| Metric | 12306721:solusd:triple_med_gx:zlema100_15 | 12306721:SOLUSD |
|---|---|---|
| Time in Market | 8.0% | 100.0% |
| Cumulative Return | 71.82% | -1.93% |
| Max Drawdown | -18.89% | -93.9% |
| Sharpe | 0.46 | 0.26 |
| Sortino | 0.93 | 0.37 |
| Payoff Ratio | 1.8 | 1.64 |
| Profit Factor | 1.36 | 1.04 |
| Common Sense Ratio | NaN | 1.07 |
| CPC Index | 0.94 | 0.86 |
| Tail Ratio | NaN | 1.02 |
| Outlier Win Ratio | 93.21 | 2.59 |
| Outlier Loss Ratio | 5.08 | 2.25 |
| Volatility (ann.) | 10.45% | 51.83% |
| R^2 | 0.05 | 0.05 |
| Calmar | 0.98 | -0.01 |
| Skew | 12.33 | 0.41 |
| Kurtosis | 394.91 | 10.6 |
| Expected Daily % | 0.01% | -0.0% |
| Expected Monthly % | 1.4% | -0.05% |
| Expected Yearly % | 14.49% | -0.49% |
| Kelly Criterion | 4.17% | 19.75% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.89% | -4.43% |
| Expected Shortfall (cVaR) | -0.89% | -4.43% |
| Year | 12306721:SOLUSD | 12306721:solusd:triple_med_gx:zlema100_15 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -93.18 | 12.77 | -0.14 | + |
| 2023 | 921.46 | 25.08 | 0.03 | - |
| 2024 | 85.41 | 3.16 | 0.04 | - |
| 2025 | -24.04 | 18.09 | -0.75 | + |
| Metric | 12306721:solusd:triple_med_gx:zlema100_15 | 12306721:SOLUSD |
|---|---|---|
| MTD | 23.67% | -3.15% |
| 3M | 9.86% | -20.48% |
| 6M | 13.22% | -4.03% |
| YTD | 18.09% | -24.04% |
| 1Y | 12.42% | -16.95% |
| 3Y (ann.) | 13.31% | 14.76% |
| 5Y (ann.) | 18.48% | -0.61% |
| Metric | 12306721:solusd:triple_med_gx:zlema100_15 | 12306721:SOLUSD |
|---|---|---|
| Max Drawdown | -18.89% | -93.9% |
| Longest DD Days | 485.0 | 781.0 |
| Avg. Drawdown | -3.54% | -17.31% |
| Avg. Drawdown Days | 52.0 | 72.0 |
| Recovery Factor | 3.8 | -0.02 |
| Ulcer Index | inf | 1.02 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-08-09 | 2023-12-08 | -18.89 | 485 |
| 2024-03-14 | 2025-03-02 | -13.41 | 353 |
| 2023-12-15 | 2023-12-21 | -8.34 | 6 |
| 2024-01-18 | 2024-02-28 | -6.85 | 41 |
| 2022-04-20 | 2022-06-19 | -5.65 | 59 |
| 2022-01-30 | 2022-02-28 | -3.50 | 28 |
| 2025-03-05 | 2025-03-24 | -3.45 | 18 |
| 2025-03-05 | 2025-03-05 | -1.82 | 0 |
| 2022-03-15 | 2022-03-16 | -1.62 | 0 |
| 2022-07-07 | 2022-07-07 | -1.30 | 0 |
| Metric | 12306721:solusd:triple_med_gx:zlema100_15 | 12306721:SOLUSD |
|---|---|---|
| Best Day | 19.54% | 30.09% |
| Worst Day | -6.48% | -26.94% |
| Best Week | 22.85% | 43.67% |
| Worst Week | -7.05% | -51.66% |
| Best Month | 23.67% | 140.02% |
| Worst Month | -8.69% | -56.44% |
| Best Year | 25.08% | 921.46% |
| Worst Year | 3.16% | -93.18% |
| Avg. Up Day | 1.81% | 2.22% |
| Avg. Down Day | -1.0% | -1.36% |
| Avg. Up Week | 3.95% | 16.38% |
| Avg. Down Week | -2.45% | -4.52% |
| Avg. Up Month | 6.36% | 40.79% |
| Avg. Down Month | -4.71% | -20.99% |
| Win Days % | 38.35% | 50.15% |
| Win Month % | 56.76% | 48.72% |
| Win Week % | 46.27% | 45.61% |
| Win Quarter % | 53.85% | 46.15% |
| Win Year % | 100.0% | 50.0% |