| Metric | 12306413:solusd:triple_med_gx:zlema30_10 | 12306413:SOLUSD |
|---|---|---|
| Time in Market | 5.0% | 100.0% |
| Cumulative Return | 9.32% | 78.65% |
| Max Drawdown | -29.12% | -93.44% |
| Sharpe | 0.12 | 0.33 |
| Sortino | 0.19 | 0.49 |
| Payoff Ratio | 1.35 | 1.19 |
| Profit Factor | 1.11 | 1.05 |
| Common Sense Ratio | NaN | 1.08 |
| CPC Index | 0.58 | 0.63 |
| Tail Ratio | NaN | 1.02 |
| Outlier Win Ratio | 145.56 | 2.36 |
| Outlier Loss Ratio | 3.67 | 2.08 |
| Volatility (ann.) | 8.64% | 50.5% |
| R^2 | 0.03 | 0.03 |
| Calmar | 0.09 | 0.2 |
| Skew | 10.23 | 0.47 |
| Kurtosis | 496.1 | 11.08 |
| Expected Daily % | 0.0% | 0.01% |
| Expected Monthly % | 0.21% | 1.36% |
| Expected Yearly % | 2.25% | 15.61% |
| Kelly Criterion | -5.94% | 8.16% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.74% | -4.3% |
| Expected Shortfall (cVaR) | -0.74% | -4.3% |
| Year | 12306413:SOLUSD | 12306413:solusd:triple_med_gx:zlema30_10 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -89.65 | 21.30 | -0.24 | + |
| 2023 | 921.46 | 9.91 | 0.01 | - |
| 2024 | 85.41 | -0.41 | -0.00 | - |
| 2025 | -8.87 | -17.66 | 1.99 | - |
| Metric | 12306413:solusd:triple_med_gx:zlema30_10 | 12306413:SOLUSD |
|---|---|---|
| MTD | 0.0% | 11.11% |
| 3M | -1.96% | 36.47% |
| 6M | -20.88% | -8.22% |
| YTD | -17.66% | -8.87% |
| 1Y | -16.9% | 7.09% |
| 3Y (ann.) | -0.74% | 63.14% |
| 5Y (ann.) | 2.61% | 18.24% |
| Metric | 12306413:solusd:triple_med_gx:zlema30_10 | 12306413:SOLUSD |
|---|---|---|
| Max Drawdown | -29.12% | -93.44% |
| Longest DD Days | 406.0 | 703.0 |
| Avg. Drawdown | -5.33% | -13.56% |
| Avg. Drawdown Days | 88.0 | 48.0 |
| Recovery Factor | 0.32 | 0.84 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-05 | 2025-07-17 | -29.12 | 406 |
| 2023-01-01 | 2023-12-15 | -15.31 | 348 |
| 2022-01-29 | 2022-06-15 | -6.78 | 137 |
| 2023-12-19 | 2023-12-20 | -3.65 | 0 |
| 2022-06-16 | 2022-09-09 | -3.46 | 85 |
| 2024-01-30 | 2024-02-09 | -2.08 | 9 |
| 2023-12-20 | 2024-01-30 | -1.47 | 40 |
| 2024-05-04 | 2024-06-05 | -1.35 | 32 |
| 2022-10-25 | 2022-10-26 | -0.18 | 0 |
| 2024-02-27 | 2024-02-27 | -0.18 | 0 |
| Metric | 12306413:solusd:triple_med_gx:zlema30_10 | 12306413:SOLUSD |
|---|---|---|
| Best Day | 17.18% | 30.09% |
| Worst Day | -9.01% | -26.94% |
| Best Week | 14.24% | 43.67% |
| Worst Week | -19.03% | -51.66% |
| Best Month | 23.56% | 140.02% |
| Worst Month | -17.88% | -56.44% |
| Best Year | 21.3% | 921.46% |
| Worst Year | -17.66% | -89.65% |
| Avg. Up Day | 1.7% | 1.76% |
| Avg. Down Day | -1.26% | -1.47% |
| Avg. Up Week | 3.26% | 15.46% |
| Avg. Down Week | -3.33% | -4.34% |
| Avg. Up Month | 7.58% | 32.49% |
| Avg. Down Month | -5.75% | -12.11% |
| Win Days % | 39.17% | 50.07% |
| Win Month % | 45.16% | 53.49% |
| Win Week % | 51.06% | 47.28% |
| Win Quarter % | 50.0% | 60.0% |
| Win Year % | 50.0% | 50.0% |