| Metric | 12318050:solusd:triple_med_gx:zlema125_60 | 12318050:SOLUSD |
|---|---|---|
| Time in Market | 14.0% | 100.0% |
| Cumulative Return | 164.47% | 16.1% |
| Max Drawdown | -30.93% | -93.9% |
| Sharpe | 0.49 | 0.27 |
| Sortino | 0.8 | 0.4 |
| Payoff Ratio | 1.31 | 1.13 |
| Profit Factor | 1.24 | 1.04 |
| Common Sense Ratio | 2.84 | 1.06 |
| CPC Index | 0.76 | 0.59 |
| Tail Ratio | 2.28 | 1.01 |
| Outlier Win Ratio | 43.28 | 2.99 |
| Outlier Loss Ratio | 3.52 | 2.66 |
| Volatility (ann.) | 16.96% | 50.8% |
| R^2 | 0.11 | 0.11 |
| Calmar | 1.04 | 0.05 |
| Skew | 2.91 | 0.43 |
| Kurtosis | 71.04 | 10.79 |
| Expected Daily % | 0.02% | 0.0% |
| Expected Monthly % | 2.29% | 0.35% |
| Expected Yearly % | 27.52% | 3.8% |
| Kelly Criterion | 5.96% | 5.91% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.44% | -4.34% |
| Expected Shortfall (cVaR) | -1.44% | -4.34% |
| Year | 12318050:SOLUSD | 12318050:solusd:triple_med_gx:zlema125_60 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -93.27 | -8.47 | 0.09 | + |
| 2023 | 921.46 | 96.26 | 0.10 | - |
| 2024 | 85.41 | 74.24 | 0.87 | - |
| 2025 | -8.87 | -15.51 | 1.75 | - |
| Metric | 12318050:solusd:triple_med_gx:zlema125_60 | 12318050:SOLUSD |
|---|---|---|
| MTD | 11.57% | 11.11% |
| 3M | 10.54% | 36.47% |
| 6M | -14.68% | -8.22% |
| YTD | -15.51% | -8.87% |
| 1Y | -1.84% | 7.09% |
| 3Y (ann.) | 43.38% | 63.14% |
| 5Y (ann.) | 32.05% | 4.36% |
| Metric | 12318050:solusd:triple_med_gx:zlema125_60 | 12318050:SOLUSD |
|---|---|---|
| Max Drawdown | -30.93% | -93.9% |
| Longest DD Days | 232.0 | 781.0 |
| Avg. Drawdown | -6.52% | -18.61% |
| Avg. Drawdown Days | 35.0 | 84.0 |
| Recovery Factor | 5.32 | 0.17 |
| Ulcer Index | inf | 1.02 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-11-26 | 2025-07-17 | -30.93 | 232 |
| 2022-06-06 | 2023-01-20 | -29.13 | 228 |
| 2022-02-11 | 2022-06-06 | -24.51 | 115 |
| 2023-02-25 | 2023-07-13 | -24.41 | 138 |
| 2024-07-29 | 2024-11-17 | -17.85 | 110 |
| 2023-07-20 | 2023-10-31 | -16.40 | 103 |
| 2024-03-21 | 2024-05-24 | -14.46 | 64 |
| 2023-12-29 | 2024-03-07 | -10.24 | 68 |
| 2023-11-17 | 2023-11-19 | -5.23 | 2 |
| 2024-05-25 | 2024-07-05 | -5.19 | 41 |
| Metric | 12318050:solusd:triple_med_gx:zlema125_60 | 12318050:SOLUSD |
|---|---|---|
| Best Day | 15.98% | 30.09% |
| Worst Day | -9.56% | -26.94% |
| Best Week | 25.27% | 43.67% |
| Worst Week | -13.37% | -51.66% |
| Best Month | 29.91% | 140.02% |
| Worst Month | -14.31% | -56.44% |
| Best Year | 96.26% | 921.46% |
| Worst Year | -15.51% | -93.27% |
| Avg. Up Day | 1.9% | 1.92% |
| Avg. Down Day | -1.45% | -1.7% |
| Avg. Up Week | 7.77% | 13.93% |
| Avg. Down Week | -4.65% | -9.29% |
| Avg. Up Month | 12.03% | 40.99% |
| Avg. Down Month | -5.14% | -21.95% |
| Win Days % | 46.59% | 50.03% |
| Win Month % | 56.41% | 51.16% |
| Win Week % | 55.42% | 46.77% |
| Win Quarter % | 66.67% | 53.33% |
| Win Year % | 50.0% | 50.0% |