| Metric | 12306647:solusd:triple_med_gx:zlema45_15 | 12306647:SOLUSD |
|---|---|---|
| Time in Market | 11.0% | 100.0% |
| Cumulative Return | 66.75% | 27.04% |
| Max Drawdown | -31.74% | -93.98% |
| Sharpe | 0.32 | 0.29 |
| Sortino | 0.56 | 0.42 |
| Payoff Ratio | 1.39 | 1.27 |
| Profit Factor | 1.18 | 1.05 |
| Common Sense Ratio | 0.0 | 1.06 |
| CPC Index | 0.68 | 0.66 |
| Tail Ratio | 0.0 | 1.02 |
| Outlier Win Ratio | 56.59 | 2.79 |
| Outlier Loss Ratio | 3.81 | 2.55 |
| Volatility (ann.) | 14.73% | 50.78% |
| R^2 | 0.08 | 0.08 |
| Calmar | 0.49 | 0.08 |
| Skew | 6.1 | 0.43 |
| Kurtosis | 138.88 | 10.77 |
| Expected Daily % | 0.01% | 0.0% |
| Expected Monthly % | 1.2% | 0.56% |
| Expected Yearly % | 13.64% | 6.17% |
| Kelly Criterion | -0.14% | 10.73% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.26% | -4.33% |
| Expected Shortfall (cVaR) | -1.26% | -4.33% |
| Year | 12306647:SOLUSD | 12306647:solusd:triple_med_gx:zlema45_15 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -92.64 | -7.87 | 0.08 | + |
| 2023 | 921.46 | 65.44 | 0.07 | - |
| 2024 | 85.41 | -12.35 | -0.14 | - |
| 2025 | -8.87 | 24.83 | -2.80 | + |
| Metric | 12306647:solusd:triple_med_gx:zlema45_15 | 12306647:SOLUSD |
|---|---|---|
| MTD | 3.23% | 11.11% |
| 3M | 0.02% | 36.47% |
| 6M | 24.83% | -8.22% |
| YTD | 24.83% | -8.87% |
| 1Y | 18.68% | 7.09% |
| 3Y (ann.) | 15.1% | 63.14% |
| 5Y (ann.) | 15.67% | 7.05% |
| Metric | 12306647:solusd:triple_med_gx:zlema45_15 | 12306647:SOLUSD |
|---|---|---|
| Max Drawdown | -31.74% | -93.98% |
| Longest DD Days | 382.0 | 789.0 |
| Avg. Drawdown | -6.4% | -18.28% |
| Avg. Drawdown Days | 58.0 | 85.0 |
| Recovery Factor | 2.1 | 0.29 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-05-16 | 2025-05-23 | -31.74 | 371 |
| 2023-12-15 | 2024-04-20 | -20.70 | 127 |
| 2022-01-29 | 2023-02-15 | -20.01 | 382 |
| 2023-02-16 | 2023-04-11 | -12.18 | 54 |
| 2025-06-10 | 2025-07-17 | -12.04 | 37 |
| 2023-08-09 | 2023-11-10 | -8.14 | 92 |
| 2025-05-23 | 2025-06-09 | -6.29 | 17 |
| 2024-04-21 | 2024-05-03 | -3.66 | 12 |
| 2023-04-29 | 2023-05-15 | -3.35 | 16 |
| 2023-06-17 | 2023-08-09 | -3.10 | 53 |
| Metric | 12306647:solusd:triple_med_gx:zlema45_15 | 12306647:SOLUSD |
|---|---|---|
| Best Day | 19.54% | 30.09% |
| Worst Day | -8.72% | -26.94% |
| Best Week | 19.84% | 43.67% |
| Worst Week | -9.11% | -51.66% |
| Best Month | 25.95% | 140.02% |
| Worst Month | -14.93% | -56.44% |
| Best Year | 65.44% | 921.46% |
| Worst Year | -12.35% | -92.64% |
| Avg. Up Day | 1.93% | 1.96% |
| Avg. Down Day | -1.4% | -1.55% |
| Avg. Up Week | 4.55% | 14.27% |
| Avg. Down Week | -2.95% | -6.64% |
| Avg. Up Month | 7.53% | 38.0% |
| Avg. Down Month | -6.12% | -22.36% |
| Win Days % | 41.84% | 50.09% |
| Win Month % | 56.1% | 51.16% |
| Win Week % | 51.09% | 47.06% |
| Win Quarter % | 60.0% | 53.33% |
| Win Year % | 50.0% | 50.0% |