| Metric | 12307805:solusd:triple_med_gx:zlema95_20 | 12307805:SOLUSD |
|---|---|---|
| Time in Market | 12.0% | 100.0% |
| Cumulative Return | 155.76% | -4.14% |
| Max Drawdown | -25.59% | -93.94% |
| Sharpe | 0.55 | 0.25 |
| Sortino | 1.02 | 0.37 |
| Payoff Ratio | 1.48 | 1.34 |
| Profit Factor | 1.34 | 1.04 |
| Common Sense Ratio | 0.0 | 1.06 |
| CPC Index | 0.88 | 0.7 |
| Tail Ratio | 0.0 | 1.02 |
| Outlier Win Ratio | 54.76 | 2.91 |
| Outlier Loss Ratio | 4.12 | 2.49 |
| Volatility (ann.) | 15.38% | 51.82% |
| R^2 | 0.09 | 0.09 |
| Calmar | 1.34 | -0.01 |
| Skew | 6.29 | 0.41 |
| Kurtosis | 136.78 | 10.6 |
| Expected Daily % | 0.02% | -0.0% |
| Expected Monthly % | 2.44% | -0.11% |
| Expected Yearly % | 26.46% | -1.05% |
| Kelly Criterion | 6.65% | 12.9% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.3% | -4.43% |
| Expected Shortfall (cVaR) | -1.3% | -4.43% |
| Year | 12307805:SOLUSD | 12307805:solusd:triple_med_gx:zlema95_20 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -93.34 | 13.83 | -0.15 | + |
| 2023 | 921.46 | 69.11 | 0.07 | - |
| 2024 | 85.41 | 38.65 | 0.45 | - |
| 2025 | -24.04 | -4.17 | 0.17 | + |
| Metric | 12307805:solusd:triple_med_gx:zlema95_20 | 12307805:SOLUSD |
|---|---|---|
| MTD | -7.51% | -3.15% |
| 3M | -12.14% | -20.48% |
| 6M | -2.77% | -4.03% |
| YTD | -4.17% | -24.04% |
| 1Y | 18.03% | -16.95% |
| 3Y (ann.) | 32.52% | 14.76% |
| 5Y (ann.) | 34.17% | -1.31% |
| Metric | 12307805:solusd:triple_med_gx:zlema95_20 | 12307805:SOLUSD |
|---|---|---|
| Max Drawdown | -25.59% | -93.94% |
| Longest DD Days | 251.0 | 788.0 |
| Avg. Drawdown | -4.33% | -19.08% |
| Avg. Drawdown Days | 29.0 | 82.0 |
| Recovery Factor | 6.09 | -0.04 |
| Ulcer Index | inf | 1.02 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-03-03 | 2025-03-24 | -25.59 | 21 |
| 2022-03-17 | 2022-11-23 | -22.45 | 251 |
| 2023-08-30 | 2023-12-21 | -10.36 | 113 |
| 2024-11-08 | 2025-01-17 | -10.09 | 70 |
| 2025-02-11 | 2025-03-02 | -9.90 | 19 |
| 2024-01-18 | 2024-02-28 | -7.94 | 41 |
| 2023-03-14 | 2023-08-29 | -7.41 | 168 |
| 2022-01-15 | 2022-01-31 | -7.02 | 15 |
| 2023-02-16 | 2023-03-13 | -6.37 | 25 |
| 2022-02-26 | 2022-03-16 | -5.42 | 18 |
| Metric | 12307805:solusd:triple_med_gx:zlema95_20 | 12307805:SOLUSD |
|---|---|---|
| Best Day | 19.54% | 30.09% |
| Worst Day | -9.01% | -26.94% |
| Best Week | 33.63% | 43.67% |
| Worst Week | -10.11% | -51.66% |
| Best Month | 33.63% | 140.02% |
| Worst Month | -8.77% | -56.44% |
| Best Year | 69.11% | 921.46% |
| Worst Year | -4.17% | -93.34% |
| Avg. Up Day | 1.87% | 2.04% |
| Avg. Down Day | -1.26% | -1.52% |
| Avg. Up Week | 7.59% | 15.35% |
| Avg. Down Week | -3.15% | -5.79% |
| Avg. Up Month | 9.43% | 37.41% |
| Avg. Down Month | -4.52% | -19.59% |
| Win Days % | 44.27% | 50.16% |
| Win Month % | 58.33% | 48.72% |
| Win Week % | 50.0% | 45.61% |
| Win Quarter % | 69.23% | 46.15% |
| Win Year % | 75.0% | 50.0% |