| Metric | 12306776:solusd:triple_med_gx:zlema95_15 | 12306776:SOLUSD |
|---|---|---|
| Time in Market | 15.0% | 100.0% |
| Cumulative Return | 290.69% | 15.88% |
| Max Drawdown | -31.37% | -93.9% |
| Sharpe | 0.63 | 0.27 |
| Sortino | 1.05 | 0.4 |
| Payoff Ratio | 1.28 | 1.23 |
| Profit Factor | 1.28 | 1.04 |
| Common Sense Ratio | 2.12 | 1.06 |
| CPC Index | 0.79 | 0.64 |
| Tail Ratio | 1.65 | 1.01 |
| Outlier Win Ratio | 37.02 | 3.1 |
| Outlier Loss Ratio | 3.4 | 2.75 |
| Volatility (ann.) | 18.17% | 50.79% |
| R^2 | 0.13 | 0.13 |
| Calmar | 1.52 | 0.05 |
| Skew | 3.34 | 0.43 |
| Kurtosis | 67.51 | 10.79 |
| Expected Daily % | 0.03% | 0.0% |
| Expected Monthly % | 3.22% | 0.34% |
| Expected Yearly % | 40.59% | 3.75% |
| Kelly Criterion | 7.87% | 9.51% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.53% | -4.33% |
| Expected Shortfall (cVaR) | -1.53% | -4.33% |
| Year | 12306776:SOLUSD | 12306776:solusd:triple_med_gx:zlema95_15 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -93.29 | 15.14 | -0.16 | + |
| 2023 | 921.46 | 90.15 | 0.10 | - |
| 2024 | 85.41 | 33.60 | 0.39 | - |
| 2025 | -8.87 | 33.57 | -3.79 | + |
| Metric | 12306776:solusd:triple_med_gx:zlema95_15 | 12306776:SOLUSD |
|---|---|---|
| MTD | -2.35% | 11.11% |
| 3M | -7.57% | 36.47% |
| 6M | 21.28% | -8.22% |
| YTD | 33.57% | -8.87% |
| 1Y | 45.13% | 7.09% |
| 3Y (ann.) | 56.66% | 63.14% |
| 5Y (ann.) | 47.58% | 4.3% |
| Metric | 12306776:solusd:triple_med_gx:zlema95_15 | 12306776:SOLUSD |
|---|---|---|
| Max Drawdown | -31.37% | -93.9% |
| Longest DD Days | 257.0 | 781.0 |
| Avg. Drawdown | -8.06% | -17.52% |
| Avg. Drawdown Days | 37.0 | 79.0 |
| Recovery Factor | 9.27 | 0.17 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-04-20 | 2023-01-02 | -31.37 | 257 |
| 2025-03-03 | 2025-07-17 | -29.36 | 136 |
| 2023-03-18 | 2023-10-21 | -20.01 | 217 |
| 2022-01-16 | 2022-02-01 | -14.13 | 15 |
| 2024-04-23 | 2024-07-15 | -13.32 | 83 |
| 2025-01-19 | 2025-03-02 | -12.77 | 42 |
| 2022-02-01 | 2022-02-28 | -12.72 | 26 |
| 2023-03-14 | 2023-03-17 | -11.71 | 3 |
| 2023-12-22 | 2024-01-30 | -11.35 | 39 |
| 2024-01-30 | 2024-02-28 | -11.30 | 29 |
| Metric | 12306776:solusd:triple_med_gx:zlema95_15 | 12306776:SOLUSD |
|---|---|---|
| Best Day | 19.54% | 30.09% |
| Worst Day | -9.01% | -26.94% |
| Best Week | 29.03% | 43.67% |
| Worst Week | -11.44% | -51.66% |
| Best Month | 47.02% | 140.02% |
| Worst Month | -12.05% | -56.44% |
| Best Year | 90.15% | 921.46% |
| Worst Year | 15.14% | -93.29% |
| Avg. Up Day | 1.96% | 1.97% |
| Avg. Down Day | -1.53% | -1.6% |
| Avg. Up Week | 8.25% | 14.66% |
| Avg. Down Week | -4.74% | -6.77% |
| Avg. Up Month | 15.07% | 37.21% |
| Avg. Down Month | -7.0% | -22.17% |
| Win Days % | 48.35% | 50.02% |
| Win Month % | 53.85% | 51.16% |
| Win Week % | 54.55% | 46.77% |
| Win Quarter % | 60.0% | 53.33% |
| Win Year % | 100.0% | 50.0% |