| Metric | 12340050:solusd:triple_med_gx:zlema90_120 | 12340050:SOLUSD |
|---|---|---|
| Time in Market | 9.0% | 100.0% |
| Cumulative Return | 45.3% | 3.11% |
| Max Drawdown | -22.19% | -64.93% |
| Sharpe | 0.72 | 0.24 |
| Sortino | 1.24 | 0.35 |
| Payoff Ratio | 1.59 | 1.45 |
| Profit Factor | 1.48 | 1.04 |
| Common Sense Ratio | NaN | 1.06 |
| CPC Index | 1.07 | 0.74 |
| Tail Ratio | NaN | 1.02 |
| Outlier Win Ratio | 49.87 | 2.82 |
| Outlier Loss Ratio | 2.87 | 2.52 |
| Volatility (ann.) | 14.64% | 44.28% |
| R^2 | 0.11 | 0.11 |
| Calmar | 2.06 | 0.05 |
| Skew | 3.26 | 0.68 |
| Kurtosis | 65.93 | 8.73 |
| Expected Daily % | 0.03% | 0.0% |
| Expected Monthly % | 3.16% | 0.26% |
| Expected Yearly % | 20.54% | 1.54% |
| Kelly Criterion | 11.54% | 14.37% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.23% | -3.78% |
| Expected Shortfall (cVaR) | -1.23% | -3.78% |
| Year | 12340050:SOLUSD | 12340050:solusd:triple_med_gx:zlema90_120 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 13.13 | 4.65 | 0.35 | - |
| 2025 | -8.86 | 38.85 | -4.38 | + |
| Metric | 12340050:solusd:triple_med_gx:zlema90_120 | 12340050:SOLUSD |
|---|---|---|
| MTD | 13.5% | 16.63% |
| 3M | 0.25% | 19.37% |
| 6M | 25.29% | -25.37% |
| YTD | 38.85% | -8.86% |
| 1Y | 45.3% | 3.11% |
| 3Y (ann.) | 45.75% | 3.14% |
| 5Y (ann.) | 45.75% | 3.14% |
| Metric | 12340050:solusd:triple_med_gx:zlema90_120 | 12340050:SOLUSD |
|---|---|---|
| Max Drawdown | -22.19% | -64.93% |
| Longest DD Days | 116.0 | 129.0 |
| Avg. Drawdown | -6.52% | -11.98% |
| Avg. Drawdown Days | 38.0 | 21.0 |
| Recovery Factor | 2.04 | 0.05 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-02-01 | 2025-05-29 | -22.19 | 116 |
| 2024-11-09 | 2025-01-16 | -12.49 | 68 |
| 2024-07-15 | 2024-10-07 | -11.91 | 83 |
| 2024-10-07 | 2024-11-06 | -5.43 | 29 |
| 2024-06-01 | 2024-07-14 | -3.03 | 43 |
| 2025-01-16 | 2025-01-17 | -1.56 | 0 |
| 2024-10-07 | 2024-10-07 | -0.99 | 0 |
| 2025-01-17 | 2025-01-17 | -0.97 | 0 |
| 2024-06-01 | 2024-06-01 | -0.08 | 0 |
| Metric | 12340050:solusd:triple_med_gx:zlema90_120 | 12340050:SOLUSD |
|---|---|---|
| Best Day | 11.15% | 19.54% |
| Worst Day | -6.52% | -14.23% |
| Best Week | 29.94% | 21.25% |
| Worst Week | -11.67% | -17.1% |
| Best Month | 50.25% | 41.15% |
| Worst Month | -11.67% | -36.08% |
| Best Year | 38.85% | 13.13% |
| Worst Year | 4.65% | -8.86% |
| Avg. Up Day | 2.37% | 2.4% |
| Avg. Down Day | -1.5% | -1.66% |
| Avg. Up Week | 15.51% | 16.85% |
| Avg. Down Week | -5.02% | -4.72% |
| Avg. Up Month | 17.16% | 22.12% |
| Avg. Down Month | -5.44% | -22.53% |
| Win Days % | 45.76% | 49.34% |
| Win Month % | 45.45% | 58.33% |
| Win Week % | 44.44% | 49.06% |
| Win Quarter % | 80.0% | 60.0% |
| Win Year % | 100.0% | 50.0% |