| Metric | 12340070:solusd:triple_med_gx:zlema70_120 | 12340070:SOLUSD |
|---|---|---|
| Time in Market | 11.0% | 100.0% |
| Cumulative Return | 81.21% | 25.5% |
| Max Drawdown | -29.39% | -93.49% |
| Sharpe | 0.36 | 0.29 |
| Sortino | 0.56 | 0.43 |
| Payoff Ratio | 1.21 | 1.01 |
| Profit Factor | 1.19 | 1.05 |
| Common Sense Ratio | 0.29 | 1.06 |
| CPC Index | 0.69 | 0.53 |
| Tail Ratio | 0.25 | 1.01 |
| Outlier Win Ratio | 52.09 | 2.98 |
| Outlier Loss Ratio | 3.26 | 2.72 |
| Volatility (ann.) | 15.89% | 51.43% |
| R^2 | 0.1 | 0.1 |
| Calmar | 0.66 | 0.07 |
| Skew | 2.69 | 0.43 |
| Kurtosis | 91.04 | 10.65 |
| Expected Daily % | 0.01% | 0.0% |
| Expected Monthly % | 1.46% | 0.56% |
| Expected Yearly % | 16.02% | 5.84% |
| Kelly Criterion | 4.49% | 0.76% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.35% | -4.39% |
| Expected Shortfall (cVaR) | -1.35% | -4.39% |
| Year | 12340070:SOLUSD | 12340070:solusd:triple_med_gx:zlema70_120 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -92.73 | -10.01 | 0.11 | + |
| 2023 | 921.46 | 54.80 | 0.06 | - |
| 2024 | 85.41 | 4.69 | 0.05 | - |
| 2025 | -8.86 | 24.26 | -2.74 | + |
| Metric | 12340070:solusd:triple_med_gx:zlema70_120 | 12340070:SOLUSD |
|---|---|---|
| MTD | 16.88% | 16.63% |
| 3M | 1.69% | 19.37% |
| 6M | 15.2% | -25.37% |
| YTD | 24.26% | -8.86% |
| 1Y | 14.65% | 2.09% |
| 3Y (ann.) | 31.86% | 57.2% |
| 5Y (ann.) | 19.38% | 7.0% |
| Metric | 12340070:solusd:triple_med_gx:zlema70_120 | 12340070:SOLUSD |
|---|---|---|
| Max Drawdown | -29.39% | -93.49% |
| Longest DD Days | 504.0 | 776.0 |
| Avg. Drawdown | -6.32% | -17.58% |
| Avg. Drawdown Days | 51.0 | 76.0 |
| Recovery Factor | 2.76 | 0.27 |
| Ulcer Index | inf | 1.03 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-01-22 | 2023-06-10 | -29.39 | 504 |
| 2025-02-01 | 2025-05-29 | -29.27 | 117 |
| 2024-05-31 | 2024-11-29 | -21.73 | 181 |
| 2024-01-05 | 2024-05-03 | -15.29 | 119 |
| 2024-11-29 | 2025-01-15 | -10.43 | 47 |
| 2023-12-19 | 2023-12-20 | -5.31 | 1 |
| 2023-06-11 | 2023-07-26 | -5.06 | 45 |
| 2023-11-25 | 2023-12-18 | -3.73 | 23 |
| 2023-07-27 | 2023-10-16 | -2.99 | 80 |
| 2024-01-04 | 2024-01-04 | -2.81 | 0 |
| Metric | 12340070:solusd:triple_med_gx:zlema70_120 | 12340070:SOLUSD |
|---|---|---|
| Best Day | 18.73% | 30.09% |
| Worst Day | -11.2% | -26.94% |
| Best Week | 25.09% | 43.67% |
| Worst Week | -14.7% | -51.66% |
| Best Month | 43.27% | 140.02% |
| Worst Month | -16.33% | -56.44% |
| Best Year | 54.8% | 921.46% |
| Worst Year | -10.01% | -92.73% |
| Avg. Up Day | 1.95% | 1.97% |
| Avg. Down Day | -1.61% | -1.95% |
| Avg. Up Week | 9.58% | 14.45% |
| Avg. Down Week | -5.35% | -7.43% |
| Avg. Up Month | 10.8% | 41.71% |
| Avg. Down Month | -7.44% | -17.94% |
| Win Days % | 47.61% | 50.14% |
| Win Month % | 57.58% | 51.22% |
| Win Week % | 53.85% | 45.81% |
| Win Quarter % | 71.43% | 50.0% |
| Win Year % | 75.0% | 50.0% |