| Metric | 12340046:solusd:triple_med_gx:zlema85_120 | 12340046:SOLUSD |
|---|---|---|
| Time in Market | 10.0% | 100.0% |
| Cumulative Return | 23.42% | 3.11% |
| Max Drawdown | -28.11% | -64.93% |
| Sharpe | 0.43 | 0.24 |
| Sortino | 0.69 | 0.35 |
| Payoff Ratio | 1.39 | 1.33 |
| Profit Factor | 1.25 | 1.04 |
| Common Sense Ratio | NaN | 1.06 |
| CPC Index | 0.79 | 0.68 |
| Tail Ratio | NaN | 1.02 |
| Outlier Win Ratio | 49.71 | 2.79 |
| Outlier Loss Ratio | 2.9 | 2.64 |
| Volatility (ann.) | 14.69% | 44.28% |
| R^2 | 0.11 | 0.11 |
| Calmar | 0.84 | 0.05 |
| Skew | 2.3 | 0.68 |
| Kurtosis | 63.24 | 8.73 |
| Expected Daily % | 0.01% | 0.0% |
| Expected Monthly % | 1.77% | 0.26% |
| Expected Yearly % | 11.09% | 1.54% |
| Kelly Criterion | 6.19% | 11.14% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.25% | -3.78% |
| Expected Shortfall (cVaR) | -1.25% | -3.78% |
| Year | 12340046:SOLUSD | 12340046:solusd:triple_med_gx:zlema85_120 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 13.13 | -1.72 | -0.13 | - |
| 2025 | -8.86 | 25.57 | -2.89 | + |
| Metric | 12340046:solusd:triple_med_gx:zlema85_120 | 12340046:SOLUSD |
|---|---|---|
| MTD | 17.2% | 16.63% |
| 3M | 2.05% | 19.37% |
| 6M | 14.75% | -25.37% |
| YTD | 25.57% | -8.86% |
| 1Y | 23.42% | 3.11% |
| 3Y (ann.) | 23.63% | 3.14% |
| 5Y (ann.) | 23.63% | 3.14% |
| Metric | 12340046:solusd:triple_med_gx:zlema85_120 | 12340046:SOLUSD |
|---|---|---|
| Max Drawdown | -28.11% | -64.93% |
| Longest DD Days | 116.0 | 129.0 |
| Avg. Drawdown | -7.25% | -11.98% |
| Avg. Drawdown Days | 40.0 | 21.0 |
| Recovery Factor | 0.83 | 0.05 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-02-01 | 2025-05-29 | -28.11 | 116 |
| 2024-08-02 | 2024-11-06 | -13.63 | 95 |
| 2024-11-09 | 2025-01-16 | -10.15 | 68 |
| 2024-06-01 | 2024-07-14 | -3.03 | 42 |
| 2025-01-16 | 2025-01-17 | -1.56 | 0 |
| 2025-01-17 | 2025-01-17 | -0.97 | 0 |
| 2024-07-14 | 2024-07-14 | -0.50 | 0 |
| 2024-06-01 | 2024-06-01 | -0.08 | 0 |
| Metric | 12340046:solusd:triple_med_gx:zlema85_120 | 12340046:SOLUSD |
|---|---|---|
| Best Day | 11.15% | 19.54% |
| Worst Day | -6.52% | -14.23% |
| Best Week | 21.07% | 21.25% |
| Worst Week | -13.61% | -17.1% |
| Best Month | 42.44% | 41.15% |
| Worst Month | -13.61% | -36.08% |
| Best Year | 25.57% | 13.13% |
| Worst Year | -1.72% | -8.86% |
| Avg. Up Day | 2.11% | 2.13% |
| Avg. Down Day | -1.52% | -1.61% |
| Avg. Up Week | 13.99% | 16.85% |
| Avg. Down Week | -5.89% | -6.33% |
| Avg. Up Month | 15.38% | 22.12% |
| Avg. Down Month | -7.3% | -22.53% |
| Win Days % | 45.45% | 49.34% |
| Win Month % | 45.45% | 58.33% |
| Win Week % | 47.37% | 49.06% |
| Win Quarter % | 60.0% | 60.0% |
| Win Year % | 50.0% | 50.0% |