| Metric | 12307801:solusd:triple_med_gx:zlema80_20 | 12307801:SOLUSD |
|---|---|---|
| Time in Market | 15.0% | 100.0% |
| Cumulative Return | 453.04% | 15.02% |
| Max Drawdown | -26.22% | -93.94% |
| Sharpe | 0.76 | 0.27 |
| Sortino | 1.34 | 0.4 |
| Payoff Ratio | 1.38 | 1.3 |
| Profit Factor | 1.38 | 1.04 |
| Common Sense Ratio | 2.3 | 1.06 |
| CPC Index | 0.92 | 0.68 |
| Tail Ratio | 1.67 | 1.02 |
| Outlier Win Ratio | 37.65 | 3.06 |
| Outlier Loss Ratio | 3.68 | 2.73 |
| Volatility (ann.) | 18.13% | 50.76% |
| R^2 | 0.13 | 0.13 |
| Calmar | 2.4 | 0.04 |
| Skew | 4.09 | 0.43 |
| Kurtosis | 76.31 | 10.8 |
| Expected Daily % | 0.03% | 0.0% |
| Expected Monthly % | 4.06% | 0.33% |
| Expected Yearly % | 53.35% | 3.56% |
| Kelly Criterion | 10.41% | 11.77% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.52% | -4.33% |
| Expected Shortfall (cVaR) | -1.52% | -4.33% |
| Year | 12307801:SOLUSD | 12307801:solusd:triple_med_gx:zlema80_20 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -93.34 | 18.62 | -0.20 | + |
| 2023 | 921.46 | 108.03 | 0.12 | - |
| 2024 | 85.41 | 51.71 | 0.61 | - |
| 2025 | -8.87 | 47.73 | -5.38 | + |
| Metric | 12307801:solusd:triple_med_gx:zlema80_20 | 12307801:SOLUSD |
|---|---|---|
| MTD | 0.0% | 11.11% |
| 3M | 10.58% | 36.47% |
| 6M | 47.73% | -8.22% |
| YTD | 47.73% | -8.87% |
| 1Y | 40.43% | 7.09% |
| 3Y (ann.) | 58.73% | 63.14% |
| 5Y (ann.) | 62.79% | 4.07% |
| Metric | 12307801:solusd:triple_med_gx:zlema80_20 | 12307801:SOLUSD |
|---|---|---|
| Max Drawdown | -26.22% | -93.94% |
| Longest DD Days | 256.0 | 788.0 |
| Avg. Drawdown | -5.3% | -19.51% |
| Avg. Drawdown Days | 28.0 | 91.0 |
| Recovery Factor | 17.28 | 0.16 |
| Ulcer Index | inf | 1.02 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-03-03 | 2025-07-17 | -26.22 | 136 |
| 2022-07-30 | 2023-02-19 | -23.46 | 203 |
| 2022-04-20 | 2022-06-20 | -17.17 | 60 |
| 2023-08-30 | 2023-10-20 | -16.65 | 51 |
| 2024-05-06 | 2025-01-18 | -13.86 | 256 |
| 2022-01-14 | 2022-02-01 | -11.72 | 18 |
| 2023-03-14 | 2023-03-17 | -11.71 | 3 |
| 2023-04-30 | 2023-08-29 | -10.50 | 120 |
| 2022-02-01 | 2022-02-28 | -9.14 | 26 |
| 2023-12-04 | 2023-12-21 | -7.52 | 17 |
| Metric | 12307801:solusd:triple_med_gx:zlema80_20 | 12307801:SOLUSD |
|---|---|---|
| Best Day | 19.54% | 30.09% |
| Worst Day | -9.01% | -26.94% |
| Best Week | 28.56% | 43.67% |
| Worst Week | -8.24% | -51.66% |
| Best Month | 28.56% | 140.02% |
| Worst Month | -9.79% | -56.44% |
| Best Year | 108.03% | 921.46% |
| Worst Year | 18.62% | -93.34% |
| Avg. Up Day | 1.96% | 1.98% |
| Avg. Down Day | -1.42% | -1.52% |
| Avg. Up Week | 7.42% | 13.75% |
| Avg. Down Week | -3.79% | -6.48% |
| Avg. Up Month | 12.32% | 38.09% |
| Avg. Down Month | -5.39% | -27.73% |
| Win Days % | 48.04% | 50.06% |
| Win Month % | 56.41% | 51.16% |
| Win Week % | 55.17% | 46.52% |
| Win Quarter % | 57.14% | 53.33% |
| Win Year % | 100.0% | 50.0% |