| Metric | 12307873:solusd:triple_med_gx:zlema75_20 | 12307873:SOLUSD |
|---|---|---|
| Time in Market | 13.0% | 100.0% |
| Cumulative Return | 186.77% | 15.88% |
| Max Drawdown | -24.32% | -93.9% |
| Sharpe | 0.53 | 0.27 |
| Sortino | 0.86 | 0.4 |
| Payoff Ratio | 1.28 | 1.2 |
| Profit Factor | 1.26 | 1.04 |
| Common Sense Ratio | 2.77 | 1.06 |
| CPC Index | 0.76 | 0.62 |
| Tail Ratio | 2.19 | 1.01 |
| Outlier Win Ratio | 43.89 | 3.03 |
| Outlier Loss Ratio | 3.43 | 2.72 |
| Volatility (ann.) | 16.75% | 50.79% |
| R^2 | 0.11 | 0.11 |
| Calmar | 1.44 | 0.05 |
| Skew | 2.49 | 0.43 |
| Kurtosis | 55.24 | 10.79 |
| Expected Daily % | 0.02% | 0.0% |
| Expected Monthly % | 2.48% | 0.34% |
| Expected Yearly % | 30.13% | 3.75% |
| Kelly Criterion | 6.08% | 8.23% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.42% | -4.33% |
| Expected Shortfall (cVaR) | -1.42% | -4.33% |
| Year | 12307873:SOLUSD | 12307873:solusd:triple_med_gx:zlema75_20 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -93.29 | 20.48 | -0.22 | + |
| 2023 | 921.46 | 57.36 | 0.06 | - |
| 2024 | 85.41 | 42.77 | 0.50 | - |
| 2025 | -8.87 | 5.94 | -0.67 | + |
| Metric | 12307873:solusd:triple_med_gx:zlema75_20 | 12307873:SOLUSD |
|---|---|---|
| MTD | 0.0% | 11.11% |
| 3M | -0.69% | 36.47% |
| 6M | 5.94% | -8.22% |
| YTD | 5.94% | -8.87% |
| 1Y | 24.87% | 7.09% |
| 3Y (ann.) | 34.96% | 63.14% |
| 5Y (ann.) | 35.1% | 4.3% |
| Metric | 12307873:solusd:triple_med_gx:zlema75_20 | 12307873:SOLUSD |
|---|---|---|
| Max Drawdown | -24.32% | -93.9% |
| Longest DD Days | 169.0 | 781.0 |
| Avg. Drawdown | -7.1% | -17.52% |
| Avg. Drawdown Days | 36.0 | 79.0 |
| Recovery Factor | 7.68 | 0.17 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-02-14 | 2025-07-17 | -24.32 | 152 |
| 2023-08-13 | 2024-01-29 | -23.98 | 169 |
| 2022-03-17 | 2022-07-06 | -21.74 | 111 |
| 2022-07-30 | 2023-01-02 | -18.44 | 155 |
| 2022-02-01 | 2022-03-17 | -17.94 | 43 |
| 2022-01-16 | 2022-02-01 | -13.73 | 15 |
| 2023-03-14 | 2023-03-17 | -11.71 | 3 |
| 2024-06-28 | 2024-08-24 | -11.35 | 57 |
| 2023-04-06 | 2023-06-21 | -11.23 | 76 |
| 2024-04-23 | 2024-06-27 | -9.43 | 65 |
| Metric | 12307873:solusd:triple_med_gx:zlema75_20 | 12307873:SOLUSD |
|---|---|---|
| Best Day | 14.03% | 30.09% |
| Worst Day | -9.01% | -26.94% |
| Best Week | 28.56% | 43.67% |
| Worst Week | -16.57% | -51.66% |
| Best Month | 28.56% | 140.02% |
| Worst Month | -17.87% | -56.44% |
| Best Year | 57.36% | 921.46% |
| Worst Year | 5.94% | -93.29% |
| Avg. Up Day | 1.97% | 1.99% |
| Avg. Down Day | -1.54% | -1.66% |
| Avg. Up Week | 7.3% | 14.65% |
| Avg. Down Week | -5.32% | -5.83% |
| Avg. Up Month | 10.33% | 38.53% |
| Avg. Down Month | -6.07% | -23.62% |
| Win Days % | 47.28% | 50.02% |
| Win Month % | 58.97% | 51.16% |
| Win Week % | 55.26% | 46.77% |
| Win Quarter % | 71.43% | 53.33% |
| Win Year % | 100.0% | 50.0% |