| Metric | 12306721:solusd:triple_med_gx:zlema100_15 | 12306721:SOLUSD |
|---|---|---|
| Time in Market | 14.0% | 100.0% |
| Cumulative Return | 259.59% | -1.93% |
| Max Drawdown | -23.26% | -93.9% |
| Sharpe | 0.72 | 0.26 |
| Sortino | 1.29 | 0.37 |
| Payoff Ratio | 1.41 | 1.35 |
| Profit Factor | 1.38 | 1.04 |
| Common Sense Ratio | 2.74 | 1.07 |
| CPC Index | 0.9 | 0.71 |
| Tail Ratio | 1.99 | 1.02 |
| Outlier Win Ratio | 45.66 | 2.99 |
| Outlier Loss Ratio | 4.13 | 2.57 |
| Volatility (ann.) | 15.66% | 51.83% |
| R^2 | 0.1 | 0.1 |
| Calmar | 2.12 | -0.01 |
| Skew | 5.29 | 0.41 |
| Kurtosis | 110.53 | 10.6 |
| Expected Daily % | 0.03% | -0.0% |
| Expected Monthly % | 3.34% | -0.05% |
| Expected Yearly % | 37.71% | -0.49% |
| Kelly Criterion | 7.98% | 13.28% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.32% | -4.43% |
| Expected Shortfall (cVaR) | -1.32% | -4.43% |
| Year | 12306721:SOLUSD | 12306721:solusd:triple_med_gx:zlema100_15 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -93.18 | 36.40 | -0.39 | + |
| 2023 | 921.46 | 23.98 | 0.03 | - |
| 2024 | 85.41 | 51.29 | 0.60 | - |
| 2025 | -24.04 | 40.54 | -1.69 | + |
| Metric | 12306721:solusd:triple_med_gx:zlema100_15 | 12306721:SOLUSD |
|---|---|---|
| MTD | 19.52% | -3.15% |
| 3M | 27.66% | -20.48% |
| 6M | 40.99% | -4.03% |
| YTD | 40.54% | -24.04% |
| 1Y | 49.86% | -16.95% |
| 3Y (ann.) | 38.07% | 14.76% |
| 5Y (ann.) | 49.33% | -0.61% |
| Metric | 12306721:solusd:triple_med_gx:zlema100_15 | 12306721:SOLUSD |
|---|---|---|
| Max Drawdown | -23.26% | -93.9% |
| Longest DD Days | 396.0 | 781.0 |
| Avg. Drawdown | -5.42% | -17.31% |
| Avg. Drawdown Days | 36.0 | 72.0 |
| Recovery Factor | 11.16 | -0.02 |
| Ulcer Index | inf | 1.02 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-11-20 | 2023-12-21 | -23.26 | 396 |
| 2022-04-20 | 2022-07-30 | -17.08 | 101 |
| 2022-07-30 | 2022-11-20 | -14.76 | 112 |
| 2024-06-05 | 2024-10-14 | -14.61 | 130 |
| 2024-11-08 | 2025-01-18 | -11.85 | 70 |
| 2025-02-11 | 2025-03-02 | -10.57 | 19 |
| 2025-03-06 | 2025-03-24 | -8.70 | 17 |
| 2024-03-14 | 2024-05-03 | -8.47 | 50 |
| 2024-01-18 | 2024-01-29 | -8.27 | 11 |
| 2022-01-30 | 2022-01-31 | -6.31 | 1 |
| Metric | 12306721:solusd:triple_med_gx:zlema100_15 | 12306721:SOLUSD |
|---|---|---|
| Best Day | 19.54% | 30.09% |
| Worst Day | -7.69% | -26.94% |
| Best Week | 23.49% | 43.67% |
| Worst Week | -10.32% | -51.66% |
| Best Month | 28.43% | 140.02% |
| Worst Month | -9.22% | -56.44% |
| Best Year | 51.29% | 921.46% |
| Worst Year | 23.98% | -93.18% |
| Avg. Up Day | 1.83% | 2.01% |
| Avg. Down Day | -1.3% | -1.49% |
| Avg. Up Week | 7.17% | 16.37% |
| Avg. Down Week | -3.89% | -5.12% |
| Avg. Up Month | 11.29% | 41.37% |
| Avg. Down Month | -5.43% | -25.49% |
| Win Days % | 46.09% | 50.15% |
| Win Month % | 62.16% | 48.72% |
| Win Week % | 51.35% | 45.61% |
| Win Quarter % | 61.54% | 46.15% |
| Win Year % | 100.0% | 50.0% |