| Metric | 12306721:solusd:triple_med_gx:zlema100_15 | 12306721:SOLUSD |
|---|---|---|
| Time in Market | 9.0% | 100.0% |
| Cumulative Return | 143.17% | -1.93% |
| Max Drawdown | -11.08% | -93.9% |
| Sharpe | 0.64 | 0.26 |
| Sortino | 1.36 | 0.37 |
| Payoff Ratio | 1.83 | 1.65 |
| Profit Factor | 1.5 | 1.04 |
| Common Sense Ratio | NaN | 1.07 |
| CPC Index | 1.11 | 0.86 |
| Tail Ratio | NaN | 1.02 |
| Outlier Win Ratio | 76.52 | 2.75 |
| Outlier Loss Ratio | 4.92 | 2.3 |
| Volatility (ann.) | 12.04% | 51.83% |
| R^2 | 0.06 | 0.06 |
| Calmar | 2.9 | -0.01 |
| Skew | 11.06 | 0.41 |
| Kurtosis | 284.13 | 10.6 |
| Expected Daily % | 0.02% | -0.0% |
| Expected Monthly % | 2.3% | -0.05% |
| Expected Yearly % | 24.88% | -0.49% |
| Kelly Criterion | 8.09% | 20.02% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.02% | -4.43% |
| Expected Shortfall (cVaR) | -1.02% | -4.43% |
| Year | 12306721:SOLUSD | 12306721:solusd:triple_med_gx:zlema100_15 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -93.18 | 41.68 | -0.45 | + |
| 2023 | 921.46 | 32.64 | 0.04 | - |
| 2024 | 85.41 | 8.31 | 0.10 | - |
| 2025 | -24.04 | 19.47 | -0.81 | + |
| Metric | 12306721:solusd:triple_med_gx:zlema100_15 | 12306721:SOLUSD |
|---|---|---|
| MTD | 21.98% | -3.15% |
| 3M | 10.99% | -20.48% |
| 6M | 16.37% | -4.03% |
| YTD | 19.47% | -24.04% |
| 1Y | 15.2% | -16.95% |
| 3Y (ann.) | 30.1% | 14.76% |
| 5Y (ann.) | 32.1% | -0.61% |
| Metric | 12306721:solusd:triple_med_gx:zlema100_15 | 12306721:SOLUSD |
|---|---|---|
| Max Drawdown | -11.08% | -93.9% |
| Longest DD Days | 377.0 | 781.0 |
| Avg. Drawdown | -3.61% | -17.31% |
| Avg. Drawdown Days | 36.0 | 72.0 |
| Recovery Factor | 12.93 | -0.02 |
| Ulcer Index | inf | 1.02 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-11-20 | 2023-12-02 | -11.08 | 377 |
| 2022-08-09 | 2022-10-25 | -10.69 | 76 |
| 2024-12-25 | 2025-03-02 | -10.28 | 66 |
| 2024-03-14 | 2024-12-25 | -10.04 | 286 |
| 2023-12-15 | 2023-12-21 | -8.34 | 6 |
| 2024-01-18 | 2024-02-28 | -7.91 | 41 |
| 2022-01-30 | 2022-02-28 | -6.64 | 29 |
| 2022-03-01 | 2022-03-16 | -5.17 | 15 |
| 2025-03-16 | 2025-03-24 | -4.80 | 8 |
| 2022-04-20 | 2022-05-17 | -4.43 | 26 |
| Metric | 12306721:solusd:triple_med_gx:zlema100_15 | 12306721:SOLUSD |
|---|---|---|
| Best Day | 19.54% | 30.09% |
| Worst Day | -6.32% | -26.94% |
| Best Week | 26.03% | 43.67% |
| Worst Week | -6.49% | -51.66% |
| Best Month | 27.19% | 140.02% |
| Worst Month | -7.85% | -56.44% |
| Best Year | 41.68% | 921.46% |
| Worst Year | 8.31% | -93.18% |
| Avg. Up Day | 1.91% | 2.25% |
| Avg. Down Day | -1.04% | -1.36% |
| Avg. Up Week | 5.59% | 17.07% |
| Avg. Down Week | -2.59% | -4.49% |
| Avg. Up Month | 6.74% | 39.13% |
| Avg. Down Month | -4.89% | -26.35% |
| Win Days % | 40.62% | 50.15% |
| Win Month % | 64.86% | 48.72% |
| Win Week % | 44.78% | 45.61% |
| Win Quarter % | 69.23% | 46.15% |
| Win Year % | 100.0% | 50.0% |