| Metric | 12318396:solusd:triple_med_gx:zlema70_60 | 12318396:SOLUSD |
|---|---|---|
| Time in Market | 6.0% | 100.0% |
| Cumulative Return | 93.99% | 20.34% |
| Max Drawdown | -15.72% | -93.98% |
| Sharpe | 0.59 | 0.28 |
| Sortino | 1.24 | 0.41 |
| Payoff Ratio | 2.22 | 1.54 |
| Profit Factor | 1.6 | 1.04 |
| Common Sense Ratio | NaN | 1.06 |
| CPC Index | 1.25 | 0.81 |
| Tail Ratio | NaN | 1.01 |
| Outlier Win Ratio | 114.76 | 2.42 |
| Outlier Loss Ratio | 5.49 | 2.09 |
| Volatility (ann.) | 8.62% | 50.78% |
| R^2 | 0.03 | 0.03 |
| Calmar | 1.32 | 0.06 |
| Skew | 9.79 | 0.43 |
| Kurtosis | 245.45 | 10.76 |
| Expected Daily % | 0.01% | 0.0% |
| Expected Monthly % | 1.55% | 0.43% |
| Expected Yearly % | 18.02% | 4.74% |
| Kelly Criterion | 6.12% | 17.66% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.73% | -4.33% |
| Expected Shortfall (cVaR) | -0.73% | -4.33% |
| Year | 12318396:SOLUSD | 12318396:solusd:triple_med_gx:zlema70_60 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -93.03 | 18.00 | -0.19 | + |
| 2023 | 921.46 | 44.22 | 0.05 | - |
| 2024 | 85.41 | 7.72 | 0.09 | - |
| 2025 | -8.87 | 5.82 | -0.66 | + |
| Metric | 12318396:solusd:triple_med_gx:zlema70_60 | 12318396:SOLUSD |
|---|---|---|
| MTD | -0.55% | 11.11% |
| 3M | 0.1% | 36.47% |
| 6M | 5.82% | -8.22% |
| YTD | 5.82% | -8.87% |
| 1Y | 12.97% | 7.09% |
| 3Y (ann.) | 18.73% | 63.14% |
| 5Y (ann.) | 20.73% | 5.41% |
| Metric | 12318396:solusd:triple_med_gx:zlema70_60 | 12318396:SOLUSD |
|---|---|---|
| Max Drawdown | -15.72% | -93.98% |
| Longest DD Days | 447.0 | 789.0 |
| Avg. Drawdown | -3.15% | -18.68% |
| Avg. Drawdown Days | 47.0 | 85.0 |
| Recovery Factor | 5.98 | 0.22 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-08-11 | 2023-11-01 | -15.72 | 447 |
| 2024-03-30 | 2024-11-21 | -13.00 | 236 |
| 2023-11-01 | 2023-11-11 | -7.34 | 9 |
| 2023-11-11 | 2023-12-20 | -5.82 | 38 |
| 2025-05-27 | 2025-07-17 | -5.08 | 50 |
| 2022-01-15 | 2022-05-19 | -4.67 | 123 |
| 2024-02-29 | 2024-03-11 | -4.16 | 10 |
| 2024-12-17 | 2025-02-11 | -3.54 | 55 |
| 2022-07-18 | 2022-07-18 | -2.43 | 0 |
| 2025-02-13 | 2025-03-04 | -1.96 | 19 |
| Metric | 12318396:solusd:triple_med_gx:zlema70_60 | 12318396:SOLUSD |
|---|---|---|
| Best Day | 13.05% | 30.09% |
| Worst Day | -7.34% | -26.94% |
| Best Week | 21.01% | 43.67% |
| Worst Week | -4.48% | -51.66% |
| Best Month | 19.79% | 140.02% |
| Worst Month | -6.21% | -56.44% |
| Best Year | 44.22% | 921.46% |
| Worst Year | 5.82% | -93.03% |
| Avg. Up Day | 1.98% | 2.06% |
| Avg. Down Day | -0.89% | -1.33% |
| Avg. Up Week | 3.73% | 12.78% |
| Avg. Down Week | -1.47% | -8.82% |
| Avg. Up Month | 4.89% | 36.32% |
| Avg. Down Month | -2.91% | -19.87% |
| Win Days % | 35.29% | 50.06% |
| Win Month % | 62.5% | 51.16% |
| Win Week % | 50.65% | 47.06% |
| Win Quarter % | 60.0% | 53.33% |
| Win Year % | 100.0% | 50.0% |