| Metric | 12316648:solusd:triple_med_gx:zlema130_55 | 12316648:SOLUSD |
|---|---|---|
| Time in Market | 16.0% | 100.0% |
| Cumulative Return | 239.71% | 16.28% |
| Max Drawdown | -29.88% | -93.83% |
| Sharpe | 0.57 | 0.27 |
| Sortino | 0.94 | 0.4 |
| Payoff Ratio | 1.25 | 1.16 |
| Profit Factor | 1.26 | 1.04 |
| Common Sense Ratio | 1.88 | 1.06 |
| CPC Index | 0.75 | 0.6 |
| Tail Ratio | 1.5 | 1.01 |
| Outlier Win Ratio | 36.48 | 3.05 |
| Outlier Loss Ratio | 3.63 | 2.77 |
| Volatility (ann.) | 18.17% | 50.81% |
| R^2 | 0.13 | 0.13 |
| Calmar | 1.4 | 0.05 |
| Skew | 2.91 | 0.43 |
| Kurtosis | 56.55 | 10.78 |
| Expected Daily % | 0.02% | 0.0% |
| Expected Monthly % | 2.88% | 0.35% |
| Expected Yearly % | 35.76% | 3.84% |
| Kelly Criterion | 6.16% | 6.85% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.54% | -4.34% |
| Expected Shortfall (cVaR) | -1.54% | -4.34% |
| Year | 12316648:SOLUSD | 12316648:solusd:triple_med_gx:zlema130_55 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -93.26 | -12.12 | 0.13 | + |
| 2023 | 921.46 | 109.65 | 0.12 | - |
| 2024 | 85.41 | 86.65 | 1.01 | + |
| 2025 | -8.87 | -1.21 | 0.14 | + |
| Metric | 12316648:solusd:triple_med_gx:zlema130_55 | 12316648:SOLUSD |
|---|---|---|
| MTD | 11.11% | 11.11% |
| 3M | 17.11% | 36.47% |
| 6M | -0.04% | -8.22% |
| YTD | -1.21% | -8.87% |
| 1Y | 17.6% | 7.09% |
| 3Y (ann.) | 50.93% | 63.14% |
| 5Y (ann.) | 41.84% | 4.4% |
| Metric | 12316648:solusd:triple_med_gx:zlema130_55 | 12316648:SOLUSD |
|---|---|---|
| Max Drawdown | -29.88% | -93.83% |
| Longest DD Days | 240.0 | 781.0 |
| Avg. Drawdown | -6.9% | -18.6% |
| Avg. Drawdown Days | 35.0 | 84.0 |
| Recovery Factor | 8.02 | 0.17 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2023-01-21 | 2023-07-13 | -29.88 | 173 |
| 2024-11-18 | 2025-07-17 | -29.70 | 240 |
| 2022-06-06 | 2023-01-20 | -26.04 | 228 |
| 2022-02-11 | 2022-06-06 | -25.17 | 114 |
| 2023-07-14 | 2023-10-31 | -17.45 | 109 |
| 2024-07-29 | 2024-09-26 | -15.18 | 59 |
| 2024-03-21 | 2024-05-16 | -13.25 | 56 |
| 2023-11-16 | 2023-12-13 | -9.26 | 27 |
| 2023-12-14 | 2024-02-08 | -8.58 | 56 |
| 2024-07-07 | 2024-07-29 | -8.32 | 22 |
| Metric | 12316648:solusd:triple_med_gx:zlema130_55 | 12316648:SOLUSD |
|---|---|---|
| Best Day | 15.98% | 30.09% |
| Worst Day | -9.11% | -26.94% |
| Best Week | 40.17% | 43.67% |
| Worst Week | -12.93% | -51.66% |
| Best Month | 34.42% | 140.02% |
| Worst Month | -12.93% | -56.44% |
| Best Year | 109.65% | 921.46% |
| Worst Year | -12.12% | -93.26% |
| Avg. Up Day | 1.83% | 1.85% |
| Avg. Down Day | -1.47% | -1.6% |
| Avg. Up Week | 10.07% | 14.64% |
| Avg. Down Week | -4.61% | -8.88% |
| Avg. Up Month | 12.75% | 39.61% |
| Avg. Down Month | -4.09% | -21.57% |
| Win Days % | 47.96% | 50.03% |
| Win Month % | 56.76% | 51.16% |
| Win Week % | 47.73% | 46.77% |
| Win Quarter % | 73.33% | 53.33% |
| Win Year % | 50.0% | 50.0% |