| Metric | 12336271:solusd:triple_med_gx:zlema70_110 | 12336271:SOLUSD |
|---|---|---|
| Time in Market | 7.0% | 100.0% |
| Cumulative Return | 224.34% | 76.69% |
| Max Drawdown | -18.46% | -93.44% |
| Sharpe | 0.72 | 0.33 |
| Sortino | 1.38 | 0.49 |
| Payoff Ratio | 1.41 | 1.15 |
| Profit Factor | 1.58 | 1.05 |
| Common Sense Ratio | NaN | 1.07 |
| CPC Index | 1.13 | 0.6 |
| Tail Ratio | NaN | 1.02 |
| Outlier Win Ratio | 69.04 | 2.71 |
| Outlier Loss Ratio | 3.24 | 2.35 |
| Volatility (ann.) | 12.87% | 50.68% |
| R^2 | 0.06 | 0.06 |
| Calmar | 2.18 | 0.19 |
| Skew | 7.75 | 0.45 |
| Kurtosis | 187.31 | 10.91 |
| Expected Daily % | 0.02% | 0.01% |
| Expected Monthly % | 2.77% | 1.33% |
| Expected Yearly % | 34.2% | 15.29% |
| Kelly Criterion | 15.85% | 6.56% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.08% | -4.32% |
| Expected Shortfall (cVaR) | -1.08% | -4.32% |
| Year | 12336271:SOLUSD | 12336271:solusd:triple_med_gx:zlema70_110 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -89.76 | 48.36 | -0.54 | + |
| 2023 | 921.46 | 65.79 | 0.07 | - |
| 2024 | 85.41 | -0.13 | -0.00 | - |
| 2025 | -8.87 | 32.04 | -3.61 | + |
| Metric | 12336271:solusd:triple_med_gx:zlema70_110 | 12336271:SOLUSD |
|---|---|---|
| MTD | 0.0% | 11.11% |
| 3M | 6.56% | 36.47% |
| 6M | 24.39% | -8.22% |
| YTD | 32.04% | -8.87% |
| 1Y | 43.38% | 7.09% |
| 3Y (ann.) | 48.55% | 63.14% |
| 5Y (ann.) | 40.2% | 17.76% |
| Metric | 12336271:solusd:triple_med_gx:zlema70_110 | 12336271:SOLUSD |
|---|---|---|
| Max Drawdown | -18.46% | -93.44% |
| Longest DD Days | 322.0 | 703.0 |
| Avg. Drawdown | -4.72% | -14.47% |
| Avg. Drawdown Days | 38.0 | 50.0 |
| Recovery Factor | 12.15 | 0.82 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2023-12-20 | 2024-11-07 | -18.46 | 322 |
| 2023-02-02 | 2023-07-26 | -14.74 | 173 |
| 2025-02-04 | 2025-07-17 | -14.06 | 163 |
| 2022-04-14 | 2022-08-11 | -10.96 | 118 |
| 2024-11-08 | 2025-01-15 | -8.97 | 68 |
| 2023-11-25 | 2023-12-20 | -8.09 | 24 |
| 2025-02-02 | 2025-02-03 | -7.34 | 1 |
| 2022-11-10 | 2022-11-10 | -6.73 | 0 |
| 2022-08-11 | 2022-10-13 | -5.84 | 63 |
| 2023-02-01 | 2023-02-01 | -5.12 | 0 |
| Metric | 12336271:solusd:triple_med_gx:zlema70_110 | 12336271:SOLUSD |
|---|---|---|
| Best Day | 18.73% | 30.09% |
| Worst Day | -6.73% | -26.94% |
| Best Week | 25.75% | 43.67% |
| Worst Week | -10.7% | -51.66% |
| Best Month | 34.96% | 140.02% |
| Worst Month | -15.1% | -56.44% |
| Best Year | 65.79% | 921.46% |
| Worst Year | -0.13% | -89.76% |
| Avg. Up Day | 1.96% | 1.97% |
| Avg. Down Day | -1.38% | -1.72% |
| Avg. Up Week | 9.46% | 16.33% |
| Avg. Down Week | -3.7% | -6.47% |
| Avg. Up Month | 10.89% | 44.08% |
| Avg. Down Month | -4.21% | -17.14% |
| Win Days % | 50.71% | 50.12% |
| Win Month % | 62.07% | 53.49% |
| Win Week % | 60.47% | 47.03% |
| Win Quarter % | 76.92% | 60.0% |
| Win Year % | 75.0% | 50.0% |