| Metric | 12307246:solusd:triple_med_gx:zlema20_15 | 12307246:SOLUSD |
|---|---|---|
| Time in Market | 2.0% | 100.0% |
| Cumulative Return | 11.7% | 75.31% |
| Max Drawdown | -20.83% | -93.44% |
| Sharpe | 0.16 | 0.33 |
| Sortino | 0.37 | 0.49 |
| Payoff Ratio | 2.44 | 1.75 |
| Profit Factor | 1.28 | 1.05 |
| Common Sense Ratio | NaN | 1.07 |
| CPC Index | 0.82 | 0.93 |
| Tail Ratio | NaN | 1.02 |
| Outlier Win Ratio | 312.21 | 2.12 |
| Outlier Loss Ratio | 5.19 | 1.94 |
| Volatility (ann.) | 6.18% | 50.53% |
| R^2 | 0.01 | 0.01 |
| Calmar | 0.16 | 0.19 |
| Skew | 30.8 | 0.47 |
| Kurtosis | 1599.9 | 11.03 |
| Expected Daily % | 0.0% | 0.01% |
| Expected Monthly % | 0.26% | 1.31% |
| Expected Yearly % | 2.81% | 15.07% |
| Kelly Criterion | -3.98% | 21.63% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.53% | -4.3% |
| Expected Shortfall (cVaR) | -0.53% | -4.3% |
| Year | 12307246:SOLUSD | 12307246:solusd:triple_med_gx:zlema20_15 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -89.84 | 19.76 | -0.22 | + |
| 2023 | 921.46 | 8.11 | 0.01 | - |
| 2024 | 85.41 | -6.76 | -0.08 | - |
| 2025 | -8.87 | -7.47 | 0.84 | + |
| Metric | 12307246:solusd:triple_med_gx:zlema20_15 | 12307246:SOLUSD |
|---|---|---|
| MTD | 0.0% | 11.11% |
| 3M | -1.79% | 36.47% |
| 6M | -8.14% | -8.22% |
| YTD | -7.47% | -8.87% |
| 1Y | -10.68% | 7.09% |
| 3Y (ann.) | -2.35% | 63.14% |
| 5Y (ann.) | 3.24% | 17.55% |
| Metric | 12307246:solusd:triple_med_gx:zlema20_15 | 12307246:SOLUSD |
|---|---|---|
| Max Drawdown | -20.83% | -93.44% |
| Longest DD Days | 473.0 | 703.0 |
| Avg. Drawdown | -2.98% | -14.17% |
| Avg. Drawdown Days | 85.0 | 50.0 |
| Recovery Factor | 0.56 | 0.81 |
| Ulcer Index | inf | 1.07 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-03-30 | 2025-07-17 | -20.83 | 473 |
| 2023-02-20 | 2023-04-11 | -3.72 | 50 |
| 2023-09-15 | 2023-12-20 | -1.92 | 96 |
| 2024-02-02 | 2024-02-28 | -1.08 | 25 |
| 2022-08-05 | 2023-01-01 | -0.83 | 148 |
| 2023-04-28 | 2023-06-21 | -0.74 | 54 |
| 2022-06-15 | 2022-06-15 | -0.18 | 0 |
| 2024-01-29 | 2024-01-29 | -0.18 | 0 |
| 2024-03-25 | 2024-03-25 | -0.18 | 0 |
| 2022-01-27 | 2022-01-27 | -0.18 | 0 |
| Metric | 12307246:solusd:triple_med_gx:zlema20_15 | 12307246:SOLUSD |
|---|---|---|
| Best Day | 16.97% | 30.09% |
| Worst Day | -5.31% | -26.94% |
| Best Week | 16.76% | 43.67% |
| Worst Week | -5.48% | -51.66% |
| Best Month | 16.76% | 140.02% |
| Worst Month | -6.34% | -56.44% |
| Best Year | 19.76% | 921.46% |
| Worst Year | -7.47% | -89.84% |
| Avg. Up Day | 2.36% | 2.52% |
| Avg. Down Day | -0.97% | -1.44% |
| Avg. Up Week | 1.85% | 15.33% |
| Avg. Down Week | -1.33% | -4.59% |
| Avg. Up Month | 2.31% | 44.64% |
| Avg. Down Month | -3.39% | -10.99% |
| Win Days % | 26.26% | 50.09% |
| Win Month % | 59.26% | 53.49% |
| Win Week % | 45.45% | 47.03% |
| Win Quarter % | 42.86% | 60.0% |
| Win Year % | 50.0% | 50.0% |