| Metric | 12306721:solusd:triple_med_gx:zlema100_15 | 12306721:SOLUSD |
|---|---|---|
| Time in Market | 10.0% | 100.0% |
| Cumulative Return | 169.53% | -1.93% |
| Max Drawdown | -13.61% | -93.9% |
| Sharpe | 0.67 | 0.26 |
| Sortino | 1.37 | 0.37 |
| Payoff Ratio | 1.74 | 1.6 |
| Profit Factor | 1.48 | 1.04 |
| Common Sense Ratio | 0.0 | 1.07 |
| CPC Index | 1.07 | 0.83 |
| Tail Ratio | 0.0 | 1.02 |
| Outlier Win Ratio | 67.5 | 2.8 |
| Outlier Loss Ratio | 4.74 | 2.36 |
| Volatility (ann.) | 12.85% | 51.83% |
| R^2 | 0.07 | 0.07 |
| Calmar | 2.68 | -0.01 |
| Skew | 9.4 | 0.41 |
| Kurtosis | 225.26 | 10.6 |
| Expected Daily % | 0.02% | -0.0% |
| Expected Monthly % | 2.57% | -0.05% |
| Expected Yearly % | 28.13% | -0.49% |
| Kelly Criterion | 8.05% | 18.98% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.08% | -4.43% |
| Expected Shortfall (cVaR) | -1.08% | -4.43% |
| Year | 12306721:SOLUSD | 12306721:solusd:triple_med_gx:zlema100_15 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -93.18 | 34.95 | -0.38 | + |
| 2023 | 921.46 | 31.32 | 0.03 | - |
| 2024 | 85.41 | 26.83 | 0.31 | - |
| 2025 | -24.04 | 19.92 | -0.83 | + |
| Metric | 12306721:solusd:triple_med_gx:zlema100_15 | 12306721:SOLUSD |
|---|---|---|
| MTD | 25.07% | -3.15% |
| 3M | 12.91% | -20.48% |
| 6M | 23.1% | -4.03% |
| YTD | 19.92% | -24.04% |
| 1Y | 26.92% | -16.95% |
| 3Y (ann.) | 33.46% | 14.76% |
| 5Y (ann.) | 36.43% | -0.61% |
| Metric | 12306721:solusd:triple_med_gx:zlema100_15 | 12306721:SOLUSD |
|---|---|---|
| Max Drawdown | -13.61% | -93.9% |
| Longest DD Days | 213.0 | 781.0 |
| Avg. Drawdown | -3.77% | -17.31% |
| Avg. Drawdown Days | 28.0 | 72.0 |
| Recovery Factor | 12.46 | -0.02 |
| Ulcer Index | inf | 1.02 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-07-30 | 2022-10-27 | -13.61 | 88 |
| 2023-12-22 | 2024-02-28 | -11.84 | 68 |
| 2024-12-25 | 2025-03-02 | -10.98 | 66 |
| 2022-11-20 | 2023-03-14 | -9.21 | 114 |
| 2024-03-14 | 2024-10-14 | -8.47 | 213 |
| 2023-12-15 | 2023-12-21 | -8.34 | 6 |
| 2023-08-30 | 2023-11-15 | -7.84 | 77 |
| 2023-05-15 | 2023-08-29 | -6.35 | 105 |
| 2022-01-30 | 2022-02-28 | -6.31 | 29 |
| 2022-04-20 | 2022-05-17 | -5.41 | 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 | 29.22% | 43.67% |
| Worst Week | -6.86% | -51.66% |
| Best Month | 25.07% | 140.02% |
| Worst Month | -8.19% | -56.44% |
| Best Year | 34.95% | 921.46% |
| Worst Year | 19.92% | -93.18% |
| Avg. Up Day | 1.91% | 2.2% |
| Avg. Down Day | -1.1% | -1.38% |
| Avg. Up Week | 5.48% | 15.82% |
| Avg. Down Week | -3.26% | -4.76% |
| Avg. Up Month | 7.67% | 38.61% |
| Avg. Down Month | -3.67% | -23.31% |
| Win Days % | 41.61% | 50.15% |
| Win Month % | 54.05% | 48.72% |
| Win Week % | 50.75% | 45.61% |
| Win Quarter % | 76.92% | 46.15% |
| Win Year % | 100.0% | 50.0% |