| Metric | 12306721:solusd:triple_med_gx:zlema100_15 | 12306721:SOLUSD |
|---|---|---|
| Time in Market | 11.0% | 100.0% |
| Cumulative Return | 179.49% | -1.93% |
| Max Drawdown | -18.68% | -93.9% |
| Sharpe | 0.64 | 0.26 |
| Sortino | 1.19 | 0.37 |
| Payoff Ratio | 1.5 | 1.42 |
| Profit Factor | 1.39 | 1.04 |
| Common Sense Ratio | 0.0 | 1.07 |
| CPC Index | 0.92 | 0.74 |
| Tail Ratio | 0.0 | 1.02 |
| Outlier Win Ratio | 56.98 | 2.9 |
| Outlier Loss Ratio | 4.34 | 2.49 |
| Volatility (ann.) | 14.16% | 51.83% |
| R^2 | 0.08 | 0.08 |
| Calmar | 2.03 | -0.01 |
| Skew | 6.96 | 0.41 |
| Kurtosis | 158.83 | 10.6 |
| Expected Daily % | 0.02% | -0.0% |
| Expected Monthly % | 2.67% | -0.05% |
| Expected Yearly % | 29.3% | -0.49% |
| Kelly Criterion | 7.12% | 14.97% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.19% | -4.43% |
| Expected Shortfall (cVaR) | -1.19% | -4.43% |
| Year | 12306721:SOLUSD | 12306721:solusd:triple_med_gx:zlema100_15 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -93.18 | 20.01 | -0.21 | + |
| 2023 | 921.46 | 31.71 | 0.03 | - |
| 2024 | 85.41 | 47.70 | 0.56 | - |
| 2025 | -24.04 | 19.71 | -0.82 | + |
| Metric | 12306721:solusd:triple_med_gx:zlema100_15 | 12306721:SOLUSD |
|---|---|---|
| MTD | 19.91% | -3.15% |
| 3M | 13.11% | -20.48% |
| 6M | 26.72% | -4.03% |
| YTD | 19.71% | -24.04% |
| 1Y | 36.52% | -16.95% |
| 3Y (ann.) | 31.29% | 14.76% |
| 5Y (ann.) | 37.99% | -0.61% |
| Metric | 12306721:solusd:triple_med_gx:zlema100_15 | 12306721:SOLUSD |
|---|---|---|
| Max Drawdown | -18.68% | -93.9% |
| Longest DD Days | 483.0 | 781.0 |
| Avg. Drawdown | -4.69% | -17.31% |
| Avg. Drawdown Days | 35.0 | 72.0 |
| Recovery Factor | 9.61 | -0.02 |
| Ulcer Index | inf | 1.02 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-08-13 | 2023-12-09 | -18.68 | 483 |
| 2022-04-20 | 2022-07-30 | -13.92 | 101 |
| 2025-02-11 | 2025-03-02 | -10.57 | 19 |
| 2022-07-30 | 2022-08-13 | -9.56 | 13 |
| 2024-03-14 | 2024-06-05 | -8.47 | 83 |
| 2025-03-06 | 2025-03-24 | -8.41 | 17 |
| 2023-12-15 | 2023-12-21 | -8.34 | 6 |
| 2024-01-18 | 2024-02-13 | -8.27 | 26 |
| 2024-11-08 | 2025-01-18 | -8.10 | 70 |
| 2022-01-30 | 2022-01-31 | -6.31 | 1 |
| Metric | 12306721:solusd:triple_med_gx:zlema100_15 | 12306721:SOLUSD |
|---|---|---|
| Best Day | 19.54% | 30.09% |
| Worst Day | -6.81% | -26.94% |
| Best Week | 23.88% | 43.67% |
| Worst Week | -7.29% | -51.66% |
| Best Month | 29.14% | 140.02% |
| Worst Month | -9.05% | -56.44% |
| Best Year | 47.7% | 921.46% |
| Worst Year | 19.71% | -93.18% |
| Avg. Up Day | 1.85% | 2.08% |
| Avg. Down Day | -1.23% | -1.47% |
| Avg. Up Week | 6.14% | 16.85% |
| Avg. Down Week | -3.05% | -4.61% |
| Avg. Up Month | 9.84% | 38.61% |
| Avg. Down Month | -4.13% | -24.29% |
| Win Days % | 44.23% | 50.15% |
| Win Month % | 56.76% | 48.72% |
| Win Week % | 49.28% | 45.61% |
| Win Quarter % | 69.23% | 46.15% |
| Win Year % | 100.0% | 50.0% |