| Metric | 12306034:solusd:triple_med_gx:zlema25_10 | 12306034:SOLUSD |
|---|---|---|
| Time in Market | 5.0% | 100.0% |
| Cumulative Return | 30.13% | 76.69% |
| Max Drawdown | -32.44% | -93.44% |
| Sharpe | 0.25 | 0.33 |
| Sortino | 0.44 | 0.49 |
| Payoff Ratio | 1.4 | 1.13 |
| Profit Factor | 1.25 | 1.05 |
| Common Sense Ratio | NaN | 1.07 |
| CPC Index | 0.69 | 0.6 |
| Tail Ratio | NaN | 1.02 |
| Outlier Win Ratio | 132.31 | 2.37 |
| Outlier Loss Ratio | 3.54 | 2.04 |
| Volatility (ann.) | 9.13% | 50.68% |
| R^2 | 0.03 | 0.03 |
| Calmar | 0.24 | 0.19 |
| Skew | 10.66 | 0.45 |
| Kurtosis | 423.2 | 10.91 |
| Expected Daily % | 0.01% | 0.01% |
| Expected Monthly % | 0.61% | 1.33% |
| Expected Yearly % | 6.8% | 15.29% |
| Kelly Criterion | -3.96% | 5.93% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.78% | -4.32% |
| Expected Shortfall (cVaR) | -0.78% | -4.32% |
| Year | 12306034:SOLUSD | 12306034:solusd:triple_med_gx:zlema25_10 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -89.76 | 18.65 | -0.21 | + |
| 2023 | 921.46 | 23.13 | 0.03 | - |
| 2024 | 85.41 | 7.52 | 0.09 | - |
| 2025 | -8.87 | -17.16 | 1.94 | - |
| Metric | 12306034:solusd:triple_med_gx:zlema25_10 | 12306034:SOLUSD |
|---|---|---|
| MTD | 0.0% | 11.11% |
| 3M | 4.98% | 36.47% |
| 6M | -15.87% | -8.22% |
| YTD | -17.16% | -8.87% |
| 1Y | -20.41% | 7.09% |
| 3Y (ann.) | 4.55% | 63.14% |
| 5Y (ann.) | 7.86% | 17.76% |
| Metric | 12306034:solusd:triple_med_gx:zlema25_10 | 12306034:SOLUSD |
|---|---|---|
| Max Drawdown | -32.44% | -93.44% |
| Longest DD Days | 375.0 | 703.0 |
| Avg. Drawdown | -3.96% | -14.47% |
| Avg. Drawdown Days | 56.0 | 50.0 |
| Recovery Factor | 0.93 | 0.82 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-07-07 | 2025-07-17 | -32.44 | 375 |
| 2022-06-16 | 2023-01-02 | -10.35 | 200 |
| 2022-01-25 | 2022-06-15 | -5.68 | 141 |
| 2023-03-15 | 2023-04-11 | -4.16 | 27 |
| 2023-09-15 | 2023-12-08 | -3.32 | 84 |
| 2024-03-26 | 2024-05-03 | -3.14 | 38 |
| 2024-01-28 | 2024-02-29 | -2.97 | 31 |
| 2024-05-27 | 2024-05-29 | -2.74 | 1 |
| 2024-05-29 | 2024-07-06 | -2.54 | 38 |
| 2024-03-25 | 2024-03-26 | -2.13 | 0 |
| Metric | 12306034:solusd:triple_med_gx:zlema25_10 | 12306034:SOLUSD |
|---|---|---|
| Best Day | 17.18% | 30.09% |
| Worst Day | -7.3% | -26.94% |
| Best Week | 10.33% | 43.67% |
| Worst Week | -15.47% | -51.66% |
| Best Month | 10.33% | 140.02% |
| Worst Month | -15.1% | -56.44% |
| Best Year | 23.13% | 921.46% |
| Worst Year | -17.16% | -89.76% |
| Avg. Up Day | 1.94% | 2.02% |
| Avg. Down Day | -1.38% | -1.79% |
| Avg. Up Week | 3.02% | 13.51% |
| Avg. Down Week | -3.66% | -5.43% |
| Avg. Up Month | 4.65% | 42.72% |
| Avg. Down Month | -3.0% | -20.45% |
| Win Days % | 39.34% | 50.12% |
| Win Month % | 54.55% | 53.49% |
| Win Week % | 50.94% | 47.03% |
| Win Quarter % | 64.29% | 60.0% |
| Win Year % | 75.0% | 50.0% |