| Metric | 12308889:solusd:triple_med_gx:zlema70_25 | 12308889:SOLUSD |
|---|---|---|
| Time in Market | 13.0% | 100.0% |
| Cumulative Return | 61.59% | 20.34% |
| Max Drawdown | -34.49% | -93.98% |
| Sharpe | 0.29 | 0.28 |
| Sortino | 0.48 | 0.41 |
| Payoff Ratio | 1.4 | 1.31 |
| Profit Factor | 1.15 | 1.04 |
| Common Sense Ratio | 0.45 | 1.06 |
| CPC Index | 0.66 | 0.69 |
| Tail Ratio | 0.39 | 1.01 |
| Outlier Win Ratio | 47.61 | 2.88 |
| Outlier Loss Ratio | 3.95 | 2.63 |
| Volatility (ann.) | 16.56% | 50.78% |
| R^2 | 0.11 | 0.11 |
| Calmar | 0.42 | 0.06 |
| Skew | 4.14 | 0.43 |
| Kurtosis | 102.7 | 10.76 |
| Expected Daily % | 0.01% | 0.0% |
| Expected Monthly % | 1.12% | 0.43% |
| Expected Yearly % | 12.75% | 4.74% |
| Kelly Criterion | -0.95% | 11.96% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.41% | -4.33% |
| Expected Shortfall (cVaR) | -1.41% | -4.33% |
| Year | 12308889:SOLUSD | 12308889:solusd:triple_med_gx:zlema70_25 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -93.03 | 10.67 | -0.11 | + |
| 2023 | 921.46 | 66.56 | 0.07 | - |
| 2024 | 85.41 | -18.65 | -0.22 | - |
| 2025 | -8.87 | 7.76 | -0.88 | + |
| Metric | 12308889:solusd:triple_med_gx:zlema70_25 | 12308889:SOLUSD |
|---|---|---|
| MTD | 1.62% | 11.11% |
| 3M | 2.06% | 36.47% |
| 6M | 7.76% | -8.22% |
| YTD | 7.76% | -8.87% |
| 1Y | -5.66% | 7.09% |
| 3Y (ann.) | 5.21% | 63.14% |
| 5Y (ann.) | 14.62% | 5.41% |
| Metric | 12308889:solusd:triple_med_gx:zlema70_25 | 12308889:SOLUSD |
|---|---|---|
| Max Drawdown | -34.49% | -93.98% |
| Longest DD Days | 468.0 | 789.0 |
| Avg. Drawdown | -7.04% | -18.68% |
| Avg. Drawdown Days | 69.0 | 85.0 |
| Recovery Factor | 1.79 | 0.22 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-07-30 | 2023-11-10 | -34.49 | 468 |
| 2024-05-16 | 2025-07-17 | -32.23 | 426 |
| 2023-12-04 | 2024-04-20 | -22.89 | 138 |
| 2022-01-13 | 2022-06-19 | -13.28 | 157 |
| 2023-11-11 | 2023-12-04 | -6.85 | 22 |
| 2022-07-17 | 2022-07-18 | -3.83 | 0 |
| 2023-11-11 | 2023-11-11 | -3.68 | 0 |
| 2022-07-18 | 2022-07-18 | -3.04 | 0 |
| 2024-04-21 | 2024-05-04 | -2.19 | 12 |
| 2022-07-07 | 2022-07-07 | -1.30 | 0 |
| Metric | 12308889:solusd:triple_med_gx:zlema70_25 | 12308889:SOLUSD |
|---|---|---|
| Best Day | 19.54% | 30.09% |
| Worst Day | -11.78% | -26.94% |
| Best Week | 18.19% | 43.67% |
| Worst Week | -19.16% | -51.66% |
| Best Month | 34.1% | 140.02% |
| Worst Month | -22.37% | -56.44% |
| Best Year | 66.56% | 921.46% |
| Worst Year | -18.65% | -93.03% |
| Avg. Up Day | 1.93% | 1.96% |
| Avg. Down Day | -1.38% | -1.5% |
| Avg. Up Week | 4.37% | 14.34% |
| Avg. Down Week | -4.27% | -9.15% |
| Avg. Up Month | 8.82% | 34.15% |
| Avg. Down Month | -8.76% | -18.78% |
| Win Days % | 41.16% | 50.06% |
| Win Month % | 61.9% | 51.16% |
| Win Week % | 53.27% | 47.06% |
| Win Quarter % | 53.33% | 53.33% |
| Win Year % | 75.0% | 50.0% |