| Metric | 12307334:solusd:triple_med_gx:zlema35_15 | 12307334:SOLUSD |
|---|---|---|
| Time in Market | 5.0% | 100.0% |
| Cumulative Return | 81.35% | 90.46% |
| Max Drawdown | -25.7% | -93.44% |
| Sharpe | 0.52 | 0.34 |
| Sortino | 1.02 | 0.51 |
| Payoff Ratio | 1.58 | 1.33 |
| Profit Factor | 1.62 | 1.05 |
| Common Sense Ratio | NaN | 1.08 |
| CPC Index | 1.16 | 0.7 |
| Tail Ratio | NaN | 1.02 |
| Outlier Win Ratio | 127.91 | 2.41 |
| Outlier Loss Ratio | 3.77 | 2.01 |
| Volatility (ann.) | 8.92% | 50.51% |
| R^2 | 0.03 | 0.03 |
| Calmar | 0.73 | 0.22 |
| Skew | 12.32 | 0.47 |
| Kurtosis | 474.26 | 11.06 |
| Expected Daily % | 0.01% | 0.01% |
| Expected Monthly % | 1.39% | 1.51% |
| Expected Yearly % | 16.05% | 17.48% |
| Kelly Criterion | 10.77% | 12.62% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.76% | -4.3% |
| Expected Shortfall (cVaR) | -0.76% | -4.3% |
| Year | 12307334:SOLUSD | 12307334:solusd:triple_med_gx:zlema35_15 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -88.97 | 31.01 | -0.35 | + |
| 2023 | 921.46 | 24.29 | 0.03 | - |
| 2024 | 85.41 | 26.74 | 0.31 | - |
| 2025 | -8.87 | -12.12 | 1.37 | - |
| Metric | 12307334:solusd:triple_med_gx:zlema35_15 | 12307334:SOLUSD |
|---|---|---|
| MTD | 0.0% | 11.11% |
| 3M | -0.17% | 36.47% |
| 6M | -15.56% | -8.22% |
| YTD | -12.12% | -8.87% |
| 1Y | -6.88% | 7.09% |
| 3Y (ann.) | 13.76% | 63.14% |
| 5Y (ann.) | 18.72% | 20.41% |
| Metric | 12307334:solusd:triple_med_gx:zlema35_15 | 12307334:SOLUSD |
|---|---|---|
| Max Drawdown | -25.7% | -93.44% |
| Longest DD Days | 255.0 | 703.0 |
| Avg. Drawdown | -2.96% | -12.79% |
| Avg. Drawdown Days | 36.0 | 44.0 |
| Recovery Factor | 3.16 | 0.97 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-30 | 2025-07-17 | -25.70 | 167 |
| 2023-02-03 | 2023-10-16 | -9.38 | 255 |
| 2024-06-05 | 2024-10-14 | -8.61 | 130 |
| 2022-01-28 | 2022-01-29 | -4.60 | 0 |
| 2022-06-16 | 2022-09-09 | -3.46 | 85 |
| 2022-12-31 | 2023-01-01 | -1.98 | 1 |
| 2024-11-07 | 2025-01-03 | -1.83 | 57 |
| 2025-01-15 | 2025-01-16 | -1.61 | 0 |
| 2024-01-30 | 2024-02-08 | -1.52 | 9 |
| 2024-05-04 | 2024-06-05 | -1.43 | 32 |
| Metric | 12307334:solusd:triple_med_gx:zlema35_15 | 12307334:SOLUSD |
|---|---|---|
| Best Day | 17.18% | 30.09% |
| Worst Day | -9.01% | -26.94% |
| Best Week | 15.47% | 43.67% |
| Worst Week | -19.64% | -51.66% |
| Best Month | 19.41% | 140.02% |
| Worst Month | -18.51% | -56.44% |
| Best Year | 31.01% | 921.46% |
| Worst Year | -12.12% | -88.97% |
| Avg. Up Day | 1.82% | 1.86% |
| Avg. Down Day | -1.15% | -1.4% |
| Avg. Up Week | 4.7% | 15.54% |
| Avg. Down Week | -3.51% | -4.88% |
| Avg. Up Month | 6.23% | 36.96% |
| Avg. Down Month | -4.61% | -14.31% |
| Win Days % | 45.37% | 50.1% |
| Win Month % | 62.5% | 53.49% |
| Win Week % | 55.1% | 47.57% |
| Win Quarter % | 78.57% | 60.0% |
| Win Year % | 75.0% | 50.0% |