| Metric | 12340003:solusd:triple_med_gx:zlema125_120 | 12340003:SOLUSD |
|---|---|---|
| Time in Market | 3.0% | 100.0% |
| Cumulative Return | -4.7% | 3.11% |
| Max Drawdown | -12.12% | -64.93% |
| Sharpe | -0.2 | 0.24 |
| Sortino | -0.28 | 0.35 |
| Payoff Ratio | 1.14 | 0.99 |
| Profit Factor | 0.84 | 1.04 |
| Common Sense Ratio | NaN | 1.06 |
| CPC Index | 0.33 | 0.51 |
| Tail Ratio | NaN | 1.02 |
| Outlier Win Ratio | 200.67 | 1.89 |
| Outlier Loss Ratio | 3.13 | 2.04 |
| Volatility (ann.) | 5.28% | 44.28% |
| R^2 | 0.01 | 0.01 |
| Calmar | -0.39 | 0.05 |
| Skew | -0.72 | 0.68 |
| Kurtosis | 103.16 | 8.73 |
| Expected Daily % | -0.0% | 0.0% |
| Expected Monthly % | -0.4% | 0.26% |
| Expected Yearly % | -2.38% | 1.54% |
| Kelly Criterion | -22.07% | -1.75% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.46% | -3.78% |
| Expected Shortfall (cVaR) | -0.46% | -3.78% |
| Year | 12340003:SOLUSD | 12340003:solusd:triple_med_gx:zlema125_120 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 13.13 | -4.35 | -0.33 | - |
| 2025 | -8.86 | -0.37 | 0.04 | + |
| Metric | 12340003:solusd:triple_med_gx:zlema125_120 | 12340003:SOLUSD |
|---|---|---|
| MTD | 0.0% | 16.63% |
| 3M | -0.13% | 19.37% |
| 6M | -0.37% | -25.37% |
| YTD | -0.37% | -8.86% |
| 1Y | -4.7% | 3.11% |
| 3Y (ann.) | -4.74% | 3.14% |
| 5Y (ann.) | -4.74% | 3.14% |
| Metric | 12340003:solusd:triple_med_gx:zlema125_120 | 12340003:SOLUSD |
|---|---|---|
| Max Drawdown | -12.12% | -64.93% |
| Longest DD Days | 330.0 | 129.0 |
| Avg. Drawdown | -6.15% | -11.98% |
| Avg. Drawdown Days | 165.0 | 21.0 |
| Recovery Factor | -0.39 | 0.05 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-07-03 | 2025-05-29 | -12.12 | 330 |
| 2024-07-02 | 2024-07-02 | -0.18 | 0 |
| Metric | 12340003:solusd:triple_med_gx:zlema125_120 | 12340003:SOLUSD |
|---|---|---|
| Best Day | 3.56% | 19.54% |
| Worst Day | -3.59% | -14.23% |
| Best Week | 3.65% | 21.25% |
| Worst Week | -5.59% | -17.1% |
| Best Month | 3.65% | 41.15% |
| Worst Month | -4.3% | -36.08% |
| Best Year | -0.37% | 13.13% |
| Worst Year | -4.35% | -8.86% |
| Avg. Up Day | 1.56% | 1.64% |
| Avg. Down Day | -1.37% | -1.66% |
| Avg. Up Week | 2.5% | 10.41% |
| Avg. Down Week | -2.91% | -7.17% |
| Avg. Up Month | 3.38% | 29.82% |
| Avg. Down Month | -2.22% | -18.54% |
| Win Days % | 35.0% | 49.34% |
| Win Month % | 25.0% | 58.33% |
| Win Week % | 41.67% | 49.06% |
| Win Quarter % | 50.0% | 60.0% |
| Win Year % | 0.0% | 50.0% |