| Metric | 12305658:solusd:triple_med_gx:zlema95_10 | 12305658:SOLUSD |
|---|---|---|
| Time in Market | 20.0% | 100.0% |
| Cumulative Return | 562.64% | 15.02% |
| Max Drawdown | -33.25% | -93.94% |
| Sharpe | 0.75 | 0.27 |
| Sortino | 1.26 | 0.4 |
| Payoff Ratio | 1.36 | 1.28 |
| Profit Factor | 1.3 | 1.04 |
| Common Sense Ratio | 1.78 | 1.06 |
| CPC Index | 0.82 | 0.67 |
| Tail Ratio | 1.37 | 1.02 |
| Outlier Win Ratio | 28.75 | 3.26 |
| Outlier Loss Ratio | 3.73 | 2.81 |
| Volatility (ann.) | 20.93% | 50.76% |
| R^2 | 0.17 | 0.17 |
| Calmar | 2.15 | 0.04 |
| Skew | 2.84 | 0.43 |
| Kurtosis | 47.61 | 10.8 |
| Expected Daily % | 0.04% | 0.0% |
| Expected Monthly % | 4.5% | 0.33% |
| Expected Yearly % | 60.44% | 3.56% |
| Kelly Criterion | 7.04% | 11.07% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.76% | -4.33% |
| Expected Shortfall (cVaR) | -1.76% | -4.33% |
| Year | 12305658:SOLUSD | 12305658:solusd:triple_med_gx:zlema95_10 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -93.34 | 33.32 | -0.36 | + |
| 2023 | 921.46 | 157.69 | 0.17 | - |
| 2024 | 85.41 | 42.37 | 0.50 | - |
| 2025 | -8.87 | 35.48 | -4.00 | + |
| Metric | 12305658:solusd:triple_med_gx:zlema95_10 | 12305658:SOLUSD |
|---|---|---|
| MTD | 0.0% | 11.11% |
| 3M | -4.83% | 36.47% |
| 6M | 26.2% | -8.22% |
| YTD | 35.48% | -8.87% |
| 1Y | 37.77% | 7.09% |
| 3Y (ann.) | 74.59% | 63.14% |
| 5Y (ann.) | 71.4% | 4.07% |
| Metric | 12305658:solusd:triple_med_gx:zlema95_10 | 12305658:SOLUSD |
|---|---|---|
| Max Drawdown | -33.25% | -93.94% |
| Longest DD Days | 155.0 | 788.0 |
| Avg. Drawdown | -6.57% | -19.51% |
| Avg. Drawdown Days | 21.0 | 91.0 |
| Recovery Factor | 16.92 | 0.16 |
| Ulcer Index | inf | 1.02 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-04-20 | 2022-07-30 | -33.25 | 101 |
| 2025-03-03 | 2025-07-17 | -28.85 | 136 |
| 2022-07-30 | 2023-01-02 | -23.84 | 155 |
| 2023-08-30 | 2023-10-20 | -19.24 | 51 |
| 2024-08-08 | 2024-10-14 | -15.14 | 66 |
| 2022-02-16 | 2022-03-02 | -14.38 | 14 |
| 2023-03-18 | 2023-06-21 | -13.67 | 94 |
| 2024-01-30 | 2024-02-29 | -12.79 | 29 |
| 2022-02-01 | 2022-02-04 | -12.72 | 3 |
| 2023-03-14 | 2023-03-17 | -11.71 | 3 |
| Metric | 12305658:solusd:triple_med_gx:zlema95_10 | 12305658:SOLUSD |
|---|---|---|
| Best Day | 19.54% | 30.09% |
| Worst Day | -9.91% | -26.94% |
| Best Week | 38.82% | 43.67% |
| Worst Week | -11.21% | -51.66% |
| Best Month | 48.47% | 140.02% |
| Worst Month | -13.86% | -56.44% |
| Best Year | 157.69% | 921.46% |
| Worst Year | 33.32% | -93.34% |
| Avg. Up Day | 2.0% | 2.01% |
| Avg. Down Day | -1.47% | -1.57% |
| Avg. Up Week | 8.98% | 14.92% |
| Avg. Down Week | -3.66% | -6.17% |
| Avg. Up Month | 14.31% | 35.08% |
| Avg. Down Month | -5.88% | -21.75% |
| Win Days % | 46.46% | 50.06% |
| Win Month % | 64.1% | 51.16% |
| Win Week % | 55.32% | 46.52% |
| Win Quarter % | 85.71% | 53.33% |
| Win Year % | 100.0% | 50.0% |