| Metric | 12332012:solusd:triple_med_gx:zlema215_100 | 12332012:SOLUSD |
|---|---|---|
| Time in Market | 17.0% | 100.0% |
| Cumulative Return | 191.03% | 90.46% |
| Max Drawdown | -38.76% | -93.44% |
| Sharpe | 0.46 | 0.34 |
| Sortino | 0.71 | 0.51 |
| Payoff Ratio | 1.22 | 1.12 |
| Profit Factor | 1.2 | 1.05 |
| Common Sense Ratio | 1.66 | 1.08 |
| CPC Index | 0.7 | 0.59 |
| Tail Ratio | 1.39 | 1.02 |
| Outlier Win Ratio | 32.81 | 3.26 |
| Outlier Loss Ratio | 3.05 | 2.89 |
| Volatility (ann.) | 21.67% | 50.51% |
| R^2 | 0.18 | 0.18 |
| Calmar | 0.93 | 0.22 |
| Skew | 0.9 | 0.47 |
| Kurtosis | 55.56 | 11.06 |
| Expected Daily % | 0.02% | 0.01% |
| Expected Monthly % | 2.52% | 1.51% |
| Expected Yearly % | 30.61% | 17.48% |
| Kelly Criterion | 5.34% | 5.65% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.84% | -4.3% |
| Expected Shortfall (cVaR) | -1.84% | -4.3% |
| Year | 12332012:SOLUSD | 12332012:solusd:triple_med_gx:zlema215_100 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -88.97 | 31.26 | -0.35 | + |
| 2023 | 921.46 | 115.48 | 0.13 | - |
| 2024 | 85.41 | -26.12 | -0.31 | - |
| 2025 | -8.87 | 39.28 | -4.43 | + |
| Metric | 12332012:solusd:triple_med_gx:zlema215_100 | 12332012:SOLUSD |
|---|---|---|
| MTD | 0.0% | 11.11% |
| 3M | 19.68% | 36.47% |
| 6M | 37.96% | -8.22% |
| YTD | 39.28% | -8.87% |
| 1Y | 7.75% | 7.09% |
| 3Y (ann.) | 28.14% | 63.14% |
| 5Y (ann.) | 36.07% | 20.41% |
| Metric | 12332012:solusd:triple_med_gx:zlema215_100 | 12332012:SOLUSD |
|---|---|---|
| Max Drawdown | -38.76% | -93.44% |
| Longest DD Days | 379.0 | 703.0 |
| Avg. Drawdown | -8.52% | -12.79% |
| Avg. Drawdown Days | 41.0 | 44.0 |
| Recovery Factor | 4.93 | 0.97 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-01-05 | 2025-01-18 | -38.76 | 379 |
| 2022-06-11 | 2022-07-30 | -27.30 | 49 |
| 2025-01-30 | 2025-07-17 | -27.23 | 167 |
| 2023-02-02 | 2023-10-20 | -27.12 | 259 |
| 2022-02-14 | 2022-03-16 | -21.91 | 30 |
| 2022-07-30 | 2023-01-03 | -21.29 | 156 |
| 2022-02-01 | 2022-02-04 | -12.72 | 3 |
| 2022-04-14 | 2022-06-06 | -8.04 | 52 |
| 2023-11-25 | 2023-12-20 | -7.55 | 24 |
| 2022-01-30 | 2022-01-31 | -6.31 | 1 |
| Metric | 12332012:solusd:triple_med_gx:zlema215_100 | 12332012:SOLUSD |
|---|---|---|
| Best Day | 18.52% | 30.09% |
| Worst Day | -18.07% | -26.94% |
| Best Week | 36.56% | 43.67% |
| Worst Week | -24.12% | -51.66% |
| Best Month | 46.96% | 140.02% |
| Worst Month | -29.65% | -56.44% |
| Best Year | 115.48% | 921.46% |
| Worst Year | -26.12% | -88.97% |
| Avg. Up Day | 2.16% | 2.17% |
| Avg. Down Day | -1.76% | -1.93% |
| Avg. Up Week | 12.08% | 15.0% |
| Avg. Down Week | -5.63% | -7.84% |
| Avg. Up Month | 17.11% | 35.85% |
| Avg. Down Month | -8.07% | -20.9% |
| Win Days % | 47.9% | 50.1% |
| Win Month % | 50.0% | 53.49% |
| Win Week % | 50.68% | 47.57% |
| Win Quarter % | 57.14% | 60.0% |
| Win Year % | 75.0% | 50.0% |