| Metric | 12340021:solusd:triple_med_gx:zlema85_120 | 12340021:SOLUSD |
|---|---|---|
| Time in Market | 9.0% | 100.0% |
| Cumulative Return | 30.17% | 3.11% |
| Max Drawdown | -26.03% | -64.93% |
| Sharpe | 0.58 | 0.24 |
| Sortino | 0.89 | 0.35 |
| Payoff Ratio | 1.4 | 1.33 |
| Profit Factor | 1.35 | 1.04 |
| Common Sense Ratio | NaN | 1.06 |
| CPC Index | 0.88 | 0.68 |
| Tail Ratio | NaN | 1.02 |
| Outlier Win Ratio | 55.24 | 2.78 |
| Outlier Loss Ratio | 2.98 | 2.51 |
| Volatility (ann.) | 13.01% | 44.28% |
| R^2 | 0.09 | 0.09 |
| Calmar | 1.17 | 0.05 |
| Skew | 0.83 | 0.68 |
| Kurtosis | 50.42 | 8.73 |
| Expected Daily % | 0.02% | 0.0% |
| Expected Monthly % | 2.22% | 0.26% |
| Expected Yearly % | 14.09% | 1.54% |
| Kelly Criterion | 7.91% | 11.14% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.1% | -3.78% |
| Expected Shortfall (cVaR) | -1.1% | -3.78% |
| Year | 12340021:SOLUSD | 12340021:solusd:triple_med_gx:zlema85_120 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 13.13 | 4.59 | 0.35 | - |
| 2025 | -8.86 | 24.46 | -2.76 | + |
| Metric | 12340021:solusd:triple_med_gx:zlema85_120 | 12340021:SOLUSD |
|---|---|---|
| MTD | 12.88% | 16.63% |
| 3M | -1.72% | 19.37% |
| 6M | 13.64% | -25.37% |
| YTD | 24.46% | -8.86% |
| 1Y | 30.17% | 3.11% |
| 3Y (ann.) | 30.45% | 3.14% |
| 5Y (ann.) | 30.45% | 3.14% |
| Metric | 12340021:solusd:triple_med_gx:zlema85_120 | 12340021:SOLUSD |
|---|---|---|
| Max Drawdown | -26.03% | -64.93% |
| Longest DD Days | 116.0 | 129.0 |
| Avg. Drawdown | -4.73% | -11.98% |
| Avg. Drawdown Days | 25.0 | 21.0 |
| Recovery Factor | 1.16 | 0.05 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-02-01 | 2025-05-29 | -26.03 | 116 |
| 2024-11-29 | 2025-01-15 | -8.85 | 47 |
| 2024-08-02 | 2024-10-06 | -6.87 | 65 |
| 2024-11-04 | 2024-11-05 | -3.89 | 1 |
| 2025-01-16 | 2025-01-17 | -1.56 | 0 |
| 2024-06-01 | 2024-07-13 | -1.44 | 42 |
| 2025-01-16 | 2025-01-16 | -1.43 | 0 |
| 2025-01-17 | 2025-01-17 | -0.97 | 0 |
| 2024-07-14 | 2024-07-14 | -0.50 | 0 |
| 2024-11-05 | 2024-11-10 | -0.40 | 4 |
| Metric | 12340021:solusd:triple_med_gx:zlema85_120 | 12340021:SOLUSD |
|---|---|---|
| Best Day | 7.31% | 19.54% |
| Worst Day | -6.52% | -14.23% |
| Best Week | 21.07% | 21.25% |
| Worst Week | -12.94% | -17.1% |
| Best Month | 42.44% | 41.15% |
| Worst Month | -12.94% | -36.08% |
| Best Year | 24.46% | 13.13% |
| Worst Year | 4.59% | -8.86% |
| Avg. Up Day | 2.04% | 2.06% |
| Avg. Down Day | -1.46% | -1.55% |
| Avg. Up Week | 9.84% | 13.99% |
| Avg. Down Week | -5.09% | -6.66% |
| Avg. Up Month | 11.49% | 20.15% |
| Avg. Down Month | -4.92% | -22.53% |
| Win Days % | 46.28% | 49.34% |
| Win Month % | 54.55% | 58.33% |
| Win Week % | 50.0% | 49.06% |
| Win Quarter % | 40.0% | 60.0% |
| Win Year % | 100.0% | 50.0% |