| Metric | 12340056:solusd:triple_med_gx:zlema135_120 | 12340056:SOLUSD |
|---|---|---|
| Time in Market | 5.0% | 100.0% |
| Cumulative Return | -1.65% | 26.3% |
| Max Drawdown | -30.74% | -93.49% |
| Sharpe | 0.03 | 0.29 |
| Sortino | 0.04 | 0.43 |
| Payoff Ratio | 1.2 | 1.12 |
| Profit Factor | 1.02 | 1.05 |
| Common Sense Ratio | NaN | 1.06 |
| CPC Index | 0.51 | 0.59 |
| Tail Ratio | NaN | 1.01 |
| Outlier Win Ratio | 146.6 | 2.38 |
| Outlier Loss Ratio | 3.24 | 2.18 |
| Volatility (ann.) | 8.13% | 51.42% |
| R^2 | 0.02 | 0.02 |
| Calmar | -0.02 | 0.08 |
| Skew | 3.61 | 0.43 |
| Kurtosis | 138.23 | 10.66 |
| Expected Daily % | -0.0% | 0.0% |
| Expected Monthly % | -0.04% | 0.57% |
| Expected Yearly % | -0.41% | 6.01% |
| Kelly Criterion | -7.3% | 5.5% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.7% | -4.39% |
| Expected Shortfall (cVaR) | -0.7% | -4.39% |
| Year | 12340056:SOLUSD | 12340056:solusd:triple_med_gx:zlema135_120 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -92.68 | 10.20 | -0.11 | + |
| 2023 | 921.46 | -6.14 | -0.01 | - |
| 2024 | 85.41 | -13.04 | -0.15 | - |
| 2025 | -8.86 | 9.34 | -1.05 | + |
| Metric | 12340056:solusd:triple_med_gx:zlema135_120 | 12340056:SOLUSD |
|---|---|---|
| MTD | 0.0% | 16.63% |
| 3M | 10.18% | 19.37% |
| 6M | 9.34% | -25.37% |
| YTD | 9.34% | -8.86% |
| 1Y | -11.47% | 2.09% |
| 3Y (ann.) | -6.94% | 57.2% |
| 5Y (ann.) | -0.49% | 7.21% |
| Metric | 12340056:solusd:triple_med_gx:zlema135_120 | 12340056:SOLUSD |
|---|---|---|
| Max Drawdown | -30.74% | -93.49% |
| Longest DD Days | 1050.0 | 776.0 |
| Avg. Drawdown | -5.21% | -16.64% |
| Avg. Drawdown Days | 118.0 | 71.0 |
| Recovery Factor | -0.05 | 0.28 |
| Ulcer Index | inf | 1.03 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-07-14 | 2025-05-29 | -30.74 | 1050 |
| 2022-05-29 | 2022-07-13 | -8.65 | 45 |
| 2022-02-07 | 2022-02-28 | -6.57 | 21 |
| 2022-03-21 | 2022-05-27 | -2.23 | 66 |
| 2022-05-27 | 2022-05-28 | -1.35 | 0 |
| 2022-05-28 | 2022-05-28 | -1.20 | 0 |
| 2022-02-06 | 2022-02-06 | -0.53 | 0 |
| 2022-02-05 | 2022-02-06 | -0.50 | 0 |
| 2022-03-20 | 2022-03-20 | -0.18 | 0 |
| 2022-07-13 | 2022-07-13 | -0.14 | 0 |
| Metric | 12340056:solusd:triple_med_gx:zlema135_120 | 12340056:SOLUSD |
|---|---|---|
| Best Day | 8.42% | 30.09% |
| Worst Day | -5.43% | -26.94% |
| Best Week | 13.4% | 43.67% |
| Worst Week | -11.23% | -51.66% |
| Best Month | 12.64% | 140.02% |
| Worst Month | -16.23% | -56.44% |
| Best Year | 10.2% | 921.46% |
| Worst Year | -13.04% | -92.68% |
| Avg. Up Day | 1.74% | 1.77% |
| Avg. Down Day | -1.44% | -1.59% |
| Avg. Up Week | 3.86% | 11.48% |
| Avg. Down Week | -4.3% | -10.75% |
| Avg. Up Month | 4.58% | 31.59% |
| Avg. Down Month | -6.93% | -11.66% |
| Win Days % | 41.41% | 50.15% |
| Win Month % | 50.0% | 51.22% |
| Win Week % | 50.0% | 45.81% |
| Win Quarter % | 53.85% | 50.0% |
| Win Year % | 50.0% | 50.0% |