| Metric | 12313903:solusd:triple_med_gx:zlema255_45 | 12313903:SOLUSD |
|---|---|---|
| Time in Market | 29.0% | 100.0% |
| Cumulative Return | 165.91% | 54.1% |
| Max Drawdown | -44.15% | -93.44% |
| Sharpe | 0.41 | 0.31 |
| Sortino | 0.64 | 0.46 |
| Payoff Ratio | 1.18 | 1.1 |
| Profit Factor | 1.13 | 1.05 |
| Common Sense Ratio | 1.21 | 1.07 |
| CPC Index | 0.63 | 0.58 |
| Tail Ratio | 1.07 | 1.02 |
| Outlier Win Ratio | 20.93 | 3.42 |
| Outlier Loss Ratio | 3.75 | 3.12 |
| Volatility (ann.) | 25.27% | 50.47% |
| R^2 | 0.25 | 0.25 |
| Calmar | 0.74 | 0.14 |
| Skew | 1.67 | 0.47 |
| Kurtosis | 31.83 | 11.14 |
| Expected Daily % | 0.02% | 0.01% |
| Expected Monthly % | 2.36% | 1.03% |
| Expected Yearly % | 27.7% | 11.42% |
| Kelly Criterion | 2.12% | 4.53% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.15% | -4.3% |
| Expected Shortfall (cVaR) | -2.15% | -4.3% |
| Year | 12313903:SOLUSD | 12313903:solusd:triple_med_gx:zlema255_45 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -91.07 | -30.93 | 0.34 | + |
| 2023 | 921.46 | 301.39 | 0.33 | - |
| 2024 | 85.41 | 24.45 | 0.29 | - |
| 2025 | -8.87 | -22.92 | 2.59 | - |
| Metric | 12313903:solusd:triple_med_gx:zlema255_45 | 12313903:SOLUSD |
|---|---|---|
| MTD | 6.93% | 11.11% |
| 3M | 14.71% | 36.47% |
| 6M | -18.05% | -8.22% |
| YTD | -22.92% | -8.87% |
| 1Y | -21.4% | 7.09% |
| 3Y (ann.) | 42.08% | 63.14% |
| 5Y (ann.) | 32.72% | 13.33% |
| Metric | 12313903:solusd:triple_med_gx:zlema255_45 | 12313903:SOLUSD |
|---|---|---|
| Max Drawdown | -44.15% | -93.44% |
| Longest DD Days | 420.0 | 703.0 |
| Avg. Drawdown | -8.6% | -14.34% |
| Avg. Drawdown Days | 42.0 | 52.0 |
| Recovery Factor | 3.76 | 0.58 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-05-22 | 2025-07-17 | -44.15 | 420 |
| 2022-04-05 | 2023-02-02 | -39.72 | 302 |
| 2023-02-02 | 2023-07-14 | -37.96 | 161 |
| 2024-01-02 | 2024-03-14 | -26.68 | 71 |
| 2023-11-16 | 2023-12-20 | -24.06 | 34 |
| 2022-02-10 | 2022-03-30 | -18.37 | 48 |
| 2023-07-20 | 2023-10-30 | -14.69 | 101 |
| 2024-03-21 | 2024-05-15 | -10.39 | 55 |
| 2023-12-29 | 2024-01-01 | -5.93 | 3 |
| 2024-03-15 | 2024-03-20 | -4.01 | 5 |
| Metric | 12313903:solusd:triple_med_gx:zlema255_45 | 12313903:SOLUSD |
|---|---|---|
| Best Day | 17.18% | 30.09% |
| Worst Day | -15.9% | -26.94% |
| Best Week | 39.76% | 43.67% |
| Worst Week | -16.92% | -51.66% |
| Best Month | 47.05% | 140.02% |
| Worst Month | -22.45% | -56.44% |
| Best Year | 301.39% | 921.46% |
| Worst Year | -30.93% | -91.07% |
| Avg. Up Day | 1.85% | 1.86% |
| Avg. Down Day | -1.56% | -1.69% |
| Avg. Up Week | 9.14% | 14.18% |
| Avg. Down Week | -5.96% | -9.01% |
| Avg. Up Month | 21.19% | 42.55% |
| Avg. Down Month | -7.64% | -21.03% |
| Win Days % | 46.97% | 50.04% |
| Win Month % | 43.24% | 50.0% |
| Win Week % | 47.32% | 47.28% |
| Win Quarter % | 60.0% | 60.0% |
| Win Year % | 50.0% | 50.0% |