| Metric | 12307720:solusd:triple_med_gx:zlema35_20 | 12307720:SOLUSD |
|---|---|---|
| Time in Market | 9.0% | 100.0% |
| Cumulative Return | 64.37% | 20.34% |
| Max Drawdown | -28.3% | -93.98% |
| Sharpe | 0.33 | 0.28 |
| Sortino | 0.62 | 0.41 |
| Payoff Ratio | 1.51 | 1.28 |
| Profit Factor | 1.23 | 1.04 |
| Common Sense Ratio | NaN | 1.06 |
| CPC Index | 0.72 | 0.67 |
| Tail Ratio | NaN | 1.01 |
| Outlier Win Ratio | 71.23 | 2.68 |
| Outlier Loss Ratio | 4.07 | 2.45 |
| Volatility (ann.) | 13.04% | 50.78% |
| R^2 | 0.07 | 0.07 |
| Calmar | 0.54 | 0.06 |
| Skew | 8.35 | 0.43 |
| Kurtosis | 202.85 | 10.76 |
| Expected Daily % | 0.01% | 0.0% |
| Expected Monthly % | 1.16% | 0.43% |
| Expected Yearly % | 13.23% | 4.74% |
| Kelly Criterion | -1.35% | 11.14% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.11% | -4.33% |
| Expected Shortfall (cVaR) | -1.11% | -4.33% |
| Year | 12307720:SOLUSD | 12307720:solusd:triple_med_gx:zlema35_20 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -93.03 | 23.85 | -0.26 | + |
| 2023 | 921.46 | 36.08 | 0.04 | - |
| 2024 | 85.41 | -20.10 | -0.24 | - |
| 2025 | -8.87 | 22.06 | -2.49 | + |
| Metric | 12307720:solusd:triple_med_gx:zlema35_20 | 12307720:SOLUSD |
|---|---|---|
| MTD | 1.81% | 11.11% |
| 3M | 8.3% | 36.47% |
| 6M | 22.06% | -8.22% |
| YTD | 22.06% | -8.87% |
| 1Y | -2.54% | 7.09% |
| 3Y (ann.) | 12.82% | 63.14% |
| 5Y (ann.) | 15.17% | 5.41% |
| Metric | 12307720:solusd:triple_med_gx:zlema35_20 | 12307720:SOLUSD |
|---|---|---|
| Max Drawdown | -28.3% | -93.98% |
| Longest DD Days | 406.0 | 789.0 |
| Avg. Drawdown | -5.16% | -18.68% |
| Avg. Drawdown Days | 42.0 | 85.0 |
| Recovery Factor | 2.27 | 0.22 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-05 | 2025-07-17 | -28.30 | 406 |
| 2024-01-11 | 2024-05-16 | -12.98 | 125 |
| 2022-08-25 | 2022-10-25 | -11.89 | 60 |
| 2023-08-08 | 2023-11-30 | -10.04 | 113 |
| 2022-02-17 | 2022-06-06 | -9.79 | 109 |
| 2023-05-06 | 2023-06-17 | -9.35 | 41 |
| 2022-06-06 | 2022-07-16 | -7.83 | 40 |
| 2023-03-12 | 2023-03-13 | -5.58 | 0 |
| 2023-12-16 | 2024-01-11 | -5.56 | 25 |
| 2022-01-28 | 2022-02-16 | -4.60 | 19 |
| Metric | 12307720:solusd:triple_med_gx:zlema35_20 | 12307720:SOLUSD |
|---|---|---|
| Best Day | 19.33% | 30.09% |
| Worst Day | -6.06% | -26.94% |
| Best Week | 18.99% | 43.67% |
| Worst Week | -10.18% | -51.66% |
| Best Month | 26.61% | 140.02% |
| Worst Month | -12.89% | -56.44% |
| Best Year | 36.08% | 921.46% |
| Worst Year | -20.1% | -93.03% |
| Avg. Up Day | 2.03% | 2.08% |
| Avg. Down Day | -1.35% | -1.62% |
| Avg. Up Week | 3.56% | 13.16% |
| Avg. Down Week | -3.37% | -6.79% |
| Avg. Up Month | 5.66% | 39.44% |
| Avg. Down Month | -6.04% | -21.23% |
| Win Days % | 39.05% | 50.06% |
| Win Month % | 61.9% | 51.16% |
| Win Week % | 54.08% | 47.06% |
| Win Quarter % | 66.67% | 53.33% |
| Win Year % | 75.0% | 50.0% |