| Metric | 12306705:solusd:triple_med_gx:zlema95_15 | 12306705:SOLUSD |
|---|---|---|
| Time in Market | 19.0% | 100.0% |
| Cumulative Return | 708.01% | 28.71% |
| Max Drawdown | -26.37% | -93.94% |
| Sharpe | 0.79 | 0.28 |
| Sortino | 1.37 | 0.42 |
| Payoff Ratio | 1.39 | 1.31 |
| Profit Factor | 1.33 | 1.04 |
| Common Sense Ratio | 1.86 | 1.05 |
| CPC Index | 0.87 | 0.69 |
| Tail Ratio | 1.4 | 1.0 |
| Outlier Win Ratio | 29.81 | 3.22 |
| Outlier Loss Ratio | 3.76 | 2.8 |
| Volatility (ann.) | 20.09% | 50.02% |
| R^2 | 0.16 | 0.16 |
| Calmar | 2.82 | 0.07 |
| Skew | 3.16 | 0.42 |
| Kurtosis | 51.3 | 10.8 |
| Expected Daily % | 0.04% | 0.0% |
| Expected Monthly % | 4.65% | 0.55% |
| Expected Yearly % | 68.6% | 6.51% |
| Kelly Criterion | 8.59% | 12.11% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.69% | -4.27% |
| Expected Shortfall (cVaR) | -1.69% | -4.27% |
| Year | 12306705:SOLUSD | 12306705:solusd:triple_med_gx:zlema95_15 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -93.34 | 69.69 | -0.75 | + |
| 2023 | 921.46 | 122.90 | 0.13 | - |
| 2024 | 85.41 | 44.62 | 0.52 | - |
| 2025 | 1.99 | 47.72 | 24.03 | + |
| Metric | 12306705:solusd:triple_med_gx:zlema95_15 | 12306705:SOLUSD |
|---|---|---|
| MTD | 5.3% | -7.75% |
| 3M | 4.83% | 17.41% |
| 6M | -1.49% | 52.72% |
| YTD | 47.72% | 1.99% |
| 1Y | 44.56% | 24.46% |
| 3Y (ann.) | 73.67% | 86.57% |
| 5Y (ann.) | 74.34% | 6.95% |
| Metric | 12306705:solusd:triple_med_gx:zlema95_15 | 12306705:SOLUSD |
|---|---|---|
| Max Drawdown | -26.37% | -93.94% |
| Longest DD Days | 227.0 | 788.0 |
| Avg. Drawdown | -6.56% | -19.51% |
| Avg. Drawdown Days | 24.0 | 97.0 |
| Recovery Factor | 26.85 | 0.31 |
| Ulcer Index | inf | 1.02 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-03-03 | 2025-10-16 | -26.37 | 227 |
| 2022-07-30 | 2023-01-02 | -25.91 | 155 |
| 2023-08-30 | 2023-12-02 | -19.56 | 94 |
| 2022-04-20 | 2022-06-06 | -16.49 | 46 |
| 2022-06-11 | 2022-06-20 | -15.70 | 9 |
| 2023-03-18 | 2023-08-29 | -15.62 | 164 |
| 2024-08-08 | 2024-10-14 | -15.07 | 66 |
| 2024-01-30 | 2024-02-29 | -13.72 | 29 |
| 2022-01-13 | 2022-02-01 | -12.83 | 18 |
| 2022-02-01 | 2022-02-04 | -12.72 | 3 |
| Metric | 12306705:solusd:triple_med_gx:zlema95_15 | 12306705:SOLUSD |
|---|---|---|
| Best Day | 19.54% | 30.09% |
| Worst Day | -9.01% | -26.94% |
| Best Week | 36.53% | 43.67% |
| Worst Week | -11.61% | -51.66% |
| Best Month | 50.62% | 140.02% |
| Worst Month | -9.7% | -56.44% |
| Best Year | 122.9% | 921.46% |
| Worst Year | 44.62% | -93.34% |
| Avg. Up Day | 1.96% | 1.98% |
| Avg. Down Day | -1.41% | -1.51% |
| Avg. Up Week | 8.9% | 14.47% |
| Avg. Down Week | -4.0% | -6.26% |
| Avg. Up Month | 15.14% | 35.08% |
| Avg. Down Month | -5.78% | -19.54% |
| Win Days % | 46.83% | 50.11% |
| Win Month % | 62.79% | 52.17% |
| Win Week % | 55.56% | 47.5% |
| Win Quarter % | 87.5% | 50.0% |
| Win Year % | 100.0% | 75.0% |