| Metric | 12316649:solusd:triple_med_gx:zlema125_55 | 12316649:SOLUSD |
|---|---|---|
| Time in Market | 16.0% | 100.0% |
| Cumulative Return | 217.23% | 16.1% |
| Max Drawdown | -28.07% | -93.9% |
| Sharpe | 0.55 | 0.27 |
| Sortino | 0.91 | 0.4 |
| Payoff Ratio | 1.27 | 1.18 |
| Profit Factor | 1.25 | 1.04 |
| Common Sense Ratio | 1.89 | 1.06 |
| CPC Index | 0.75 | 0.61 |
| Tail Ratio | 1.51 | 1.01 |
| Outlier Win Ratio | 37.86 | 3.05 |
| Outlier Loss Ratio | 3.64 | 2.76 |
| Volatility (ann.) | 17.9% | 50.8% |
| R^2 | 0.12 | 0.12 |
| Calmar | 1.39 | 0.05 |
| Skew | 3.01 | 0.43 |
| Kurtosis | 59.4 | 10.79 |
| Expected Daily % | 0.02% | 0.0% |
| Expected Monthly % | 2.72% | 0.35% |
| Expected Yearly % | 33.46% | 3.8% |
| Kelly Criterion | 5.82% | 7.54% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.51% | -4.34% |
| Expected Shortfall (cVaR) | -1.51% | -4.34% |
| Year | 12316649:SOLUSD | 12316649:solusd:triple_med_gx:zlema125_55 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -93.27 | -13.91 | 0.15 | + |
| 2023 | 921.46 | 120.22 | 0.13 | - |
| 2024 | 85.41 | 69.33 | 0.81 | - |
| 2025 | -8.87 | -1.18 | 0.13 | + |
| Metric | 12316649:solusd:triple_med_gx:zlema125_55 | 12316649:SOLUSD |
|---|---|---|
| MTD | 11.11% | 11.11% |
| 3M | 17.9% | 36.47% |
| 6M | -0.0% | -8.22% |
| YTD | -1.18% | -8.87% |
| 1Y | 17.64% | 7.09% |
| 3Y (ann.) | 52.37% | 63.14% |
| 5Y (ann.) | 39.09% | 4.36% |
| Metric | 12316649:solusd:triple_med_gx:zlema125_55 | 12316649:SOLUSD |
|---|---|---|
| Max Drawdown | -28.07% | -93.9% |
| Longest DD Days | 240.0 | 781.0 |
| Avg. Drawdown | -7.02% | -18.61% |
| Avg. Drawdown Days | 36.0 | 84.0 |
| Recovery Factor | 7.74 | 0.17 |
| Ulcer Index | inf | 1.02 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-06-06 | 2023-01-20 | -28.07 | 228 |
| 2023-01-21 | 2023-07-13 | -28.03 | 173 |
| 2024-11-18 | 2025-07-17 | -27.40 | 240 |
| 2022-02-11 | 2022-06-06 | -25.17 | 114 |
| 2023-07-14 | 2023-10-31 | -17.55 | 109 |
| 2024-07-29 | 2024-09-26 | -15.18 | 59 |
| 2024-03-21 | 2024-05-16 | -14.79 | 56 |
| 2023-11-16 | 2023-12-13 | -9.26 | 27 |
| 2024-07-07 | 2024-07-29 | -8.32 | 22 |
| 2024-05-24 | 2024-07-06 | -7.96 | 43 |
| Metric | 12316649:solusd:triple_med_gx:zlema125_55 | 12316649:SOLUSD |
|---|---|---|
| Best Day | 15.98% | 30.09% |
| Worst Day | -9.11% | -26.94% |
| Best Week | 40.17% | 43.67% |
| Worst Week | -16.28% | -51.66% |
| Best Month | 34.32% | 140.02% |
| Worst Month | -12.93% | -56.44% |
| Best Year | 120.22% | 921.46% |
| Worst Year | -13.91% | -93.27% |
| Avg. Up Day | 1.86% | 1.88% |
| Avg. Down Day | -1.47% | -1.6% |
| Avg. Up Week | 10.59% | 14.15% |
| Avg. Down Week | -4.49% | -8.66% |
| Avg. Up Month | 13.11% | 40.27% |
| Avg. Down Month | -4.83% | -21.57% |
| Win Days % | 47.38% | 50.03% |
| Win Month % | 55.26% | 51.16% |
| Win Week % | 43.82% | 46.77% |
| Win Quarter % | 66.67% | 53.33% |
| Win Year % | 50.0% | 50.0% |