| Metric | 12313875:solusd:triple_med_gx:zlema110_45 | 12313875:SOLUSD |
|---|---|---|
| Time in Market | 20.0% | 100.0% |
| Cumulative Return | 232.96% | 19.92% |
| Max Drawdown | -38.48% | -93.9% |
| Sharpe | 0.53 | 0.28 |
| Sortino | 0.87 | 0.41 |
| Payoff Ratio | 1.31 | 1.18 |
| Profit Factor | 1.21 | 1.04 |
| Common Sense Ratio | 1.46 | 1.06 |
| CPC Index | 0.72 | 0.62 |
| Tail Ratio | 1.2 | 1.02 |
| Outlier Win Ratio | 30.78 | 3.16 |
| Outlier Loss Ratio | 3.97 | 2.87 |
| Volatility (ann.) | 20.0% | 50.77% |
| R^2 | 0.16 | 0.16 |
| Calmar | 1.06 | 0.06 |
| Skew | 2.81 | 0.43 |
| Kurtosis | 47.15 | 10.8 |
| Expected Daily % | 0.02% | 0.0% |
| Expected Monthly % | 2.84% | 0.42% |
| Expected Yearly % | 35.08% | 4.65% |
| Kelly Criterion | 3.79% | 7.86% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.69% | -4.33% |
| Expected Shortfall (cVaR) | -1.69% | -4.33% |
| Year | 12313875:SOLUSD | 12313875:solusd:triple_med_gx:zlema110_45 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -93.05 | -21.80 | 0.23 | + |
| 2023 | 921.46 | 234.76 | 0.25 | - |
| 2024 | 85.41 | 48.91 | 0.57 | - |
| 2025 | -8.87 | -14.58 | 1.64 | - |
| Metric | 12313875:solusd:triple_med_gx:zlema110_45 | 12313875:SOLUSD |
|---|---|---|
| MTD | 6.93% | 11.11% |
| 3M | 14.07% | 36.47% |
| 6M | -12.45% | -8.22% |
| YTD | -14.58% | -8.87% |
| 1Y | 4.08% | 7.09% |
| 3Y (ann.) | 61.2% | 63.14% |
| 5Y (ann.) | 40.96% | 5.32% |
| Metric | 12313875:solusd:triple_med_gx:zlema110_45 | 12313875:SOLUSD |
|---|---|---|
| Max Drawdown | -38.48% | -93.9% |
| Longest DD Days | 237.0 | 781.0 |
| Avg. Drawdown | -7.96% | -16.53% |
| Avg. Drawdown Days | 35.0 | 74.0 |
| Recovery Factor | 6.05 | 0.21 |
| Ulcer Index | inf | 1.02 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2023-01-21 | 2023-07-14 | -38.48 | 174 |
| 2022-06-06 | 2023-01-20 | -38.46 | 228 |
| 2024-11-22 | 2025-07-17 | -32.55 | 237 |
| 2022-02-10 | 2022-06-06 | -25.70 | 115 |
| 2024-07-29 | 2024-10-27 | -19.04 | 90 |
| 2024-03-21 | 2024-07-29 | -18.94 | 130 |
| 2023-12-29 | 2024-03-13 | -18.49 | 75 |
| 2023-07-20 | 2023-10-31 | -18.30 | 103 |
| 2023-11-16 | 2023-12-08 | -14.98 | 21 |
| 2023-12-12 | 2023-12-13 | -4.83 | 1 |
| Metric | 12313875:solusd:triple_med_gx:zlema110_45 | 12313875:SOLUSD |
|---|---|---|
| Best Day | 15.98% | 30.09% |
| Worst Day | -9.56% | -26.94% |
| Best Week | 39.76% | 43.67% |
| Worst Week | -14.78% | -51.66% |
| Best Month | 50.11% | 140.02% |
| Worst Month | -17.61% | -56.44% |
| Best Year | 234.76% | 921.46% |
| Worst Year | -21.8% | -93.05% |
| Avg. Up Day | 1.85% | 1.87% |
| Avg. Down Day | -1.41% | -1.58% |
| Avg. Up Week | 10.36% | 15.09% |
| Avg. Down Week | -5.15% | -7.5% |
| Avg. Up Month | 18.37% | 38.73% |
| Avg. Down Month | -6.62% | -21.6% |
| Win Days % | 45.4% | 50.05% |
| Win Month % | 50.0% | 51.16% |
| Win Week % | 47.62% | 47.06% |
| Win Quarter % | 60.0% | 53.33% |
| Win Year % | 50.0% | 50.0% |