| Metric | 12307805:solusd:triple_med_gx:zlema95_20 | 12307805:SOLUSD |
|---|---|---|
| Time in Market | 16.0% | 100.0% |
| Cumulative Return | 473.96% | -4.14% |
| Max Drawdown | -26.11% | -93.94% |
| Sharpe | 0.84 | 0.25 |
| Sortino | 1.57 | 0.37 |
| Payoff Ratio | 1.49 | 1.37 |
| Profit Factor | 1.44 | 1.04 |
| Common Sense Ratio | 1.98 | 1.06 |
| CPC Index | 0.99 | 0.72 |
| Tail Ratio | 1.38 | 1.02 |
| Outlier Win Ratio | 39.15 | 3.18 |
| Outlier Loss Ratio | 4.01 | 2.63 |
| Volatility (ann.) | 18.33% | 51.82% |
| R^2 | 0.13 | 0.13 |
| Calmar | 2.79 | -0.01 |
| Skew | 4.79 | 0.41 |
| Kurtosis | 80.24 | 10.6 |
| Expected Daily % | 0.04% | -0.0% |
| Expected Monthly % | 4.58% | -0.11% |
| Expected Yearly % | 54.78% | -1.05% |
| Kelly Criterion | 10.56% | 13.87% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.54% | -4.43% |
| Expected Shortfall (cVaR) | -1.54% | -4.43% |
| Year | 12307805:SOLUSD | 12307805:solusd:triple_med_gx:zlema95_20 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -93.34 | 50.97 | -0.55 | + |
| 2023 | 921.46 | 76.51 | 0.08 | - |
| 2024 | 85.41 | 52.81 | 0.62 | - |
| 2025 | -24.04 | 40.95 | -1.70 | + |
| Metric | 12307805:solusd:triple_med_gx:zlema95_20 | 12307805:SOLUSD |
|---|---|---|
| MTD | 8.34% | -3.15% |
| 3M | 28.27% | -20.48% |
| 6M | 43.75% | -4.03% |
| YTD | 40.95% | -24.04% |
| 1Y | 72.39% | -16.95% |
| 3Y (ann.) | 64.47% | 14.76% |
| 5Y (ann.) | 72.81% | -1.31% |
| Metric | 12307805:solusd:triple_med_gx:zlema95_20 | 12307805:SOLUSD |
|---|---|---|
| Max Drawdown | -26.11% | -93.94% |
| Longest DD Days | 268.0 | 788.0 |
| Avg. Drawdown | -5.16% | -19.08% |
| Avg. Drawdown Days | 25.0 | 82.0 |
| Recovery Factor | 18.15 | -0.04 |
| Ulcer Index | inf | 1.02 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-07-30 | 2023-01-02 | -26.11 | 155 |
| 2025-03-03 | 2025-03-24 | -23.39 | 21 |
| 2023-03-14 | 2023-12-08 | -17.88 | 268 |
| 2022-04-20 | 2022-06-20 | -17.34 | 60 |
| 2024-06-28 | 2024-10-14 | -11.72 | 108 |
| 2025-02-11 | 2025-03-02 | -10.49 | 19 |
| 2022-01-16 | 2022-02-01 | -10.34 | 15 |
| 2024-11-08 | 2025-01-18 | -10.30 | 70 |
| 2024-01-18 | 2024-01-29 | -7.94 | 11 |
| 2022-02-26 | 2022-02-28 | -7.71 | 2 |
| Metric | 12307805:solusd:triple_med_gx:zlema95_20 | 12307805:SOLUSD |
|---|---|---|
| Best Day | 19.54% | 30.09% |
| Worst Day | -9.01% | -26.94% |
| Best Week | 36.12% | 43.67% |
| Worst Week | -7.94% | -51.66% |
| Best Month | 43.56% | 140.02% |
| Worst Month | -9.37% | -56.44% |
| Best Year | 76.51% | 921.46% |
| Worst Year | 40.95% | -93.34% |
| Avg. Up Day | 1.98% | 2.1% |
| Avg. Down Day | -1.33% | -1.53% |
| Avg. Up Week | 9.97% | 16.19% |
| Avg. Down Week | -3.54% | -7.03% |
| Avg. Up Month | 13.86% | 40.44% |
| Avg. Down Month | -4.12% | -20.82% |
| Win Days % | 46.52% | 50.16% |
| Win Month % | 61.11% | 48.72% |
| Win Week % | 51.95% | 45.61% |
| Win Quarter % | 84.62% | 46.15% |
| Win Year % | 100.0% | 50.0% |