| Metric | 12306632:solusd:triple_med_gx:zlema35_15 | 12306632:SOLUSD |
|---|---|---|
| Time in Market | 9.0% | 100.0% |
| Cumulative Return | 188.82% | 29.45% |
| Max Drawdown | -22.89% | -93.98% |
| Sharpe | 0.62 | 0.29 |
| Sortino | 1.2 | 0.43 |
| Payoff Ratio | 1.64 | 1.33 |
| Profit Factor | 1.44 | 1.05 |
| Common Sense Ratio | 0.0 | 1.06 |
| CPC Index | 0.99 | 0.7 |
| Tail Ratio | 0.0 | 1.01 |
| Outlier Win Ratio | 62.54 | 2.83 |
| Outlier Loss Ratio | 4.04 | 2.46 |
| Volatility (ann.) | 14.14% | 51.35% |
| R^2 | 0.08 | 0.08 |
| Calmar | 1.61 | 0.08 |
| Skew | 7.57 | 0.43 |
| Kurtosis | 163.87 | 10.65 |
| Expected Daily % | 0.02% | 0.01% |
| Expected Monthly % | 2.62% | 0.63% |
| Expected Yearly % | 30.36% | 6.67% |
| Kelly Criterion | 6.9% | 12.61% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.19% | -4.38% |
| Expected Shortfall (cVaR) | -1.19% | -4.38% |
| Year | 12306632:SOLUSD | 12306632:solusd:triple_med_gx:zlema35_15 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -92.50 | 40.62 | -0.44 | + |
| 2023 | 921.46 | 72.83 | 0.08 | - |
| 2024 | 85.41 | -14.98 | -0.18 | - |
| 2025 | -8.86 | 39.78 | -4.49 | + |
| Metric | 12306632:solusd:triple_med_gx:zlema35_15 | 12306632:SOLUSD |
|---|---|---|
| MTD | 4.71% | 16.63% |
| 3M | 42.09% | 19.37% |
| 6M | 25.94% | -25.37% |
| YTD | 39.78% | -8.86% |
| 1Y | 16.51% | 2.09% |
| 3Y (ann.) | 39.63% | 57.2% |
| 5Y (ann.) | 36.85% | 7.93% |
| Metric | 12306632:solusd:triple_med_gx:zlema35_15 | 12306632:SOLUSD |
|---|---|---|
| Max Drawdown | -22.89% | -93.98% |
| Longest DD Days | 454.0 | 789.0 |
| Avg. Drawdown | -3.57% | -17.15% |
| Avg. Drawdown Days | 28.0 | 76.0 |
| Recovery Factor | 8.25 | 0.31 |
| Ulcer Index | 1.0 | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2023-12-15 | 2025-03-14 | -22.89 | 454 |
| 2025-03-15 | 2025-05-08 | -11.31 | 54 |
| 2022-06-16 | 2022-07-30 | -10.78 | 43 |
| 2022-02-16 | 2022-06-06 | -10.26 | 109 |
| 2023-08-25 | 2023-11-10 | -9.68 | 77 |
| 2022-10-17 | 2022-10-25 | -6.47 | 7 |
| 2022-08-31 | 2022-09-24 | -5.87 | 23 |
| 2023-03-13 | 2023-03-13 | -5.41 | 0 |
| 2023-01-21 | 2023-02-15 | -4.89 | 25 |
| 2022-01-28 | 2022-01-29 | -4.60 | 0 |
| Metric | 12306632:solusd:triple_med_gx:zlema35_15 | 12306632:SOLUSD |
|---|---|---|
| Best Day | 19.54% | 30.09% |
| Worst Day | -6.23% | -26.94% |
| Best Week | 27.27% | 43.67% |
| Worst Week | -8.79% | -51.66% |
| Best Month | 39.14% | 140.02% |
| Worst Month | -9.9% | -56.44% |
| Best Year | 72.83% | 921.46% |
| Worst Year | -14.98% | -92.5% |
| Avg. Up Day | 2.14% | 2.19% |
| Avg. Down Day | -1.31% | -1.64% |
| Avg. Up Week | 4.38% | 15.07% |
| Avg. Down Week | -2.55% | -7.03% |
| Avg. Up Month | 6.32% | 39.91% |
| Avg. Down Month | -6.14% | -19.25% |
| Win Days % | 42.23% | 50.12% |
| Win Month % | 67.5% | 51.22% |
| Win Week % | 53.26% | 46.11% |
| Win Quarter % | 64.29% | 50.0% |
| Win Year % | 75.0% | 50.0% |