| Metric | 12305525:solusd:triple_med_gx:zlema40_10 | 12305525:SOLUSD |
|---|---|---|
| Time in Market | 18.0% | 100.0% |
| Cumulative Return | 66.82% | 16.7% |
| Max Drawdown | -51.95% | -94.0% |
| Sharpe | 0.28 | 0.27 |
| Sortino | 0.45 | 0.4 |
| Payoff Ratio | 1.29 | 1.18 |
| Profit Factor | 1.12 | 1.04 |
| Common Sense Ratio | 1.48 | 1.05 |
| CPC Index | 0.6 | 0.62 |
| Tail Ratio | 1.32 | 1.01 |
| Outlier Win Ratio | 36.3 | 3.1 |
| Outlier Loss Ratio | 4.16 | 2.86 |
| Volatility (ann.) | 19.12% | 50.84% |
| R^2 | 0.14 | 0.14 |
| Calmar | 0.3 | 0.05 |
| Skew | 2.75 | 0.42 |
| Kurtosis | 55.5 | 10.68 |
| Expected Daily % | 0.01% | 0.0% |
| Expected Monthly % | 1.2% | 0.36% |
| Expected Yearly % | 13.65% | 3.94% |
| Kelly Criterion | -3.53% | 7.82% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.63% | -4.34% |
| Expected Shortfall (cVaR) | -1.63% | -4.34% |
| Year | 12305525:SOLUSD | 12305525:solusd:triple_med_gx:zlema40_10 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -93.24 | 22.93 | -0.25 | + |
| 2023 | 921.46 | 149.69 | 0.16 | - |
| 2024 | 85.41 | -14.94 | -0.17 | - |
| 2025 | -8.87 | -36.10 | 4.07 | - |
| Metric | 12305525:solusd:triple_med_gx:zlema40_10 | 12305525:SOLUSD |
|---|---|---|
| MTD | -2.68% | 11.11% |
| 3M | 1.03% | 36.47% |
| 6M | -30.98% | -8.22% |
| YTD | -36.1% | -8.87% |
| 1Y | -25.83% | 7.09% |
| 3Y (ann.) | 10.74% | 63.14% |
| 5Y (ann.) | 15.62% | 4.48% |
| Metric | 12305525:solusd:triple_med_gx:zlema40_10 | 12305525:SOLUSD |
|---|---|---|
| Max Drawdown | -51.95% | -94.0% |
| Longest DD Days | 489.0 | 795.0 |
| Avg. Drawdown | -7.79% | -19.51% |
| Avg. Drawdown Days | 46.0 | 91.0 |
| Recovery Factor | 1.29 | 0.18 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-03-15 | 2025-07-17 | -51.95 | 489 |
| 2022-07-29 | 2023-07-07 | -23.90 | 342 |
| 2022-01-26 | 2022-04-14 | -18.90 | 77 |
| 2022-04-14 | 2022-05-15 | -16.44 | 31 |
| 2024-01-02 | 2024-03-14 | -16.37 | 72 |
| 2023-07-14 | 2023-09-14 | -13.92 | 62 |
| 2023-11-16 | 2023-12-08 | -13.24 | 22 |
| 2022-06-16 | 2022-07-28 | -10.02 | 42 |
| 2022-05-16 | 2022-06-06 | -8.93 | 21 |
| 2023-12-15 | 2023-12-21 | -8.34 | 6 |
| Metric | 12305525:solusd:triple_med_gx:zlema40_10 | 12305525:SOLUSD |
|---|---|---|
| Best Day | 17.18% | 30.09% |
| Worst Day | -9.91% | -26.94% |
| Best Week | 26.66% | 43.67% |
| Worst Week | -11.97% | -51.66% |
| Best Month | 29.4% | 140.02% |
| Worst Month | -19.28% | -56.44% |
| Best Year | 149.69% | 921.46% |
| Worst Year | -36.1% | -93.24% |
| Avg. Up Day | 1.9% | 1.95% |
| Avg. Down Day | -1.47% | -1.65% |
| Avg. Up Week | 5.56% | 14.59% |
| Avg. Down Week | -3.73% | -8.56% |
| Avg. Up Month | 11.19% | 32.51% |
| Avg. Down Month | -6.64% | -20.0% |
| Win Days % | 41.61% | 50.05% |
| Win Month % | 51.16% | 51.16% |
| Win Week % | 47.65% | 46.81% |
| Win Quarter % | 73.33% | 53.33% |
| Win Year % | 50.0% | 50.0% |