| Metric | 12306287:solusd:triple_med_gx:zlema35_10 | 12306287:SOLUSD |
|---|---|---|
| Time in Market | 5.0% | 100.0% |
| Cumulative Return | 84.1% | 96.23% |
| Max Drawdown | -29.14% | -93.44% |
| Sharpe | 0.53 | 0.35 |
| Sortino | 0.99 | 0.51 |
| Payoff Ratio | 1.42 | 1.18 |
| Profit Factor | 1.61 | 1.06 |
| Common Sense Ratio | NaN | 1.08 |
| CPC Index | 1.04 | 0.63 |
| Tail Ratio | NaN | 1.02 |
| Outlier Win Ratio | 124.19 | 2.42 |
| Outlier Loss Ratio | 3.86 | 1.99 |
| Volatility (ann.) | 8.98% | 50.36% |
| R^2 | 0.03 | 0.03 |
| Calmar | 0.65 | 0.23 |
| Skew | 11.63 | 0.47 |
| Kurtosis | 459.38 | 11.07 |
| Expected Daily % | 0.01% | 0.01% |
| Expected Monthly % | 1.43% | 1.58% |
| Expected Yearly % | 16.48% | 18.36% |
| Kelly Criterion | 7.24% | 7.96% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.76% | -4.29% |
| Expected Shortfall (cVaR) | -0.76% | -4.29% |
| Year | 12306287:SOLUSD | 12306287:solusd:triple_med_gx:zlema35_10 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -88.97 | 32.11 | -0.36 | + |
| 2023 | 921.46 | 40.11 | 0.04 | - |
| 2024 | 85.41 | 13.80 | 0.16 | - |
| 2025 | -6.11 | -12.60 | 2.06 | - |
| Metric | 12306287:solusd:triple_med_gx:zlema35_10 | 12306287:SOLUSD |
|---|---|---|
| MTD | 0.0% | 14.47% |
| 3M | 2.99% | 20.16% |
| 6M | -19.94% | -22.3% |
| YTD | -12.6% | -6.11% |
| 1Y | -11.86% | -1.02% |
| 3Y (ann.) | 14.53% | 59.25% |
| 5Y (ann.) | 18.99% | 21.18% |
| Metric | 12306287:solusd:triple_med_gx:zlema35_10 | 12306287:SOLUSD |
|---|---|---|
| Max Drawdown | -29.14% | -93.44% |
| Longest DD Days | 238.0 | 703.0 |
| Avg. Drawdown | -3.32% | -12.79% |
| Avg. Drawdown Days | 40.0 | 45.0 |
| Recovery Factor | 2.89 | 1.03 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-30 | 2025-07-31 | -29.14 | 182 |
| 2024-06-05 | 2024-08-24 | -8.29 | 79 |
| 2023-02-20 | 2023-10-16 | -7.32 | 238 |
| 2024-09-10 | 2025-01-03 | -6.86 | 114 |
| 2022-01-28 | 2022-01-29 | -4.77 | 1 |
| 2022-04-10 | 2022-06-15 | -4.03 | 65 |
| 2022-06-16 | 2022-09-09 | -3.46 | 85 |
| 2023-01-01 | 2023-01-01 | -1.81 | 0 |
| 2025-01-15 | 2025-01-16 | -1.61 | 0 |
| 2024-01-30 | 2024-02-08 | -1.53 | 9 |
| Metric | 12306287:solusd:triple_med_gx:zlema35_10 | 12306287:SOLUSD |
|---|---|---|
| Best Day | 17.18% | 30.09% |
| Worst Day | -9.01% | -26.94% |
| Best Week | 19.71% | 43.67% |
| Worst Week | -23.09% | -51.66% |
| Best Month | 19.71% | 140.02% |
| Worst Month | -22.01% | -56.44% |
| Best Year | 40.11% | 921.46% |
| Worst Year | -12.6% | -88.97% |
| Avg. Up Day | 1.73% | 1.78% |
| Avg. Down Day | -1.21% | -1.5% |
| Avg. Up Week | 4.53% | 15.23% |
| Avg. Down Week | -3.67% | -3.97% |
| Avg. Up Month | 5.86% | 34.9% |
| Avg. Down Month | -5.06% | -17.02% |
| Win Days % | 45.54% | 50.12% |
| Win Month % | 64.71% | 53.49% |
| Win Week % | 58.82% | 47.59% |
| Win Quarter % | 85.71% | 60.0% |
| Win Year % | 75.0% | 50.0% |