| Metric | 12314082:solusd:triple_med_gx:zlema85_45 | 12314082:SOLUSD |
|---|---|---|
| Time in Market | 11.0% | 100.0% |
| Cumulative Return | 327.32% | 13.92% |
| Max Drawdown | -21.55% | -93.98% |
| Sharpe | 0.8 | 0.27 |
| Sortino | 1.36 | 0.4 |
| Payoff Ratio | 1.41 | 1.24 |
| Profit Factor | 1.49 | 1.04 |
| Common Sense Ratio | 0.0 | 1.06 |
| CPC Index | 1.02 | 0.65 |
| Tail Ratio | 0.0 | 1.02 |
| Outlier Win Ratio | 52.82 | 2.9 |
| Outlier Loss Ratio | 3.59 | 2.49 |
| Volatility (ann.) | 14.12% | 50.75% |
| R^2 | 0.08 | 0.08 |
| Calmar | 2.38 | 0.04 |
| Skew | 2.74 | 0.43 |
| Kurtosis | 63.21 | 10.8 |
| Expected Daily % | 0.03% | 0.0% |
| Expected Monthly % | 3.44% | 0.3% |
| Expected Yearly % | 43.78% | 3.31% |
| Kelly Criterion | 12.14% | 9.91% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.18% | -4.33% |
| Expected Shortfall (cVaR) | -1.18% | -4.33% |
| Year | 12314082:SOLUSD | 12314082:solusd:triple_med_gx:zlema85_45 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -93.40 | 45.27 | -0.48 | + |
| 2023 | 921.46 | 88.28 | 0.10 | - |
| 2024 | 85.41 | 36.70 | 0.43 | - |
| 2025 | -8.87 | 14.29 | -1.61 | + |
| Metric | 12314082:solusd:triple_med_gx:zlema85_45 | 12314082:SOLUSD |
|---|---|---|
| MTD | 0.0% | 11.11% |
| 3M | 11.89% | 36.47% |
| 6M | 14.29% | -8.22% |
| YTD | 14.29% | -8.87% |
| 1Y | 17.26% | 7.09% |
| 3Y (ann.) | 43.7% | 63.14% |
| 5Y (ann.) | 51.26% | 3.78% |
| Metric | 12314082:solusd:triple_med_gx:zlema85_45 | 12314082:SOLUSD |
|---|---|---|
| Max Drawdown | -21.55% | -93.98% |
| Longest DD Days | 154.0 | 789.0 |
| Avg. Drawdown | -3.85% | -19.51% |
| Avg. Drawdown Days | 20.0 | 91.0 |
| Recovery Factor | 15.19 | 0.15 |
| Ulcer Index | inf | 1.02 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-02-13 | 2025-07-17 | -21.55 | 154 |
| 2023-08-30 | 2023-12-07 | -19.65 | 99 |
| 2022-04-21 | 2022-06-19 | -16.19 | 59 |
| 2022-07-08 | 2022-08-13 | -10.78 | 35 |
| 2023-03-15 | 2023-03-17 | -10.11 | 2 |
| 2022-01-16 | 2022-02-01 | -9.65 | 15 |
| 2024-08-11 | 2024-11-10 | -9.17 | 91 |
| 2023-04-30 | 2023-06-21 | -8.91 | 51 |
| 2022-09-06 | 2023-01-03 | -8.27 | 119 |
| 2022-02-01 | 2022-02-28 | -7.65 | 26 |
| Metric | 12314082:solusd:triple_med_gx:zlema85_45 | 12314082:SOLUSD |
|---|---|---|
| Best Day | 12.22% | 30.09% |
| Worst Day | -9.01% | -26.94% |
| Best Week | 26.84% | 43.67% |
| Worst Week | -11.16% | -51.66% |
| Best Month | 26.84% | 140.02% |
| Worst Month | -16.01% | -56.44% |
| Best Year | 88.28% | 921.46% |
| Worst Year | 14.29% | -93.4% |
| Avg. Up Day | 1.92% | 1.95% |
| Avg. Down Day | -1.37% | -1.56% |
| Avg. Up Week | 5.84% | 14.66% |
| Avg. Down Week | -4.51% | -7.44% |
| Avg. Up Month | 8.26% | 37.01% |
| Avg. Down Month | -5.1% | -25.99% |
| Win Days % | 48.65% | 50.06% |
| Win Month % | 66.67% | 51.16% |
| Win Week % | 66.18% | 46.52% |
| Win Quarter % | 78.57% | 53.33% |
| Win Year % | 100.0% | 50.0% |