| Metric | 12313880:solusd:triple_med_gx:zlema135_45 | 12313880:SOLUSD |
|---|---|---|
| Time in Market | 22.0% | 100.0% |
| Cumulative Return | 194.47% | 22.91% |
| Max Drawdown | -35.7% | -93.54% |
| Sharpe | 0.47 | 0.28 |
| Sortino | 0.76 | 0.41 |
| Payoff Ratio | 1.21 | 1.11 |
| Profit Factor | 1.18 | 1.04 |
| Common Sense Ratio | 1.38 | 1.06 |
| CPC Index | 0.67 | 0.58 |
| Tail Ratio | 1.17 | 1.01 |
| Outlier Win Ratio | 28.38 | 3.19 |
| Outlier Loss Ratio | 3.77 | 2.94 |
| Volatility (ann.) | 21.07% | 50.81% |
| R^2 | 0.17 | 0.17 |
| Calmar | 1.01 | 0.06 |
| Skew | 2.4 | 0.43 |
| Kurtosis | 40.18 | 10.79 |
| Expected Daily % | 0.02% | 0.0% |
| Expected Monthly % | 2.54% | 0.48% |
| Expected Yearly % | 31.0% | 5.29% |
| Kelly Criterion | 3.41% | 5.14% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.79% | -4.34% |
| Expected Shortfall (cVaR) | -1.79% | -4.34% |
| Year | 12313880:SOLUSD | 12313880:solusd:triple_med_gx:zlema135_45 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -92.88 | -20.05 | 0.22 | + |
| 2023 | 921.46 | 213.86 | 0.23 | - |
| 2024 | 85.41 | 47.59 | 0.56 | - |
| 2025 | -8.87 | -20.48 | 2.31 | - |
| Metric | 12313880:solusd:triple_med_gx:zlema135_45 | 12313880:SOLUSD |
|---|---|---|
| MTD | 6.93% | 11.11% |
| 3M | 5.84% | 36.47% |
| 6M | -16.61% | -8.22% |
| YTD | -20.48% | -8.87% |
| 1Y | -7.8% | 7.09% |
| 3Y (ann.) | 45.87% | 63.14% |
| 5Y (ann.) | 36.2% | 6.08% |
| Metric | 12313880:solusd:triple_med_gx:zlema135_45 | 12313880:SOLUSD |
|---|---|---|
| Max Drawdown | -35.7% | -93.54% |
| Longest DD Days | 237.0 | 778.0 |
| Avg. Drawdown | -8.48% | -16.7% |
| Avg. Drawdown Days | 42.0 | 74.0 |
| Recovery Factor | 5.45 | 0.24 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2023-01-26 | 2023-07-13 | -35.70 | 168 |
| 2022-06-06 | 2023-01-20 | -33.95 | 228 |
| 2024-11-22 | 2025-07-17 | -33.85 | 237 |
| 2022-02-10 | 2022-06-06 | -26.20 | 115 |
| 2024-05-22 | 2024-11-16 | -19.19 | 177 |
| 2023-11-16 | 2023-12-28 | -17.08 | 42 |
| 2023-12-29 | 2024-03-08 | -15.28 | 69 |
| 2024-03-21 | 2024-05-15 | -14.29 | 55 |
| 2023-07-20 | 2023-10-31 | -13.49 | 102 |
| 2023-01-21 | 2023-01-26 | -5.06 | 5 |
| Metric | 12313880:solusd:triple_med_gx:zlema135_45 | 12313880: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 | 41.97% | 140.02% |
| Worst Month | -17.72% | -56.44% |
| Best Year | 213.86% | 921.46% |
| Worst Year | -20.48% | -92.88% |
| Avg. Up Day | 1.82% | 1.84% |
| Avg. Down Day | -1.5% | -1.65% |
| Avg. Up Week | 10.67% | 15.9% |
| Avg. Down Week | -5.48% | -8.13% |
| Avg. Up Month | 20.4% | 44.49% |
| Avg. Down Month | -7.36% | -21.57% |
| Win Days % | 47.13% | 50.06% |
| Win Month % | 48.65% | 51.16% |
| Win Week % | 47.47% | 46.77% |
| Win Quarter % | 66.67% | 53.33% |
| Win Year % | 50.0% | 50.0% |