| Metric | 12307805:solusd:triple_med_gx:zlema95_20 | 12307805:SOLUSD |
|---|---|---|
| Time in Market | 19.0% | 100.0% |
| Cumulative Return | 633.02% | 15.02% |
| Max Drawdown | -27.27% | -93.94% |
| Sharpe | 0.8 | 0.27 |
| Sortino | 1.38 | 0.4 |
| Payoff Ratio | 1.38 | 1.3 |
| Profit Factor | 1.34 | 1.04 |
| Common Sense Ratio | 1.88 | 1.06 |
| CPC Index | 0.87 | 0.68 |
| Tail Ratio | 1.4 | 1.02 |
| Outlier Win Ratio | 30.33 | 3.26 |
| Outlier Loss Ratio | 3.74 | 2.79 |
| Volatility (ann.) | 20.35% | 50.76% |
| R^2 | 0.16 | 0.16 |
| Calmar | 2.8 | 0.04 |
| Skew | 3.19 | 0.43 |
| Kurtosis | 51.57 | 10.8 |
| Expected Daily % | 0.04% | 0.0% |
| Expected Monthly % | 4.74% | 0.33% |
| Expected Yearly % | 64.54% | 3.56% |
| Kelly Criterion | 8.49% | 11.75% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.71% | -4.33% |
| Expected Shortfall (cVaR) | -1.71% | -4.33% |
| Year | 12307805:SOLUSD | 12307805:solusd:triple_med_gx:zlema95_20 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -93.34 | 65.74 | -0.70 | + |
| 2023 | 921.46 | 105.89 | 0.11 | - |
| 2024 | 85.41 | 54.49 | 0.64 | - |
| 2025 | -8.87 | 39.04 | -4.40 | + |
| Metric | 12307805:solusd:triple_med_gx:zlema95_20 | 12307805:SOLUSD |
|---|---|---|
| MTD | 0.0% | 11.11% |
| 3M | -8.44% | 36.47% |
| 6M | 29.52% | -8.22% |
| YTD | 39.04% | -8.87% |
| 1Y | 50.74% | 7.09% |
| 3Y (ann.) | 65.38% | 63.14% |
| 5Y (ann.) | 76.4% | 4.07% |
| Metric | 12307805:solusd:triple_med_gx:zlema95_20 | 12307805:SOLUSD |
|---|---|---|
| Max Drawdown | -27.27% | -93.94% |
| Longest DD Days | 155.0 | 788.0 |
| Avg. Drawdown | -6.5% | -19.51% |
| Avg. Drawdown Days | 21.0 | 91.0 |
| Recovery Factor | 23.21 | 0.16 |
| Ulcer Index | inf | 1.02 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-07-30 | 2023-01-02 | -27.27 | 155 |
| 2025-03-03 | 2025-07-17 | -26.96 | 136 |
| 2023-08-30 | 2023-12-21 | -24.44 | 113 |
| 2022-04-20 | 2022-06-06 | -17.20 | 46 |
| 2022-06-11 | 2022-06-19 | -13.06 | 8 |
| 2022-02-01 | 2022-02-04 | -12.72 | 3 |
| 2023-03-18 | 2023-06-22 | -12.70 | 95 |
| 2022-01-14 | 2022-02-01 | -11.72 | 18 |
| 2023-03-14 | 2023-03-17 | -11.71 | 3 |
| 2024-08-09 | 2024-09-09 | -11.22 | 31 |
| Metric | 12307805:solusd:triple_med_gx:zlema95_20 | 12307805:SOLUSD |
|---|---|---|
| Best Day | 19.54% | 30.09% |
| Worst Day | -9.01% | -26.94% |
| Best Week | 36.05% | 43.67% |
| Worst Week | -8.85% | -51.66% |
| Best Month | 50.62% | 140.02% |
| Worst Month | -9.88% | -56.44% |
| Best Year | 105.89% | 921.46% |
| Worst Year | 39.04% | -93.34% |
| Avg. Up Day | 2.0% | 2.01% |
| Avg. Down Day | -1.44% | -1.55% |
| Avg. Up Week | 9.27% | 14.8% |
| Avg. Down Week | -4.0% | -6.08% |
| Avg. Up Month | 14.53% | 35.08% |
| Avg. Down Month | -4.65% | -21.59% |
| Win Days % | 46.88% | 50.06% |
| Win Month % | 64.1% | 51.16% |
| Win Week % | 52.75% | 46.52% |
| Win Quarter % | 85.71% | 53.33% |
| Win Year % | 100.0% | 50.0% |