| Metric | 12340004:solusd:triple_med_gx:zlema130_120 | 12340004:SOLUSD |
|---|---|---|
| Time in Market | 4.0% | 100.0% |
| Cumulative Return | -11.34% | 3.11% |
| Max Drawdown | -16.08% | -64.93% |
| Sharpe | -0.42 | 0.24 |
| Sortino | -0.51 | 0.35 |
| Payoff Ratio | 1.08 | 0.91 |
| Profit Factor | 0.68 | 1.04 |
| Common Sense Ratio | NaN | 1.06 |
| CPC Index | 0.25 | 0.47 |
| Tail Ratio | NaN | 1.02 |
| Outlier Win Ratio | 187.4 | 1.91 |
| Outlier Loss Ratio | 2.71 | 2.04 |
| Volatility (ann.) | 6.68% | 44.28% |
| R^2 | 0.02 | 0.02 |
| Calmar | -0.71 | 0.05 |
| Skew | -6.15 | 0.68 |
| Kurtosis | 154.91 | 8.73 |
| Expected Daily % | -0.01% | 0.0% |
| Expected Monthly % | -1.0% | 0.26% |
| Expected Yearly % | -5.84% | 1.54% |
| Kelly Criterion | -28.25% | -6.36% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.58% | -3.78% |
| Expected Shortfall (cVaR) | -0.58% | -3.78% |
| Year | 12340004:SOLUSD | 12340004:solusd:triple_med_gx:zlema130_120 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 13.13 | -3.22 | -0.25 | - |
| 2025 | -8.86 | -8.39 | 0.95 | + |
| Metric | 12340004:solusd:triple_med_gx:zlema130_120 | 12340004:SOLUSD |
|---|---|---|
| MTD | 0.0% | 16.63% |
| 3M | -1.54% | 19.37% |
| 6M | -8.39% | -25.37% |
| YTD | -8.39% | -8.86% |
| 1Y | -11.34% | 3.11% |
| 3Y (ann.) | -11.43% | 3.14% |
| 5Y (ann.) | -11.43% | 3.14% |
| Metric | 12340004:solusd:triple_med_gx:zlema130_120 | 12340004:SOLUSD |
|---|---|---|
| Max Drawdown | -16.08% | -64.93% |
| Longest DD Days | 275.0 | 129.0 |
| Avg. Drawdown | -11.14% | -11.98% |
| Avg. Drawdown Days | 162.0 | 21.0 |
| Recovery Factor | -0.71 | 0.05 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-08-27 | 2025-05-29 | -16.08 | 275 |
| 2024-07-03 | 2024-08-20 | -6.21 | 48 |
| Metric | 12340004:solusd:triple_med_gx:zlema130_120 | 12340004:SOLUSD |
|---|---|---|
| Best Day | 3.56% | 19.54% |
| Worst Day | -6.46% | -14.23% |
| Best Week | 6.2% | 21.25% |
| Worst Week | -7.84% | -17.1% |
| Best Month | 6.2% | 41.15% |
| Worst Month | -6.95% | -36.08% |
| Best Year | -3.22% | 13.13% |
| Worst Year | -8.39% | -8.86% |
| Avg. Up Day | 1.58% | 1.67% |
| Avg. Down Day | -1.46% | -1.83% |
| Avg. Up Week | 3.08% | 9.76% |
| Avg. Down Week | -3.94% | -7.17% |
| Avg. Up Month | 3.34% | 23.32% |
| Avg. Down Month | -5.33% | -18.54% |
| Win Days % | 33.33% | 49.34% |
| Win Month % | 37.5% | 58.33% |
| Win Week % | 42.86% | 49.06% |
| Win Quarter % | 50.0% | 60.0% |
| Win Year % | 0.0% | 50.0% |