| Metric | 12340044:solusd:triple_med_gx:zlema75_120 | 12340044:SOLUSD |
|---|---|---|
| Time in Market | 10.0% | 100.0% |
| Cumulative Return | 49.44% | 26.3% |
| Max Drawdown | -29.9% | -93.49% |
| Sharpe | 0.27 | 0.29 |
| Sortino | 0.42 | 0.43 |
| Payoff Ratio | 1.2 | 1.01 |
| Profit Factor | 1.14 | 1.05 |
| Common Sense Ratio | 0.0 | 1.06 |
| CPC Index | 0.64 | 0.53 |
| Tail Ratio | 0.0 | 1.01 |
| Outlier Win Ratio | 56.45 | 2.93 |
| Outlier Loss Ratio | 3.19 | 2.67 |
| Volatility (ann.) | 15.13% | 51.42% |
| R^2 | 0.09 | 0.09 |
| Calmar | 0.43 | 0.08 |
| Skew | 2.77 | 0.43 |
| Kurtosis | 102.43 | 10.66 |
| Expected Daily % | 0.01% | 0.0% |
| Expected Monthly % | 0.98% | 0.57% |
| Expected Yearly % | 10.56% | 6.01% |
| Kelly Criterion | 2.51% | 0.77% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.29% | -4.39% |
| Expected Shortfall (cVaR) | -1.29% | -4.39% |
| Year | 12340044:SOLUSD | 12340044:solusd:triple_med_gx:zlema75_120 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -92.68 | -12.20 | 0.13 | + |
| 2023 | 921.46 | 43.83 | 0.05 | - |
| 2024 | 85.41 | 1.16 | 0.01 | - |
| 2025 | -8.86 | 16.98 | -1.92 | + |
| Metric | 12340044:solusd:triple_med_gx:zlema75_120 | 12340044:SOLUSD |
|---|---|---|
| MTD | 12.01% | 16.63% |
| 3M | -2.8% | 19.37% |
| 6M | 8.14% | -25.37% |
| YTD | 16.98% | -8.86% |
| 1Y | 7.48% | 2.09% |
| 3Y (ann.) | 17.65% | 57.2% |
| 5Y (ann.) | 12.71% | 7.21% |
| Metric | 12340044:solusd:triple_med_gx:zlema75_120 | 12340044:SOLUSD |
|---|---|---|
| Max Drawdown | -29.9% | -93.49% |
| Longest DD Days | 669.0 | 776.0 |
| Avg. Drawdown | -7.21% | -16.64% |
| Avg. Drawdown Days | 68.0 | 71.0 |
| Recovery Factor | 1.65 | 0.28 |
| Ulcer Index | 1.0 | 1.03 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-02-01 | 2025-05-29 | -29.90 | 117 |
| 2022-01-23 | 2023-11-24 | -28.37 | 669 |
| 2024-05-31 | 2024-11-06 | -18.35 | 158 |
| 2024-01-05 | 2024-05-06 | -13.25 | 122 |
| 2024-11-29 | 2025-01-15 | -10.43 | 47 |
| 2023-11-25 | 2023-12-20 | -7.40 | 24 |
| 2024-11-09 | 2024-11-29 | -2.60 | 20 |
| 2023-11-24 | 2023-11-25 | -2.00 | 0 |
| 2023-11-25 | 2023-11-25 | -1.80 | 0 |
| 2024-05-06 | 2024-05-07 | -1.59 | 0 |
| Metric | 12340044:solusd:triple_med_gx:zlema75_120 | 12340044:SOLUSD |
|---|---|---|
| Best Day | 18.52% | 30.09% |
| Worst Day | -11.2% | -26.94% |
| Best Week | 19.75% | 43.67% |
| Worst Week | -15.47% | -51.66% |
| Best Month | 42.37% | 140.02% |
| Worst Month | -15.47% | -56.44% |
| Best Year | 43.83% | 921.46% |
| Worst Year | -12.2% | -92.68% |
| Avg. Up Day | 1.94% | 1.96% |
| Avg. Down Day | -1.62% | -1.94% |
| Avg. Up Week | 7.61% | 14.83% |
| Avg. Down Week | -4.62% | -7.65% |
| Avg. Up Month | 9.02% | 44.6% |
| Avg. Down Month | -5.22% | -18.44% |
| Win Days % | 46.82% | 50.15% |
| Win Month % | 48.48% | 51.22% |
| Win Week % | 51.72% | 45.81% |
| Win Quarter % | 57.14% | 50.0% |
| Win Year % | 75.0% | 50.0% |