| Metric | 12340044:solusd:triple_med_gx:zlema75_120 | 12340044:SOLUSD |
|---|---|---|
| Time in Market | 11.0% | 100.0% |
| Cumulative Return | 7.02% | 3.11% |
| Max Drawdown | -29.9% | -64.93% |
| Sharpe | 0.19 | 0.24 |
| Sortino | 0.29 | 0.35 |
| Payoff Ratio | 1.23 | 1.18 |
| Profit Factor | 1.09 | 1.04 |
| Common Sense Ratio | 0.0 | 1.06 |
| CPC Index | 0.6 | 0.61 |
| Tail Ratio | 0.0 | 1.02 |
| Outlier Win Ratio | 45.75 | 2.79 |
| Outlier Loss Ratio | 2.95 | 2.71 |
| Volatility (ann.) | 15.2% | 44.28% |
| R^2 | 0.12 | 0.12 |
| Calmar | 0.24 | 0.05 |
| Skew | 1.9 | 0.68 |
| Kurtosis | 55.64 | 8.73 |
| Expected Daily % | 0.0% | 0.0% |
| Expected Monthly % | 0.57% | 0.26% |
| Expected Yearly % | 3.45% | 1.54% |
| Kelly Criterion | -0.85% | 6.58% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.3% | -3.78% |
| Expected Shortfall (cVaR) | -1.3% | -3.78% |
| Year | 12340044:SOLUSD | 12340044:solusd:triple_med_gx:zlema75_120 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 13.13 | -8.51 | -0.65 | - |
| 2025 | -8.86 | 16.98 | -1.92 | + |
| Metric | 12340044:solusd:triple_med_gx:zlema75_120 | 12340044:SOLUSD |
|---|---|---|
| MTD | 12.01% | 16.63% |
| 3M | -2.8% | 19.37% |
| 6M | 8.14% | -25.37% |
| YTD | 16.98% | -8.86% |
| 1Y | 7.02% | 3.11% |
| 3Y (ann.) | 7.09% | 3.14% |
| 5Y (ann.) | 7.09% | 3.14% |
| Metric | 12340044:solusd:triple_med_gx:zlema75_120 | 12340044:SOLUSD |
|---|---|---|
| Max Drawdown | -29.9% | -64.93% |
| Longest DD Days | 157.0 | 129.0 |
| Avg. Drawdown | -8.08% | -11.98% |
| Avg. Drawdown Days | 43.0 | 21.0 |
| Recovery Factor | 0.23 | 0.05 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-02-01 | 2025-05-29 | -29.90 | 117 |
| 2024-06-01 | 2024-11-06 | -17.67 | 157 |
| 2024-11-29 | 2025-01-15 | -10.43 | 47 |
| 2024-11-09 | 2024-11-29 | -2.60 | 20 |
| 2025-01-16 | 2025-01-17 | -1.56 | 0 |
| 2025-01-16 | 2025-01-16 | -1.43 | 0 |
| 2025-01-17 | 2025-01-17 | -0.97 | 0 |
| 2024-06-01 | 2024-06-01 | -0.08 | 0 |
| Metric | 12340044:solusd:triple_med_gx:zlema75_120 | 12340044:SOLUSD |
|---|---|---|
| Best Day | 11.15% | 19.54% |
| Worst Day | -6.52% | -14.23% |
| Best Week | 19.75% | 21.25% |
| Worst Week | -15.47% | -17.1% |
| Best Month | 42.37% | 41.15% |
| Worst Month | -15.47% | -36.08% |
| Best Year | 16.98% | 13.13% |
| Worst Year | -8.51% | -8.86% |
| Avg. Up Day | 1.94% | 1.96% |
| Avg. Down Day | -1.57% | -1.65% |
| Avg. Up Week | 10.92% | 14.67% |
| Avg. Down Week | -6.46% | -7.51% |
| Avg. Up Month | 13.59% | 21.62% |
| Avg. Down Month | -8.61% | -22.53% |
| Win Days % | 44.3% | 49.34% |
| Win Month % | 45.45% | 58.33% |
| Win Week % | 50.0% | 49.06% |
| Win Quarter % | 40.0% | 60.0% |
| Win Year % | 50.0% | 50.0% |