| Metric | 12340024:solusd:triple_med_gx:zlema115_120 | 12340024:SOLUSD |
|---|---|---|
| Time in Market | 2.0% | 100.0% |
| Cumulative Return | 3.85% | 3.11% |
| Max Drawdown | -10.17% | -64.93% |
| Sharpe | 0.21 | 0.24 |
| Sortino | 0.32 | 0.35 |
| Payoff Ratio | 2.04 | 1.6 |
| Profit Factor | 1.35 | 1.04 |
| Common Sense Ratio | NaN | 1.06 |
| CPC Index | 0.92 | 0.82 |
| Tail Ratio | NaN | 1.02 |
| Outlier Win Ratio | 264.52 | 1.89 |
| Outlier Loss Ratio | 3.44 | 1.98 |
| Volatility (ann.) | 5.23% | 44.28% |
| R^2 | 0.01 | 0.01 |
| Calmar | 0.38 | 0.05 |
| Skew | 1.31 | 0.68 |
| Kurtosis | 316.57 | 8.73 |
| Expected Daily % | 0.0% | 0.0% |
| Expected Monthly % | 0.32% | 0.26% |
| Expected Yearly % | 1.91% | 1.54% |
| Kelly Criterion | 0.71% | 17.63% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.45% | -3.78% |
| Expected Shortfall (cVaR) | -0.45% | -3.78% |
| Year | 12340024:SOLUSD | 12340024:solusd:triple_med_gx:zlema115_120 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 13.13 | 5.96 | 0.45 | - |
| 2025 | -8.86 | -1.99 | 0.22 | + |
| Metric | 12340024:solusd:triple_med_gx:zlema115_120 | 12340024:SOLUSD |
|---|---|---|
| MTD | -1.47% | 16.63% |
| 3M | -10.05% | 19.37% |
| 6M | -1.99% | -25.37% |
| YTD | -1.99% | -8.86% |
| 1Y | 3.85% | 3.11% |
| 3Y (ann.) | 3.88% | 3.14% |
| 5Y (ann.) | 3.88% | 3.14% |
| Metric | 12340024:solusd:triple_med_gx:zlema115_120 | 12340024:SOLUSD |
|---|---|---|
| Max Drawdown | -10.17% | -64.93% |
| Longest DD Days | 115.0 | 129.0 |
| Avg. Drawdown | -2.68% | -11.98% |
| Avg. Drawdown Days | 29.0 | 21.0 |
| Recovery Factor | 0.38 | 0.05 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-02-02 | 2025-05-29 | -10.17 | 115 |
| 2024-08-23 | 2024-08-23 | -0.18 | 0 |
| 2025-01-18 | 2025-01-18 | -0.18 | 0 |
| 2024-09-04 | 2024-09-04 | -0.18 | 0 |
| Metric | 12340024:solusd:triple_med_gx:zlema115_120 | 12340024:SOLUSD |
|---|---|---|
| Best Day | 5.49% | 19.54% |
| Worst Day | -5.98% | -14.23% |
| Best Week | 9.11% | 21.25% |
| Worst Week | -5.25% | -17.1% |
| Best Month | 9.11% | 41.15% |
| Worst Month | -5.25% | -36.08% |
| Best Year | 5.96% | 13.13% |
| Worst Year | -1.99% | -8.86% |
| Avg. Up Day | 2.39% | 2.53% |
| Avg. Down Day | -1.17% | -1.58% |
| Avg. Up Week | 6.03% | 12.84% |
| Avg. Down Week | -2.49% | -5.8% |
| Avg. Up Month | 6.02% | 17.76% |
| Avg. Down Month | -1.89% | -26.0% |
| Win Days % | 33.33% | 49.34% |
| Win Month % | 42.86% | 58.33% |
| Win Week % | 37.5% | 49.06% |
| Win Quarter % | 66.67% | 60.0% |
| Win Year % | 50.0% | 50.0% |