| Metric | 12313877:solusd:triple_med_gx:zlema130_45 | 12313877:SOLUSD |
|---|---|---|
| Time in Market | 21.0% | 100.0% |
| Cumulative Return | 252.09% | 16.28% |
| Max Drawdown | -33.98% | -93.83% |
| Sharpe | 0.54 | 0.27 |
| Sortino | 0.88 | 0.4 |
| Payoff Ratio | 1.26 | 1.15 |
| Profit Factor | 1.21 | 1.04 |
| Common Sense Ratio | 1.42 | 1.06 |
| CPC Index | 0.71 | 0.6 |
| Tail Ratio | 1.18 | 1.01 |
| Outlier Win Ratio | 28.83 | 3.17 |
| Outlier Loss Ratio | 3.84 | 2.9 |
| Volatility (ann.) | 20.69% | 50.81% |
| R^2 | 0.17 | 0.17 |
| Calmar | 1.27 | 0.05 |
| Skew | 2.61 | 0.43 |
| Kurtosis | 42.55 | 10.78 |
| Expected Daily % | 0.02% | 0.0% |
| Expected Monthly % | 2.97% | 0.35% |
| Expected Yearly % | 36.98% | 3.84% |
| Kelly Criterion | 4.21% | 6.49% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.75% | -4.34% |
| Expected Shortfall (cVaR) | -1.75% | -4.34% |
| Year | 12313877:SOLUSD | 12313877:solusd:triple_med_gx:zlema130_45 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -93.26 | -15.30 | 0.16 | + |
| 2023 | 921.46 | 197.11 | 0.21 | - |
| 2024 | 85.41 | 63.08 | 0.74 | - |
| 2025 | -8.87 | -14.21 | 1.60 | - |
| Metric | 12313877:solusd:triple_med_gx:zlema130_45 | 12313877:SOLUSD |
|---|---|---|
| MTD | 6.93% | 11.11% |
| 3M | 13.99% | 36.47% |
| 6M | -11.89% | -8.22% |
| YTD | -14.21% | -8.87% |
| 1Y | 1.77% | 7.09% |
| 3Y (ann.) | 54.45% | 63.14% |
| 5Y (ann.) | 43.3% | 4.4% |
| Metric | 12313877:solusd:triple_med_gx:zlema130_45 | 12313877:SOLUSD |
|---|---|---|
| Max Drawdown | -33.98% | -93.83% |
| Longest DD Days | 237.0 | 781.0 |
| Avg. Drawdown | -7.68% | -18.6% |
| Avg. Drawdown Days | 40.0 | 84.0 |
| Recovery Factor | 7.42 | 0.17 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2023-01-26 | 2023-07-13 | -33.98 | 168 |
| 2022-06-06 | 2023-01-20 | -32.81 | 228 |
| 2024-11-22 | 2025-07-17 | -31.56 | 237 |
| 2022-02-10 | 2022-06-06 | -26.30 | 115 |
| 2024-05-22 | 2024-11-13 | -21.15 | 175 |
| 2023-11-16 | 2024-03-07 | -17.08 | 112 |
| 2023-07-20 | 2023-10-31 | -12.75 | 102 |
| 2024-03-21 | 2024-05-15 | -10.39 | 55 |
| 2023-01-21 | 2023-01-26 | -5.06 | 5 |
| 2024-11-13 | 2024-11-16 | -4.80 | 2 |
| Metric | 12313877:solusd:triple_med_gx:zlema130_45 | 12313877:SOLUSD |
|---|---|---|
| Best Day | 15.98% | 30.09% |
| Worst Day | -9.56% | -26.94% |
| Best Week | 39.76% | 43.67% |
| Worst Week | -15.56% | -51.66% |
| Best Month | 41.26% | 140.02% |
| Worst Month | -17.06% | -56.44% |
| Best Year | 197.11% | 921.46% |
| Worst Year | -15.3% | -93.26% |
| Avg. Up Day | 1.84% | 1.86% |
| Avg. Down Day | -1.46% | -1.62% |
| Avg. Up Week | 10.24% | 15.22% |
| Avg. Down Week | -5.18% | -7.92% |
| Avg. Up Month | 18.25% | 42.05% |
| Avg. Down Month | -5.28% | -20.39% |
| Win Days % | 46.6% | 50.03% |
| Win Month % | 48.72% | 51.16% |
| Win Week % | 47.52% | 46.77% |
| Win Quarter % | 66.67% | 53.33% |
| Win Year % | 50.0% | 50.0% |