| Metric | 12307805:solusd:triple_med_gx:zlema95_20 | 12307805:SOLUSD |
|---|---|---|
| Time in Market | 13.0% | 100.0% |
| Cumulative Return | 195.06% | -4.14% |
| Max Drawdown | -26.02% | -93.94% |
| Sharpe | 0.61 | 0.25 |
| Sortino | 1.14 | 0.37 |
| Payoff Ratio | 1.51 | 1.37 |
| Profit Factor | 1.36 | 1.04 |
| Common Sense Ratio | 0.67 | 1.06 |
| CPC Index | 0.91 | 0.71 |
| Tail Ratio | 0.49 | 1.02 |
| Outlier Win Ratio | 50.08 | 2.95 |
| Outlier Loss Ratio | 4.12 | 2.51 |
| Volatility (ann.) | 16.01% | 51.82% |
| R^2 | 0.1 | 0.1 |
| Calmar | 1.55 | -0.01 |
| Skew | 6.11 | 0.41 |
| Kurtosis | 121.89 | 10.6 |
| Expected Daily % | 0.02% | -0.0% |
| Expected Monthly % | 2.81% | -0.11% |
| Expected Yearly % | 31.06% | -1.05% |
| Kelly Criterion | 7.4% | 13.76% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.35% | -4.43% |
| Expected Shortfall (cVaR) | -1.35% | -4.43% |
| Year | 12307805:SOLUSD | 12307805:solusd:triple_med_gx:zlema95_20 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -93.34 | 23.45 | -0.25 | + |
| 2023 | 921.46 | 71.67 | 0.08 | - |
| 2024 | 85.41 | 37.52 | 0.44 | - |
| 2025 | -24.04 | 1.24 | -0.05 | + |
| Metric | 12307805:solusd:triple_med_gx:zlema95_20 | 12307805:SOLUSD |
|---|---|---|
| MTD | -6.71% | -3.15% |
| 3M | -8.24% | -20.48% |
| 6M | 2.83% | -4.03% |
| YTD | 1.24% | -24.04% |
| 1Y | 25.01% | -16.95% |
| 3Y (ann.) | 37.93% | 14.76% |
| 5Y (ann.) | 40.31% | -1.31% |
| Metric | 12307805:solusd:triple_med_gx:zlema95_20 | 12307805:SOLUSD |
|---|---|---|
| Max Drawdown | -26.02% | -93.94% |
| Longest DD Days | 281.0 | 788.0 |
| Avg. Drawdown | -5.35% | -19.08% |
| Avg. Drawdown Days | 34.0 | 82.0 |
| Recovery Factor | 7.5 | -0.04 |
| Ulcer Index | inf | 1.02 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-03-03 | 2025-03-24 | -26.02 | 21 |
| 2022-07-30 | 2022-11-23 | -20.03 | 116 |
| 2022-03-17 | 2022-07-30 | -19.03 | 134 |
| 2024-11-08 | 2025-01-18 | -11.01 | 70 |
| 2023-03-14 | 2023-12-21 | -10.76 | 281 |
| 2025-02-11 | 2025-03-02 | -10.65 | 19 |
| 2024-01-18 | 2024-02-28 | -7.94 | 41 |
| 2022-02-26 | 2022-03-16 | -6.49 | 18 |
| 2023-02-16 | 2023-03-13 | -6.37 | 25 |
| 2022-01-30 | 2022-01-31 | -6.31 | 1 |
| Metric | 12307805:solusd:triple_med_gx:zlema95_20 | 12307805:SOLUSD |
|---|---|---|
| Best Day | 19.54% | 30.09% |
| Worst Day | -9.01% | -26.94% |
| Best Week | 37.03% | 43.67% |
| Worst Week | -9.22% | -51.66% |
| Best Month | 37.03% | 140.02% |
| Worst Month | -9.53% | -56.44% |
| Best Year | 71.67% | 921.46% |
| Worst Year | 1.24% | -93.34% |
| Avg. Up Day | 1.9% | 2.06% |
| Avg. Down Day | -1.26% | -1.5% |
| Avg. Up Week | 7.42% | 16.29% |
| Avg. Down Week | -3.28% | -5.41% |
| Avg. Up Month | 9.17% | 40.44% |
| Avg. Down Month | -4.43% | -20.2% |
| Win Days % | 44.35% | 50.16% |
| Win Month % | 61.11% | 48.72% |
| Win Week % | 51.35% | 45.61% |
| Win Quarter % | 69.23% | 46.15% |
| Win Year % | 100.0% | 50.0% |