| Metric | 12306721:solusd:triple_med_gx:zlema100_15 | 12306721:SOLUSD |
|---|---|---|
| Time in Market | 16.0% | 100.0% |
| Cumulative Return | 516.7% | 17.67% |
| Max Drawdown | -21.13% | -93.9% |
| Sharpe | 0.81 | 0.28 |
| Sortino | 1.46 | 0.41 |
| Payoff Ratio | 1.45 | 1.35 |
| Profit Factor | 1.39 | 1.04 |
| Common Sense Ratio | 2.38 | 1.06 |
| CPC Index | 0.93 | 0.7 |
| Tail Ratio | 1.72 | 1.02 |
| Outlier Win Ratio | 36.08 | 3.08 |
| Outlier Loss Ratio | 3.85 | 2.7 |
| Volatility (ann.) | 17.88% | 50.77% |
| R^2 | 0.12 | 0.12 |
| Calmar | 3.22 | 0.05 |
| Skew | 4.13 | 0.43 |
| Kurtosis | 71.7 | 10.79 |
| Expected Daily % | 0.04% | 0.0% |
| Expected Monthly % | 4.32% | 0.38% |
| Expected Yearly % | 57.59% | 4.15% |
| Kelly Criterion | 9.12% | 12.94% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.5% | -4.33% |
| Expected Shortfall (cVaR) | -1.5% | -4.33% |
| Year | 12306721:SOLUSD | 12306721:solusd:triple_med_gx:zlema100_15 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -93.18 | 13.29 | -0.14 | + |
| 2023 | 921.46 | 113.49 | 0.12 | - |
| 2024 | 85.41 | 87.15 | 1.02 | + |
| 2025 | -8.87 | 36.25 | -4.09 | + |
| Metric | 12306721:solusd:triple_med_gx:zlema100_15 | 12306721:SOLUSD |
|---|---|---|
| MTD | 0.0% | 11.11% |
| 3M | 1.32% | 36.47% |
| 6M | 35.91% | -8.22% |
| YTD | 36.25% | -8.87% |
| 1Y | 64.97% | 7.09% |
| 3Y (ann.) | 71.28% | 63.14% |
| 5Y (ann.) | 67.99% | 4.75% |
| Metric | 12306721:solusd:triple_med_gx:zlema100_15 | 12306721:SOLUSD |
|---|---|---|
| Max Drawdown | -21.13% | -93.9% |
| Longest DD Days | 216.0 | 781.0 |
| Avg. Drawdown | -6.01% | -17.69% |
| Avg. Drawdown Days | 28.0 | 79.0 |
| Recovery Factor | 24.46 | 0.19 |
| Ulcer Index | inf | 1.02 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-07-30 | 2023-02-20 | -21.13 | 204 |
| 2025-01-19 | 2025-03-04 | -20.35 | 44 |
| 2022-04-20 | 2022-07-30 | -19.00 | 101 |
| 2023-03-18 | 2023-10-20 | -16.09 | 216 |
| 2025-03-06 | 2025-07-17 | -14.91 | 132 |
| 2024-07-16 | 2024-08-24 | -12.48 | 39 |
| 2023-03-14 | 2023-03-17 | -11.71 | 3 |
| 2024-05-07 | 2024-07-15 | -10.77 | 69 |
| 2024-12-25 | 2025-01-18 | -10.07 | 23 |
| 2024-03-14 | 2024-05-06 | -9.78 | 52 |
| Metric | 12306721:solusd:triple_med_gx:zlema100_15 | 12306721:SOLUSD |
|---|---|---|
| Best Day | 19.54% | 30.09% |
| Worst Day | -7.79% | -26.94% |
| Best Week | 22.94% | 43.67% |
| Worst Week | -9.86% | -51.66% |
| Best Month | 31.36% | 140.02% |
| Worst Month | -9.03% | -56.44% |
| Best Year | 113.49% | 921.46% |
| Worst Year | 13.29% | -93.18% |
| Avg. Up Day | 2.0% | 2.01% |
| Avg. Down Day | -1.38% | -1.49% |
| Avg. Up Week | 7.63% | 15.67% |
| Avg. Down Week | -3.36% | -4.78% |
| Avg. Up Month | 12.5% | 37.95% |
| Avg. Down Month | -6.76% | -27.42% |
| Win Days % | 46.26% | 50.05% |
| Win Month % | 67.5% | 51.16% |
| Win Week % | 52.81% | 46.52% |
| Win Quarter % | 57.14% | 53.33% |
| Win Year % | 100.0% | 50.0% |