| Metric | 12305653:solusd:triple_med_gx:zlema80_10 | 12305653:SOLUSD |
|---|---|---|
| Time in Market | 16.0% | 100.0% |
| Cumulative Return | 400.29% | 15.02% |
| Max Drawdown | -30.91% | -93.94% |
| Sharpe | 0.7 | 0.27 |
| Sortino | 1.19 | 0.4 |
| Payoff Ratio | 1.32 | 1.26 |
| Profit Factor | 1.33 | 1.04 |
| Common Sense Ratio | 2.29 | 1.06 |
| CPC Index | 0.84 | 0.66 |
| Tail Ratio | 1.73 | 1.02 |
| Outlier Win Ratio | 35.24 | 3.1 |
| Outlier Loss Ratio | 3.66 | 2.76 |
| Volatility (ann.) | 18.92% | 50.76% |
| R^2 | 0.14 | 0.14 |
| Calmar | 1.88 | 0.04 |
| Skew | 3.44 | 0.43 |
| Kurtosis | 67.17 | 10.8 |
| Expected Daily % | 0.03% | 0.0% |
| Expected Monthly % | 3.82% | 0.33% |
| Expected Yearly % | 49.56% | 3.56% |
| Kelly Criterion | 7.8% | 10.49% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.59% | -4.33% |
| Expected Shortfall (cVaR) | -1.59% | -4.33% |
| Year | 12305653:SOLUSD | 12305653:solusd:triple_med_gx:zlema80_10 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -93.34 | -1.13 | 0.01 | + |
| 2023 | 921.46 | 150.51 | 0.16 | - |
| 2024 | 85.41 | 39.29 | 0.46 | - |
| 2025 | -8.87 | 45.01 | -5.08 | + |
| Metric | 12305653:solusd:triple_med_gx:zlema80_10 | 12305653:SOLUSD |
|---|---|---|
| MTD | 0.0% | 11.11% |
| 3M | 15.73% | 36.47% |
| 6M | 45.01% | -8.22% |
| YTD | 45.01% | -8.87% |
| 1Y | 27.87% | 7.09% |
| 3Y (ann.) | 62.75% | 63.14% |
| 5Y (ann.) | 58.21% | 4.07% |
| Metric | 12305653:solusd:triple_med_gx:zlema80_10 | 12305653:SOLUSD |
|---|---|---|
| Max Drawdown | -30.91% | -93.94% |
| Longest DD Days | 258.0 | 788.0 |
| Avg. Drawdown | -5.24% | -19.51% |
| Avg. Drawdown Days | 25.0 | 91.0 |
| Recovery Factor | 12.95 | 0.16 |
| Ulcer Index | inf | 1.02 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-04-20 | 2023-01-03 | -30.91 | 258 |
| 2025-03-03 | 2025-07-17 | -29.76 | 136 |
| 2024-05-06 | 2025-01-18 | -18.63 | 257 |
| 2023-08-30 | 2023-10-20 | -15.50 | 51 |
| 2023-04-30 | 2023-08-09 | -12.15 | 100 |
| 2023-03-14 | 2023-03-17 | -11.71 | 3 |
| 2022-01-13 | 2022-02-01 | -11.60 | 18 |
| 2022-02-01 | 2022-02-28 | -10.23 | 26 |
| 2023-12-04 | 2023-12-21 | -8.02 | 17 |
| 2024-03-01 | 2024-04-22 | -7.96 | 52 |
| Metric | 12305653:solusd:triple_med_gx:zlema80_10 | 12305653:SOLUSD |
|---|---|---|
| Best Day | 19.54% | 30.09% |
| Worst Day | -9.91% | -26.94% |
| Best Week | 31.19% | 43.67% |
| Worst Week | -11.21% | -51.66% |
| Best Month | 31.19% | 140.02% |
| Worst Month | -17.89% | -56.44% |
| Best Year | 150.51% | 921.46% |
| Worst Year | -1.13% | -93.34% |
| Avg. Up Day | 1.95% | 1.97% |
| Avg. Down Day | -1.47% | -1.56% |
| Avg. Up Week | 7.68% | 14.34% |
| Avg. Down Week | -3.93% | -6.25% |
| Avg. Up Month | 11.03% | 34.37% |
| Avg. Down Month | -6.97% | -26.92% |
| Win Days % | 47.47% | 50.06% |
| Win Month % | 64.1% | 51.16% |
| Win Week % | 56.18% | 46.52% |
| Win Quarter % | 71.43% | 53.33% |
| Win Year % | 75.0% | 50.0% |