| Metric | 12306721:solusd:triple_med_gx:zlema100_15 | 12306721:SOLUSD |
|---|---|---|
| Time in Market | 17.0% | 100.0% |
| Cumulative Return | 157.41% | -7.48% |
| Max Drawdown | -18.37% | -93.75% |
| Sharpe | 1.07 | 0.51 |
| Sortino | 2.26 | 0.77 |
| Payoff Ratio | 1.87 | 1.85 |
| Profit Factor | 1.6 | 1.08 |
| Common Sense Ratio | 1.94 | 1.33 |
| CPC Index | 1.25 | 0.97 |
| Tail Ratio | 1.22 | 1.23 |
| Outlier Win Ratio | 41.93 | 2.84 |
| Outlier Loss Ratio | 5.2 | 2.35 |
| Volatility (ann.) | 32.34% | 106.86% |
| R^2 | 0.09 | 0.09 |
| Calmar | 1.88 | -0.03 |
| Skew | 5.57 | 0.46 |
| Kurtosis | 69.1 | 6.72 |
| Expected Daily % | 0.08% | -0.01% |
| Expected Monthly % | 2.45% | -0.2% |
| Expected Yearly % | 26.67% | -1.93% |
| Kelly Criterion | 10.98% | 20.64% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.69% | -9.05% |
| Expected Shortfall (cVaR) | -2.69% | -9.05% |
| Year | 12306721:SOLUSD | 12306721:solusd:triple_med_gx:zlema100_15 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -93.49 | 21.45 | -0.23 | + |
| 2023 | 940.49 | 23.58 | 0.03 | - |
| 2024 | 85.92 | 36.15 | 0.42 | - |
| 2025 | -26.58 | 25.98 | -0.98 | + |
| Metric | 12306721:solusd:triple_med_gx:zlema100_15 | 12306721:SOLUSD |
|---|---|---|
| MTD | 19.47% | 8.0% |
| 3M | 14.07% | -30.61% |
| 6M | 29.87% | -5.31% |
| YTD | 25.98% | -26.58% |
| 1Y | 33.85% | -19.94% |
| 3Y (ann.) | 25.47% | 14.99% |
| 5Y (ann.) | 34.48% | -2.41% |
| Metric | 12306721:solusd:triple_med_gx:zlema100_15 | 12306721:SOLUSD |
|---|---|---|
| Max Drawdown | -18.37% | -93.75% |
| Longest DD Days | 495.0 | 787.0 |
| Avg. Drawdown | -7.32% | -23.86% |
| Avg. Drawdown Days | 75.0 | 115.0 |
| Recovery Factor | 8.57 | -0.08 |
| Ulcer Index | 1.19 | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-08-14 | 2023-12-22 | -18.37 | 495 |
| 2022-03-18 | 2022-08-13 | -15.15 | 148 |
| 2025-02-12 | 2025-03-03 | -10.57 | 19 |
| 2023-12-23 | 2024-02-28 | -10.34 | 67 |
| 2024-11-24 | 2025-01-19 | -9.69 | 56 |
| 2024-06-06 | 2024-09-10 | -8.41 | 96 |
| 2025-03-07 | 2025-03-24 | -7.71 | 17 |
| 2022-01-31 | 2022-02-01 | -5.93 | 1 |
| 2024-03-15 | 2024-04-23 | -3.77 | 39 |
| 2024-09-11 | 2024-10-14 | -2.43 | 33 |
| Metric | 12306721:solusd:triple_med_gx:zlema100_15 | 12306721:SOLUSD |
|---|---|---|
| Best Day | 24.83% | 41.46% |
| Worst Day | -10.95% | -36.82% |
| Best Week | 23.44% | 42.44% |
| Worst Week | -8.59% | -46.51% |
| Best Month | 23.0% | 147.89% |
| Worst Month | -10.5% | -59.31% |
| Best Year | 36.15% | 940.49% |
| Worst Year | 21.45% | -93.49% |
| Avg. Up Day | 3.97% | 5.29% |
| Avg. Down Day | -2.13% | -2.86% |
| Avg. Up Week | 6.41% | 14.3% |
| Avg. Down Week | -3.11% | -6.42% |
| Avg. Up Month | 10.6% | 42.33% |
| Avg. Down Month | -5.85% | -25.27% |
| Win Days % | 42.05% | 48.5% |
| Win Month % | 59.46% | 46.15% |
| Win Week % | 52.05% | 53.25% |
| Win Quarter % | 69.23% | 53.85% |
| Win Year % | 100.0% | 50.0% |