| Metric | 12340001:solusd:triple_med_gx:zlema115_120 | 12340001:SOLUSD |
|---|---|---|
| Time in Market | 2.0% | 100.0% |
| Cumulative Return | 10.46% | 3.11% |
| Max Drawdown | -5.92% | -64.93% |
| Sharpe | 0.56 | 0.24 |
| Sortino | 1.98 | 0.35 |
| Payoff Ratio | 5.01 | 3.1 |
| Profit Factor | 2.35 | 1.04 |
| Common Sense Ratio | NaN | 1.06 |
| CPC Index | 3.07 | 1.59 |
| Tail Ratio | NaN | 1.02 |
| Outlier Win Ratio | 245.18 | 1.89 |
| Outlier Loss Ratio | 6.97 | 2.04 |
| Volatility (ann.) | 4.68% | 44.28% |
| R^2 | 0.01 | 0.01 |
| Calmar | 1.78 | 0.05 |
| Skew | 17.8 | 0.68 |
| Kurtosis | 378.86 | 8.73 |
| Expected Daily % | 0.01% | 0.0% |
| Expected Monthly % | 0.83% | 0.26% |
| Expected Yearly % | 5.1% | 1.54% |
| Kelly Criterion | 11.34% | 33.01% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.4% | -3.78% |
| Expected Shortfall (cVaR) | -0.4% | -3.78% |
| Year | 12340001:SOLUSD | 12340001:solusd:triple_med_gx:zlema115_120 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 13.13 | -5.75 | -0.44 | - |
| 2025 | -8.86 | 17.20 | -1.94 | + |
| Metric | 12340001:solusd:triple_med_gx:zlema115_120 | 12340001:SOLUSD |
|---|---|---|
| MTD | 0.0% | 16.63% |
| 3M | 2.65% | 19.37% |
| 6M | 17.2% | -25.37% |
| YTD | 17.2% | -8.86% |
| 1Y | 10.46% | 3.11% |
| 3Y (ann.) | 10.55% | 3.14% |
| 5Y (ann.) | 10.55% | 3.14% |
| Metric | 12340001:solusd:triple_med_gx:zlema115_120 | 12340001:SOLUSD |
|---|---|---|
| Max Drawdown | -5.92% | -64.93% |
| Longest DD Days | 230.0 | 129.0 |
| Avg. Drawdown | -3.73% | -11.98% |
| Avg. Drawdown Days | 147.0 | 21.0 |
| Recovery Factor | 1.77 | 0.05 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-01 | 2025-01-18 | -5.92 | 230 |
| 2025-02-02 | 2025-04-08 | -1.54 | 64 |
| Metric | 12340001:solusd:triple_med_gx:zlema115_120 | 12340001:SOLUSD |
|---|---|---|
| Best Day | 5.62% | 19.54% |
| Worst Day | -1.58% | -14.23% |
| Best Week | 14.53% | 21.25% |
| Worst Week | -2.49% | -17.1% |
| Best Month | 14.32% | 41.15% |
| Worst Month | -2.49% | -36.08% |
| Best Year | 17.2% | 13.13% |
| Worst Year | -5.75% | -8.86% |
| Avg. Up Day | 3.01% | 3.1% |
| Avg. Down Day | -0.6% | -1.0% |
| Avg. Up Week | 14.53% | 15.4% |
| Avg. Down Week | -0.65% | -8.24% |
| Avg. Up Month | 9.13% | 20.59% |
| Avg. Down Month | -0.96% | -21.37% |
| Win Days % | 26.09% | 49.34% |
| Win Month % | 25.0% | 58.33% |
| Win Week % | 20.0% | 49.06% |
| Win Quarter % | 40.0% | 60.0% |
| Win Year % | 50.0% | 50.0% |