| Metric | 12333907:solusd:triple_med_gx:zlema185_105 | 12333907:SOLUSD |
|---|---|---|
| Time in Market | 15.0% | 100.0% |
| Cumulative Return | 308.66% | 72.37% |
| Max Drawdown | -35.23% | -93.44% |
| Sharpe | 0.61 | 0.33 |
| Sortino | 0.96 | 0.49 |
| Payoff Ratio | 1.24 | 1.09 |
| Profit Factor | 1.29 | 1.05 |
| Common Sense Ratio | 2.73 | 1.07 |
| CPC Index | 0.79 | 0.58 |
| Tail Ratio | 2.11 | 1.02 |
| Outlier Win Ratio | 36.32 | 3.16 |
| Outlier Loss Ratio | 3.07 | 2.8 |
| Volatility (ann.) | 19.61% | 50.67% |
| R^2 | 0.15 | 0.15 |
| Calmar | 1.42 | 0.18 |
| Skew | 1.38 | 0.45 |
| Kurtosis | 66.45 | 10.93 |
| Expected Daily % | 0.03% | 0.01% |
| Expected Monthly % | 3.33% | 1.27% |
| Expected Yearly % | 42.18% | 14.58% |
| Kelly Criterion | 8.31% | 4.49% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.66% | -4.32% |
| Expected Shortfall (cVaR) | -1.66% | -4.32% |
| Year | 12333907:SOLUSD | 12333907:solusd:triple_med_gx:zlema185_105 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -90.01 | 20.44 | -0.23 | + |
| 2023 | 921.46 | 104.77 | 0.11 | - |
| 2024 | 85.41 | 22.04 | 0.26 | - |
| 2025 | -8.87 | 35.78 | -4.04 | + |
| Metric | 12333907:solusd:triple_med_gx:zlema185_105 | 12333907:SOLUSD |
|---|---|---|
| MTD | 0.0% | 11.11% |
| 3M | 23.22% | 36.47% |
| 6M | 35.16% | -8.22% |
| YTD | 35.78% | -8.87% |
| 1Y | 46.97% | 7.09% |
| 3Y (ann.) | 51.15% | 63.14% |
| 5Y (ann.) | 49.87% | 16.94% |
| Metric | 12333907:solusd:triple_med_gx:zlema185_105 | 12333907:SOLUSD |
|---|---|---|
| Max Drawdown | -35.23% | -93.44% |
| Longest DD Days | 297.0 | 703.0 |
| Avg. Drawdown | -7.36% | -14.4% |
| Avg. Drawdown Days | 39.0 | 50.0 |
| Recovery Factor | 8.76 | 0.77 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-19 | 2025-07-17 | -35.23 | 178 |
| 2022-12-26 | 2023-10-20 | -26.25 | 297 |
| 2024-07-16 | 2024-11-10 | -24.43 | 117 |
| 2022-02-01 | 2022-07-30 | -23.32 | 178 |
| 2022-07-30 | 2022-08-12 | -17.13 | 13 |
| 2022-08-13 | 2022-11-10 | -14.43 | 89 |
| 2024-01-05 | 2024-03-14 | -12.50 | 69 |
| 2022-01-26 | 2022-01-31 | -10.13 | 5 |
| 2023-12-15 | 2023-12-20 | -8.34 | 5 |
| 2024-03-14 | 2024-03-30 | -7.12 | 15 |
| Metric | 12333907:solusd:triple_med_gx:zlema185_105 | 12333907:SOLUSD |
|---|---|---|
| Best Day | 18.52% | 30.09% |
| Worst Day | -18.07% | -26.94% |
| Best Week | 34.87% | 43.67% |
| Worst Week | -17.13% | -51.66% |
| Best Month | 37.5% | 140.02% |
| Worst Month | -20.72% | -56.44% |
| Best Year | 104.77% | 921.46% |
| Worst Year | 20.44% | -90.01% |
| Avg. Up Day | 2.12% | 2.13% |
| Avg. Down Day | -1.71% | -1.95% |
| Avg. Up Week | 9.91% | 15.92% |
| Avg. Down Week | -4.65% | -6.93% |
| Avg. Up Month | 13.71% | 38.56% |
| Avg. Down Month | -9.04% | -18.51% |
| Win Days % | 49.3% | 50.11% |
| Win Month % | 63.89% | 51.16% |
| Win Week % | 55.56% | 47.03% |
| Win Quarter % | 64.29% | 60.0% |
| Win Year % | 100.0% | 50.0% |