| Metric | 12311422:solusd:triple_med_gx:zlema80_35 | 12311422:SOLUSD |
|---|---|---|
| Time in Market | 12.0% | 100.0% |
| Cumulative Return | 168.05% | 15.02% |
| Max Drawdown | -28.46% | -93.94% |
| Sharpe | 0.54 | 0.27 |
| Sortino | 0.88 | 0.4 |
| Payoff Ratio | 1.3 | 1.23 |
| Profit Factor | 1.29 | 1.04 |
| Common Sense Ratio | 0.93 | 1.06 |
| CPC Index | 0.79 | 0.64 |
| Tail Ratio | 0.72 | 1.02 |
| Outlier Win Ratio | 50.27 | 2.94 |
| Outlier Loss Ratio | 3.52 | 2.64 |
| Volatility (ann.) | 14.95% | 50.76% |
| R^2 | 0.09 | 0.09 |
| Calmar | 1.14 | 0.04 |
| Skew | 2.11 | 0.43 |
| Kurtosis | 55.6 | 10.8 |
| Expected Daily % | 0.02% | 0.0% |
| Expected Monthly % | 2.32% | 0.33% |
| Expected Yearly % | 27.95% | 3.56% |
| Kelly Criterion | 6.89% | 9.57% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.27% | -4.33% |
| Expected Shortfall (cVaR) | -1.27% | -4.33% |
| Year | 12311422:SOLUSD | 12311422:solusd:triple_med_gx:zlema80_35 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -93.34 | 13.11 | -0.14 | + |
| 2023 | 921.46 | 82.40 | 0.09 | - |
| 2024 | 85.41 | 29.44 | 0.34 | - |
| 2025 | -8.87 | 0.38 | -0.04 | + |
| Metric | 12311422:solusd:triple_med_gx:zlema80_35 | 12311422:SOLUSD |
|---|---|---|
| MTD | 0.0% | 11.11% |
| 3M | 1.51% | 36.47% |
| 6M | 0.38% | -8.22% |
| YTD | 0.38% | -8.87% |
| 1Y | -4.24% | 7.09% |
| 3Y (ann.) | 30.59% | 63.14% |
| 5Y (ann.) | 32.44% | 4.07% |
| Metric | 12311422:solusd:triple_med_gx:zlema80_35 | 12311422:SOLUSD |
|---|---|---|
| Max Drawdown | -28.46% | -93.94% |
| Longest DD Days | 256.0 | 788.0 |
| Avg. Drawdown | -5.45% | -19.51% |
| Avg. Drawdown Days | 31.0 | 91.0 |
| Recovery Factor | 5.9 | 0.16 |
| Ulcer Index | inf | 1.02 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-02-14 | 2025-07-17 | -28.46 | 152 |
| 2022-04-21 | 2022-07-07 | -23.92 | 77 |
| 2023-04-30 | 2023-10-20 | -18.40 | 172 |
| 2022-07-08 | 2022-09-06 | -15.82 | 59 |
| 2022-01-16 | 2022-02-01 | -14.44 | 15 |
| 2023-03-14 | 2023-03-17 | -11.71 | 3 |
| 2024-05-06 | 2025-01-18 | -11.38 | 256 |
| 2022-02-01 | 2022-02-28 | -10.57 | 26 |
| 2022-09-25 | 2023-01-03 | -8.56 | 100 |
| 2023-12-04 | 2023-12-21 | -7.19 | 17 |
| Metric | 12311422:solusd:triple_med_gx:zlema80_35 | 12311422:SOLUSD |
|---|---|---|
| Best Day | 12.22% | 30.09% |
| Worst Day | -9.01% | -26.94% |
| Best Week | 23.13% | 43.67% |
| Worst Week | -20.11% | -51.66% |
| Best Month | 23.45% | 140.02% |
| Worst Month | -23.79% | -56.44% |
| Best Year | 82.4% | 921.46% |
| Worst Year | 0.38% | -93.34% |
| Avg. Up Day | 1.89% | 1.91% |
| Avg. Down Day | -1.46% | -1.55% |
| Avg. Up Week | 6.03% | 14.06% |
| Avg. Down Week | -4.84% | -6.05% |
| Avg. Up Month | 8.54% | 38.36% |
| Avg. Down Month | -7.15% | -27.04% |
| Win Days % | 47.37% | 50.06% |
| Win Month % | 61.54% | 51.16% |
| Win Week % | 59.46% | 46.52% |
| Win Quarter % | 57.14% | 53.33% |
| Win Year % | 100.0% | 50.0% |