| Metric | 12306699:solusd:triple_med_gx:zlema80_15 | 12306699:SOLUSD |
|---|---|---|
| Time in Market | 16.0% | 100.0% |
| Cumulative Return | 438.95% | 15.02% |
| Max Drawdown | -25.63% | -93.94% |
| Sharpe | 0.74 | 0.27 |
| Sortino | 1.3 | 0.4 |
| Payoff Ratio | 1.37 | 1.31 |
| Profit Factor | 1.36 | 1.04 |
| Common Sense Ratio | 2.13 | 1.06 |
| CPC Index | 0.89 | 0.68 |
| Tail Ratio | 1.57 | 1.02 |
| Outlier Win Ratio | 36.67 | 3.1 |
| Outlier Loss Ratio | 3.73 | 2.74 |
| Volatility (ann.) | 18.41% | 50.76% |
| R^2 | 0.13 | 0.13 |
| Calmar | 2.4 | 0.04 |
| Skew | 3.96 | 0.43 |
| Kurtosis | 72.2 | 10.8 |
| Expected Daily % | 0.03% | 0.0% |
| Expected Monthly % | 4.0% | 0.33% |
| Expected Yearly % | 52.37% | 3.56% |
| Kelly Criterion | 9.14% | 11.8% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.55% | -4.33% |
| Expected Shortfall (cVaR) | -1.55% | -4.33% |
| Year | 12306699:SOLUSD | 12306699:solusd:triple_med_gx:zlema80_15 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -93.34 | 12.89 | -0.14 | + |
| 2023 | 921.46 | 117.37 | 0.13 | - |
| 2024 | 85.41 | 45.81 | 0.54 | - |
| 2025 | -8.87 | 50.63 | -5.71 | + |
| Metric | 12306699:solusd:triple_med_gx:zlema80_15 | 12306699:SOLUSD |
|---|---|---|
| MTD | 0.0% | 11.11% |
| 3M | 14.12% | 36.47% |
| 6M | 50.63% | -8.22% |
| YTD | 50.63% | -8.87% |
| 1Y | 35.89% | 7.09% |
| 3Y (ann.) | 58.4% | 63.14% |
| 5Y (ann.) | 61.6% | 4.07% |
| Metric | 12306699:solusd:triple_med_gx:zlema80_15 | 12306699:SOLUSD |
|---|---|---|
| Max Drawdown | -25.63% | -93.94% |
| Longest DD Days | 204.0 | 788.0 |
| Avg. Drawdown | -5.29% | -19.51% |
| Avg. Drawdown Days | 23.0 | 91.0 |
| Recovery Factor | 17.13 | 0.16 |
| Ulcer Index | inf | 1.02 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-03-03 | 2025-06-28 | -25.63 | 117 |
| 2022-07-30 | 2023-01-03 | -22.20 | 156 |
| 2024-06-28 | 2025-01-18 | -18.32 | 204 |
| 2022-04-20 | 2022-06-20 | -17.25 | 60 |
| 2023-08-30 | 2023-10-20 | -15.02 | 51 |
| 2022-01-13 | 2022-02-01 | -12.83 | 18 |
| 2023-04-30 | 2023-08-29 | -12.00 | 120 |
| 2023-03-14 | 2023-03-17 | -11.71 | 3 |
| 2022-02-01 | 2022-02-28 | -10.57 | 26 |
| 2024-05-06 | 2024-06-27 | -8.96 | 52 |
| Metric | 12306699:solusd:triple_med_gx:zlema80_15 | 12306699:SOLUSD |
|---|---|---|
| Best Day | 19.54% | 30.09% |
| Worst Day | -9.01% | -26.94% |
| Best Week | 29.03% | 43.67% |
| Worst Week | -8.33% | -51.66% |
| Best Month | 29.03% | 140.02% |
| Worst Month | -11.02% | -56.44% |
| Best Year | 117.37% | 921.46% |
| Worst Year | 12.89% | -93.34% |
| Avg. Up Day | 1.96% | 1.97% |
| Avg. Down Day | -1.43% | -1.51% |
| Avg. Up Week | 7.52% | 13.98% |
| Avg. Down Week | -3.9% | -5.98% |
| Avg. Up Month | 11.86% | 36.06% |
| Avg. Down Month | -6.27% | -26.92% |
| Win Days % | 47.43% | 50.06% |
| Win Month % | 60.0% | 51.16% |
| Win Week % | 56.82% | 46.52% |
| Win Quarter % | 71.43% | 53.33% |
| Win Year % | 100.0% | 50.0% |