| Metric | 12307693:solusd:triple_med_gx:zlema40_20 | 12307693:SOLUSD |
|---|---|---|
| Time in Market | 11.0% | 100.0% |
| Cumulative Return | 56.49% | 21.32% |
| Max Drawdown | -29.89% | -93.98% |
| Sharpe | 0.3 | 0.28 |
| Sortino | 0.47 | 0.41 |
| Payoff Ratio | 1.36 | 1.19 |
| Profit Factor | 1.16 | 1.04 |
| Common Sense Ratio | 0.0 | 1.06 |
| CPC Index | 0.64 | 0.62 |
| Tail Ratio | 0.0 | 1.01 |
| Outlier Win Ratio | 57.41 | 2.81 |
| Outlier Loss Ratio | 3.94 | 2.6 |
| Volatility (ann.) | 14.03% | 50.81% |
| R^2 | 0.08 | 0.08 |
| Calmar | 0.45 | 0.06 |
| Skew | 2.72 | 0.42 |
| Kurtosis | 71.42 | 10.71 |
| Expected Daily % | 0.01% | 0.0% |
| Expected Monthly % | 1.05% | 0.45% |
| Expected Yearly % | 11.85% | 4.95% |
| Kelly Criterion | -2.5% | 8.13% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.2% | -4.34% |
| Expected Shortfall (cVaR) | -1.2% | -4.34% |
| Year | 12307693:SOLUSD | 12307693:solusd:triple_med_gx:zlema40_20 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -92.97 | -14.00 | 0.15 | + |
| 2023 | 921.46 | 67.56 | 0.07 | - |
| 2024 | 85.41 | 2.81 | 0.03 | - |
| 2025 | -8.87 | 5.62 | -0.63 | + |
| Metric | 12307693:solusd:triple_med_gx:zlema40_20 | 12307693:SOLUSD |
|---|---|---|
| MTD | 3.4% | 11.11% |
| 3M | -1.79% | 36.47% |
| 6M | 5.62% | -8.22% |
| YTD | 5.62% | -8.87% |
| 1Y | 8.45% | 7.09% |
| 3Y (ann.) | 27.53% | 63.14% |
| 5Y (ann.) | 13.55% | 5.64% |
| Metric | 12307693:solusd:triple_med_gx:zlema40_20 | 12307693:SOLUSD |
|---|---|---|
| Max Drawdown | -29.89% | -93.98% |
| Longest DD Days | 410.0 | 789.0 |
| Avg. Drawdown | -7.1% | -18.83% |
| Avg. Drawdown Days | 62.0 | 85.0 |
| Recovery Factor | 1.89 | 0.23 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-01-26 | 2023-03-12 | -29.89 | 410 |
| 2025-03-15 | 2025-07-17 | -18.97 | 124 |
| 2024-06-05 | 2025-03-14 | -18.44 | 281 |
| 2023-04-26 | 2023-11-10 | -13.08 | 197 |
| 2024-03-26 | 2024-05-16 | -8.51 | 51 |
| 2024-01-11 | 2024-01-26 | -7.46 | 15 |
| 2023-03-13 | 2023-03-13 | -5.41 | 0 |
| 2023-11-17 | 2023-12-08 | -5.26 | 21 |
| 2024-02-27 | 2024-03-08 | -4.23 | 10 |
| 2023-12-16 | 2023-12-21 | -4.15 | 4 |
| Metric | 12307693:solusd:triple_med_gx:zlema40_20 | 12307693:SOLUSD |
|---|---|---|
| Best Day | 13.82% | 30.09% |
| Worst Day | -9.91% | -26.94% |
| Best Week | 15.3% | 43.67% |
| Worst Week | -12.25% | -51.66% |
| Best Month | 22.38% | 140.02% |
| Worst Month | -15.28% | -56.44% |
| Best Year | 67.56% | 921.46% |
| Worst Year | -14.0% | -92.97% |
| Avg. Up Day | 1.94% | 1.98% |
| Avg. Down Day | -1.43% | -1.66% |
| Avg. Up Week | 4.69% | 13.21% |
| Avg. Down Week | -3.79% | -7.3% |
| Avg. Up Month | 6.77% | 41.87% |
| Avg. Down Month | -6.25% | -23.51% |
| Win Days % | 41.0% | 50.06% |
| Win Month % | 55.81% | 51.16% |
| Win Week % | 55.05% | 47.06% |
| Win Quarter % | 53.33% | 53.33% |
| Win Year % | 75.0% | 50.0% |