| Metric | 12307898:solusd:triple_med_gx:zlema90_20 | 12307898:SOLUSD |
|---|---|---|
| Time in Market | 13.0% | 100.0% |
| Cumulative Return | 273.89% | 16.1% |
| Max Drawdown | -36.56% | -93.9% |
| Sharpe | 0.65 | 0.27 |
| Sortino | 1.06 | 0.4 |
| Payoff Ratio | 1.28 | 1.22 |
| Profit Factor | 1.32 | 1.04 |
| Common Sense Ratio | 3.17 | 1.06 |
| CPC Index | 0.82 | 0.64 |
| Tail Ratio | 2.4 | 1.01 |
| Outlier Win Ratio | 42.41 | 3.06 |
| Outlier Loss Ratio | 3.43 | 2.74 |
| Volatility (ann.) | 16.5% | 50.8% |
| R^2 | 0.11 | 0.11 |
| Calmar | 1.25 | 0.05 |
| Skew | 2.15 | 0.43 |
| Kurtosis | 46.66 | 10.79 |
| Expected Daily % | 0.03% | 0.0% |
| Expected Monthly % | 3.11% | 0.35% |
| Expected Yearly % | 39.06% | 3.8% |
| Kelly Criterion | 8.46% | 9.2% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.39% | -4.34% |
| Expected Shortfall (cVaR) | -1.39% | -4.34% |
| Year | 12307898:SOLUSD | 12307898:solusd:triple_med_gx:zlema90_20 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -93.27 | 50.39 | -0.54 | + |
| 2023 | 921.46 | 61.84 | 0.07 | - |
| 2024 | 85.41 | 45.65 | 0.53 | - |
| 2025 | -8.87 | 5.47 | -0.62 | + |
| Metric | 12307898:solusd:triple_med_gx:zlema90_20 | 12307898:SOLUSD |
|---|---|---|
| MTD | 0.0% | 11.11% |
| 3M | 2.63% | 36.47% |
| 6M | -2.32% | -8.22% |
| YTD | 5.47% | -8.87% |
| 1Y | 30.42% | 7.09% |
| 3Y (ann.) | 44.47% | 63.14% |
| 5Y (ann.) | 45.78% | 4.36% |
| Metric | 12307898:solusd:triple_med_gx:zlema90_20 | 12307898:SOLUSD |
|---|---|---|
| Max Drawdown | -36.56% | -93.9% |
| Longest DD Days | 277.0 | 781.0 |
| Avg. Drawdown | -7.26% | -18.61% |
| Avg. Drawdown Days | 41.0 | 84.0 |
| Recovery Factor | 7.49 | 0.17 |
| Ulcer Index | inf | 1.02 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-19 | 2025-07-17 | -36.56 | 178 |
| 2023-03-18 | 2023-12-21 | -25.04 | 277 |
| 2022-04-21 | 2022-11-23 | -25.01 | 215 |
| 2024-03-01 | 2024-08-23 | -16.48 | 175 |
| 2022-02-01 | 2022-02-28 | -12.72 | 26 |
| 2023-03-14 | 2023-03-17 | -11.71 | 3 |
| 2024-01-30 | 2024-02-29 | -11.30 | 29 |
| 2023-02-16 | 2023-02-19 | -6.48 | 2 |
| 2022-01-16 | 2022-01-31 | -6.00 | 14 |
| 2023-02-20 | 2023-03-14 | -5.39 | 22 |
| Metric | 12307898:solusd:triple_med_gx:zlema90_20 | 12307898:SOLUSD |
|---|---|---|
| Best Day | 14.03% | 30.09% |
| Worst Day | -9.01% | -26.94% |
| Best Week | 23.62% | 43.67% |
| Worst Week | -18.89% | -51.66% |
| Best Month | 37.6% | 140.02% |
| Worst Month | -28.07% | -56.44% |
| Best Year | 61.84% | 921.46% |
| Worst Year | 5.47% | -93.27% |
| Avg. Up Day | 1.96% | 1.97% |
| Avg. Down Day | -1.53% | -1.61% |
| Avg. Up Week | 7.53% | 14.15% |
| Avg. Down Week | -6.87% | -5.11% |
| Avg. Up Month | 13.81% | 39.47% |
| Avg. Down Month | -7.73% | -22.48% |
| Win Days % | 48.63% | 50.03% |
| Win Month % | 60.53% | 51.16% |
| Win Week % | 63.38% | 46.77% |
| Win Quarter % | 57.14% | 53.33% |
| Win Year % | 100.0% | 50.0% |