| Metric | 12307257:solusd:triple_med_gx:zlema35_15 | 12307257:SOLUSD |
|---|---|---|
| Time in Market | 5.0% | 100.0% |
| Cumulative Return | 71.01% | 75.31% |
| Max Drawdown | -26.8% | -93.44% |
| Sharpe | 0.46 | 0.33 |
| Sortino | 0.83 | 0.49 |
| Payoff Ratio | 1.52 | 1.35 |
| Profit Factor | 1.49 | 1.05 |
| Common Sense Ratio | NaN | 1.07 |
| CPC Index | 1.0 | 0.71 |
| Tail Ratio | NaN | 1.02 |
| Outlier Win Ratio | 120.03 | 2.43 |
| Outlier Loss Ratio | 3.6 | 2.04 |
| Volatility (ann.) | 9.3% | 50.53% |
| R^2 | 0.03 | 0.03 |
| Calmar | 0.62 | 0.19 |
| Skew | 10.19 | 0.47 |
| Kurtosis | 412.5 | 11.03 |
| Expected Daily % | 0.01% | 0.01% |
| Expected Monthly % | 1.26% | 1.31% |
| Expected Yearly % | 14.35% | 15.07% |
| Kelly Criterion | 7.7% | 13.07% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.79% | -4.3% |
| Expected Shortfall (cVaR) | -0.79% | -4.3% |
| Year | 12307257:SOLUSD | 12307257:solusd:triple_med_gx:zlema35_15 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -89.84 | 27.90 | -0.31 | + |
| 2023 | 921.46 | 21.94 | 0.02 | - |
| 2024 | 85.41 | 17.40 | 0.20 | - |
| 2025 | -8.87 | -6.61 | 0.75 | + |
| Metric | 12307257:solusd:triple_med_gx:zlema35_15 | 12307257:SOLUSD |
|---|---|---|
| MTD | 0.0% | 11.11% |
| 3M | 3.13% | 36.47% |
| 6M | -9.97% | -8.22% |
| YTD | -6.61% | -8.87% |
| 1Y | -5.38% | 7.09% |
| 3Y (ann.) | 13.25% | 63.14% |
| 5Y (ann.) | 16.72% | 17.55% |
| Metric | 12307257:solusd:triple_med_gx:zlema35_15 | 12307257:SOLUSD |
|---|---|---|
| Max Drawdown | -26.8% | -93.44% |
| Longest DD Days | 472.0 | 703.0 |
| Avg. Drawdown | -3.8% | -14.17% |
| Avg. Drawdown Days | 67.0 | 50.0 |
| Recovery Factor | 2.65 | 0.81 |
| Ulcer Index | inf | 1.07 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-04-01 | 2025-07-17 | -26.80 | 472 |
| 2022-06-16 | 2022-11-26 | -11.74 | 163 |
| 2023-02-20 | 2023-12-08 | -6.85 | 291 |
| 2022-11-26 | 2023-01-02 | -4.35 | 36 |
| 2024-03-26 | 2024-03-31 | -2.27 | 5 |
| 2024-03-25 | 2024-03-26 | -2.13 | 0 |
| 2023-12-20 | 2024-01-30 | -1.47 | 40 |
| 2024-03-25 | 2024-03-25 | -0.18 | 0 |
| 2022-06-15 | 2022-06-15 | -0.18 | 0 |
| 2024-02-28 | 2024-02-28 | -0.18 | 0 |
| Metric | 12307257:solusd:triple_med_gx:zlema35_15 | 12307257:SOLUSD |
|---|---|---|
| Best Day | 17.18% | 30.09% |
| Worst Day | -9.01% | -26.94% |
| Best Week | 15.47% | 43.67% |
| Worst Week | -17.35% | -51.66% |
| Best Month | 19.41% | 140.02% |
| Worst Month | -16.87% | -56.44% |
| Best Year | 27.9% | 921.46% |
| Worst Year | -6.61% | -89.84% |
| Avg. Up Day | 1.85% | 1.9% |
| Avg. Down Day | -1.22% | -1.41% |
| Avg. Up Week | 4.86% | 16.11% |
| Avg. Down Week | -3.56% | -5.52% |
| Avg. Up Month | 7.31% | 40.53% |
| Avg. Down Month | -6.18% | -15.27% |
| Win Days % | 44.34% | 50.09% |
| Win Month % | 62.5% | 53.49% |
| Win Week % | 55.77% | 47.03% |
| Win Quarter % | 71.43% | 60.0% |
| Win Year % | 75.0% | 50.0% |