| Metric | 12340001:solusd:triple_med_gx:zlema115_120 | 12340001:SOLUSD |
|---|---|---|
| Time in Market | 2.0% | 100.0% |
| Cumulative Return | 19.25% | 23.69% |
| Max Drawdown | -13.17% | -93.54% |
| Sharpe | 0.22 | 0.29 |
| Sortino | 0.51 | 0.42 |
| Payoff Ratio | 3.47 | 2.42 |
| Profit Factor | 1.46 | 1.05 |
| Common Sense Ratio | NaN | 1.06 |
| CPC Index | 1.22 | 1.27 |
| Tail Ratio | NaN | 1.01 |
| Outlier Win Ratio | 287.92 | 2.13 |
| Outlier Loss Ratio | 4.66 | 1.97 |
| Volatility (ann.) | 6.96% | 51.41% |
| R^2 | 0.02 | 0.02 |
| Calmar | 0.41 | 0.07 |
| Skew | 25.63 | 0.43 |
| Kurtosis | 1187.96 | 10.66 |
| Expected Daily % | 0.0% | 0.0% |
| Expected Monthly % | 0.43% | 0.52% |
| Expected Yearly % | 4.5% | 5.46% |
| Kelly Criterion | 2.15% | 29.53% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.6% | -4.39% |
| Expected Shortfall (cVaR) | -0.6% | -4.39% |
| Year | 12340001:SOLUSD | 12340001:solusd:triple_med_gx:zlema115_120 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -92.83 | 5.92 | -0.06 | + |
| 2023 | 921.46 | -1.43 | -0.00 | - |
| 2024 | 85.41 | -2.54 | -0.03 | - |
| 2025 | -8.86 | 17.20 | -1.94 | + |
| Metric | 12340001:solusd:triple_med_gx:zlema115_120 | 12340001:SOLUSD |
|---|---|---|
| MTD | 0.0% | 16.63% |
| 3M | 2.65% | 19.37% |
| 6M | 17.2% | -25.37% |
| YTD | 17.2% | -8.86% |
| 1Y | 10.46% | 2.09% |
| 3Y (ann.) | 6.08% | 57.2% |
| 5Y (ann.) | 5.38% | 6.53% |
| Metric | 12340001:solusd:triple_med_gx:zlema115_120 | 12340001:SOLUSD |
|---|---|---|
| Max Drawdown | -13.17% | -93.54% |
| Longest DD Days | 793.0 | 778.0 |
| Avg. Drawdown | -6.5% | -16.67% |
| Avg. Drawdown Days | 228.0 | 71.0 |
| Recovery Factor | 1.46 | 0.25 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2023-02-04 | 2025-04-08 | -13.17 | 793 |
| 2022-06-16 | 2023-02-04 | -10.57 | 233 |
| 2022-02-21 | 2022-06-15 | -6.71 | 114 |
| 2022-01-27 | 2022-01-28 | -1.90 | 0 |
| 2022-01-27 | 2022-01-27 | -0.18 | 0 |
| Metric | 12340001:solusd:triple_med_gx:zlema115_120 | 12340001:SOLUSD |
|---|---|---|
| Best Day | 17.18% | 30.09% |
| Worst Day | -6.33% | -26.94% |
| Best Week | 14.53% | 43.67% |
| Worst Week | -6.54% | -51.66% |
| Best Month | 14.32% | 140.02% |
| Worst Month | -6.54% | -56.44% |
| Best Year | 17.2% | 921.46% |
| Worst Year | -2.54% | -92.83% |
| Avg. Up Day | 3.47% | 3.59% |
| Avg. Down Day | -1.0% | -1.48% |
| Avg. Up Week | 4.98% | 16.13% |
| Avg. Down Week | -1.6% | -8.69% |
| Avg. Up Month | 4.66% | 41.51% |
| Avg. Down Month | -2.1% | -15.18% |
| Win Days % | 24.05% | 50.12% |
| Win Month % | 43.33% | 51.22% |
| Win Week % | 36.11% | 45.81% |
| Win Quarter % | 50.0% | 50.0% |
| Win Year % | 50.0% | 50.0% |