 129.0 |
| Avg. Drawdown | -6.4% | -11.98% |
| Avg. Drawdown Days | 49.0 | 21.0 |
| Recovery Factor | 0.49 | 0.05 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-02-01 | 2025-05-29 | -27.85 | 117 |
| 2024-07-15 | 2025-01-16 | -12.49 | 185 |
| 2025-01-16 | 2025-01-17 | -1.56 | 0 |
| 2024-06-01 | 2024-07-13 | -1.38 | 42 |
| 2025-01-17 | 2025-01-17 | -0.97 | 0 |
| 2024-07-14 | 2024-07-14 | -0.50 | 0 |
| 2024-06-01 | 2024-06-01 | -0.08 | 0 |
| Metric | 12339993:solusd:triple_med_gx:zlema90_120 | 12339993:SOLUSD |
|---|---|---|
| Best Day | 7.31% | 19.54% |
| Worst Day | -6.52% | -14.23% |
| Best Week | 16.89% | 21.25% |
| Worst Week | -12.7% | -17.1% |
| Best Month | 33.88% | 41.15% |
| Worst Month | -12.7% | -36.08% |
| Best Year | 20.29% | 13.13% |
| Worst Year | -5.43% | -8.86% |
| Avg. Up Day | 2.01% | 2.04% |
| Avg. Down Day | -1.41% | -1.5% |
| Avg. Up Week | 8.39% | 15.77% |
| Avg. Down Week | -3.43% | -6.65% |
| Avg. Up Month | 13.91% | 24.44% |
| Avg. Down Month | -5.18% | -21.21% |
| Win Days % | 41.82% | 49.34% |
| Win Month % | 33.33% | 58.33% |
| Win Week % | 36.84% | 49.06% |
| Win Quarter % | 60.0% | 60.0% |
| Win Year % | 50.0% | 50.0% |