| Metric | 12340018:solusd:triple_med_gx:zlema80_120 | 12340018:SOLUSD |
|---|---|---|
| Time in Market | 10.0% | 100.0% |
| Cumulative Return | 31.68% | 21.75% |
| Max Drawdown | -45.83% | -93.54% |
| Sharpe | 0.21 | 0.28 |
| Sortino | 0.31 | 0.42 |
| Payoff Ratio | 1.14 | 1.01 |
| Profit Factor | 1.11 | 1.05 |
| Common Sense Ratio | NaN | 1.06 |
| CPC Index | 0.6 | 0.53 |
| Tail Ratio | NaN | 1.01 |
| Outlier Win Ratio | 58.03 | 2.92 |
| Outlier Loss Ratio | 2.98 | 2.67 |
| Volatility (ann.) | 15.28% | 51.41% |
| R^2 | 0.09 | 0.09 |
| Calmar | 0.19 | 0.06 |
| Skew | 1.46 | 0.43 |
| Kurtosis | 99.56 | 10.66 |
| Expected Daily % | 0.01% | 0.0% |
| Expected Monthly % | 0.67% | 0.48% |
| Expected Yearly % | 7.12% | 5.04% |
| Kelly Criterion | 1.15% | 0.62% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.31% | -4.39% |
| Expected Shortfall (cVaR) | -1.31% | -4.39% |
| Year | 12340018:SOLUSD | 12340018:solusd:triple_med_gx:zlema80_120 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -92.95 | -32.83 | 0.35 | + |
| 2023 | 921.46 | 49.47 | 0.05 | - |
| 2024 | 85.41 | 8.83 | 0.10 | - |
| 2025 | -8.86 | 20.52 | -2.32 | + |
| Metric | 12340018:solusd:triple_med_gx:zlema80_120 | 12340018:SOLUSD |
|---|---|---|
| MTD | 10.78% | 16.63% |
| 3M | -3.55% | 19.37% |
| 6M | 13.59% | -25.37% |
| YTD | 20.52% | -8.86% |
| 1Y | 22.31% | 2.09% |
| 3Y (ann.) | 28.3% | 57.2% |
| 5Y (ann.) | 8.54% | 6.03% |
| Metric | 12340018:solusd:triple_med_gx:zlema80_120 | 12340018:SOLUSD |
|---|---|---|
| Max Drawdown | -45.83% | -93.54% |
| Longest DD Days | 701.0 | 778.0 |
| Avg. Drawdown | -7.19% | -17.59% |
| Avg. Drawdown Days | 72.0 | 76.0 |
| Recovery Factor | 0.69 | 0.23 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-01-19 | 2023-12-21 | -45.83 | 701 |
| 2025-02-01 | 2025-05-29 | -27.37 | 117 |
| 2024-01-05 | 2024-05-04 | -13.03 | 120 |
| 2024-07-14 | 2024-11-05 | -9.33 | 114 |
| 2024-11-29 | 2025-01-15 | -8.69 | 47 |
| 2024-05-31 | 2024-07-14 | -2.20 | 43 |
| 2024-05-06 | 2024-05-07 | -1.59 | 0 |
| 2025-01-16 | 2025-01-17 | -1.56 | 0 |
| 2025-01-16 | 2025-01-16 | -1.43 | 0 |
| 2024-05-04 | 2024-05-05 | -1.26 | 0 |
| Metric | 12340018:solusd:triple_med_gx:zlema80_120 | 12340018:SOLUSD |
|---|---|---|
| Best Day | 18.52% | 30.09% |
| Worst Day | -11.2% | -26.94% |
| Best Week | 23.58% | 43.67% |
| Worst Week | -20.55% | -51.66% |
| Best Month | 43.14% | 140.02% |
| Worst Month | -34.34% | -56.44% |
| Best Year | 49.47% | 921.46% |
| Worst Year | -32.83% | -92.95% |
| Avg. Up Day | 1.97% | 2.0% |
| Avg. Down Day | -1.74% | -1.98% |
| Avg. Up Week | 7.58% | 13.5% |
| Avg. Down Week | -5.85% | -7.91% |
| Avg. Up Month | 9.31% | 38.87% |
| Avg. Down Month | -9.05% | -17.29% |
| Win Days % | 47.39% | 50.13% |
| Win Month % | 60.61% | 51.22% |
| Win Week % | 52.63% | 45.81% |
| Win Quarter % | 71.43% | 50.0% |
| Win Year % | 75.0% | 50.0% |