| Metric | 12340017:solusd:triple_med_gx:zlema75_120 | 12340017:SOLUSD |
|---|---|---|
| Time in Market | 11.0% | 100.0% |
| Cumulative Return | 18.89% | 3.11% |
| Max Drawdown | -27.48% | -64.93% |
| Sharpe | 0.39 | 0.24 |
| Sortino | 0.59 | 0.35 |
| Payoff Ratio | 1.23 | 1.14 |
| Profit Factor | 1.2 | 1.04 |
| Common Sense Ratio | 0.0 | 1.06 |
| CPC Index | 0.7 | 0.58 |
| Tail Ratio | 0.0 | 1.02 |
| Outlier Win Ratio | 49.43 | 2.75 |
| Outlier Loss Ratio | 3.05 | 2.6 |
| Volatility (ann.) | 13.37% | 44.28% |
| R^2 | 0.09 | 0.09 |
| Calmar | 0.69 | 0.05 |
| Skew | 0.58 | 0.68 |
| Kurtosis | 44.91 | 8.73 |
| Expected Daily % | 0.01% | 0.0% |
| Expected Monthly % | 1.45% | 0.26% |
| Expected Yearly % | 9.04% | 1.54% |
| Kelly Criterion | 5.15% | 4.78% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.14% | -3.78% |
| Expected Shortfall (cVaR) | -1.14% | -3.78% |
| Year | 12340017:SOLUSD | 12340017:solusd:triple_med_gx:zlema75_120 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 13.13 | -1.64 | -0.12 | - |
| 2025 | -8.86 | 20.87 | -2.36 | + |
| Metric | 12340017:solusd:triple_med_gx:zlema75_120 | 12340017:SOLUSD |
|---|---|---|
| MTD | 11.82% | 16.63% |
| 3M | -2.97% | 19.37% |
| 6M | 15.08% | -25.37% |
| YTD | 20.87% | -8.86% |
| 1Y | 18.89% | 3.11% |
| 3Y (ann.) | 19.06% | 3.14% |
| 5Y (ann.) | 19.06% | 3.14% |
| Metric | 12340017:solusd:triple_med_gx:zlema75_120 | 12340017:SOLUSD |
|---|---|---|
| Max Drawdown | -27.48% | -64.93% |
| Longest DD Days | 118.0 | 129.0 |
| Avg. Drawdown | -5.84% | -11.98% |
| Avg. Drawdown Days | 36.0 | 21.0 |
| Recovery Factor | 0.69 | 0.05 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-02-01 | 2025-05-29 | -27.48 | 116 |
| 2024-08-02 | 2024-11-28 | -11.05 | 118 |
| 2024-11-29 | 2025-01-15 | -8.69 | 47 |
| 2025-01-16 | 2025-01-17 | -1.56 | 0 |
| 2025-01-16 | 2025-01-16 | -1.43 | 0 |
| 2024-06-01 | 2024-07-13 | -1.14 | 42 |
| 2025-01-17 | 2025-01-17 | -0.97 | 0 |
| 2025-01-31 | 2025-02-01 | -0.18 | 0 |
| 2024-06-01 | 2024-06-01 | -0.08 | 0 |
| Metric | 12340017:solusd:triple_med_gx:zlema75_120 | 12340017:SOLUSD |
|---|---|---|
| Best Day | 7.31% | 19.54% |
| Worst Day | -6.52% | -14.23% |
| Best Week | 19.75% | 21.25% |
| Worst Week | -13.23% | -17.1% |
| Best Month | 42.12% | 41.15% |
| Worst Month | -13.23% | -36.08% |
| Best Year | 20.87% | 13.13% |
| Worst Year | -1.64% | -8.86% |
| Avg. Up Day | 1.73% | 1.75% |
| Avg. Down Day | -1.41% | -1.54% |
| Avg. Up Week | 8.77% | 13.32% |
| Avg. Down Week | -4.95% | -7.4% |
| Avg. Up Month | 13.3% | 21.62% |
| Avg. Down Month | -5.98% | -22.53% |
| Win Days % | 47.68% | 49.34% |
| Win Month % | 45.45% | 58.33% |
| Win Week % | 47.37% | 49.06% |
| Win Quarter % | 40.0% | 60.0% |
| Win Year % | 50.0% | 50.0% |