| Metric | 12339842:solusd:triple_med_gx:zlema225_120 | 12339842:SOLUSD |
|---|---|---|
| Time in Market | 14.0% | 100.0% |
| Cumulative Return | 326.47% | 88.37% |
| Max Drawdown | -21.74% | -93.44% |
| Sharpe | 0.61 | 0.34 |
| Sortino | 1.04 | 0.51 |
| Payoff Ratio | 1.32 | 1.18 |
| Profit Factor | 1.32 | 1.05 |
| Common Sense Ratio | 2.42 | 1.08 |
| CPC Index | 0.83 | 0.62 |
| Tail Ratio | 1.84 | 1.02 |
| Outlier Win Ratio | 37.58 | 3.18 |
| Outlier Loss Ratio | 3.16 | 2.82 |
| Volatility (ann.) | 20.43% | 50.5% |
| R^2 | 0.16 | 0.16 |
| Calmar | 2.39 | 0.21 |
| Skew | 3.79 | 0.47 |
| Kurtosis | 78.64 | 11.07 |
| Expected Daily % | 0.03% | 0.01% |
| Expected Monthly % | 3.43% | 1.48% |
| Expected Yearly % | 43.71% | 17.15% |
| Kelly Criterion | 8.14% | 7.8% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.72% | -4.3% |
| Expected Shortfall (cVaR) | -1.72% | -4.3% |
| Year | 12339842:SOLUSD | 12339842:solusd:triple_med_gx:zlema225_120 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -89.09 | 49.86 | -0.56 | + |
| 2023 | 921.46 | 57.99 | 0.06 | - |
| 2024 | 85.41 | 49.77 | 0.58 | - |
| 2025 | -8.87 | 20.26 | -2.29 | + |
| Metric | 12339842:solusd:triple_med_gx:zlema225_120 | 12339842:SOLUSD |
|---|---|---|
| MTD | 0.0% | 11.11% |
| 3M | 0.79% | 36.47% |
| 6M | 20.26% | -8.22% |
| YTD | 20.26% | -8.87% |
| 1Y | 44.91% | 7.09% |
| 3Y (ann.) | 44.25% | 63.14% |
| 5Y (ann.) | 51.97% | 20.05% |
| Metric | 12339842:solusd:triple_med_gx:zlema225_120 | 12339842:SOLUSD |
|---|---|---|
| Max Drawdown | -21.74% | -93.44% |
| Longest DD Days | 262.0 | 703.0 |
| Avg. Drawdown | -8.13% | -13.56% |
| Avg. Drawdown Days | 38.0 | 48.0 |
| Recovery Factor | 15.02 | 0.95 |
| Ulcer Index | 1.0 | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-07-16 | 2024-11-05 | -21.74 | 111 |
| 2022-11-11 | 2023-01-03 | -20.48 | 53 |
| 2025-01-19 | 2025-05-09 | -19.72 | 109 |
| 2022-08-13 | 2022-11-10 | -17.28 | 89 |
| 2022-07-09 | 2022-08-13 | -17.04 | 34 |
| 2022-02-05 | 2022-04-14 | -15.47 | 67 |
| 2022-06-16 | 2022-06-24 | -15.45 | 8 |
| 2023-01-30 | 2023-10-20 | -15.28 | 262 |
| 2025-05-10 | 2025-07-17 | -13.75 | 68 |
| 2022-06-06 | 2022-06-14 | -13.27 | 7 |
| Metric | 12339842:solusd:triple_med_gx:zlema225_120 | 12339842:SOLUSD |
|---|---|---|
| Best Day | 18.73% | 30.09% |
| Worst Day | -14.23% | -26.94% |
| Best Week | 36.56% | 43.67% |
| Worst Week | -11.73% | -51.66% |
| Best Month | 44.49% | 140.02% |
| Worst Month | -11.73% | -56.44% |
| Best Year | 57.99% | 921.46% |
| Worst Year | 20.26% | -89.09% |
| Avg. Up Day | 2.24% | 2.26% |
| Avg. Down Day | -1.7% | -1.91% |
| Avg. Up Week | 8.44% | 12.91% |
| Avg. Down Week | -4.24% | -8.29% |
| Avg. Up Month | 10.15% | 32.89% |
| Avg. Down Month | -5.65% | -23.72% |
| Win Days % | 47.77% | 50.09% |
| Win Month % | 71.88% | 53.49% |
| Win Week % | 59.68% | 47.28% |
| Win Quarter % | 78.57% | 60.0% |
| Win Year % | 100.0% | 50.0% |