| Metric | 12306721:solusd:triple_med_gx:zlema100_15 | 12306721:SOLUSD |
|---|---|---|
| Time in Market | 12.0% | 100.0% |
| Cumulative Return | 157.41% | -1.93% |
| Max Drawdown | -19.4% | -93.9% |
| Sharpe | 0.58 | 0.26 |
| Sortino | 1.06 | 0.37 |
| Payoff Ratio | 1.46 | 1.39 |
| Profit Factor | 1.33 | 1.04 |
| Common Sense Ratio | 0.33 | 1.07 |
| CPC Index | 0.85 | 0.72 |
| Tail Ratio | 0.25 | 1.02 |
| Outlier Win Ratio | 53.8 | 2.91 |
| Outlier Loss Ratio | 4.28 | 2.54 |
| Volatility (ann.) | 14.58% | 51.83% |
| R^2 | 0.08 | 0.08 |
| Calmar | 1.78 | -0.01 |
| Skew | 6.48 | 0.41 |
| Kurtosis | 142.52 | 10.6 |
| Expected Daily % | 0.02% | -0.0% |
| Expected Monthly % | 2.45% | -0.05% |
| Expected Yearly % | 26.67% | -0.49% |
| Kelly Criterion | 5.63% | 14.24% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.23% | -4.43% |
| Expected Shortfall (cVaR) | -1.23% | -4.43% |
| Year | 12306721:SOLUSD | 12306721:solusd:triple_med_gx:zlema100_15 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -93.18 | 21.45 | -0.23 | + |
| 2023 | 921.46 | 23.58 | 0.03 | - |
| 2024 | 85.41 | 36.15 | 0.42 | - |
| 2025 | -24.04 | 25.98 | -1.08 | + |
| Metric | 12306721:solusd:triple_med_gx:zlema100_15 | 12306721:SOLUSD |
|---|---|---|
| MTD | 19.47% | -3.15% |
| 3M | 14.07% | -20.48% |
| 6M | 29.87% | -4.03% |
| YTD | 25.98% | -24.04% |
| 1Y | 33.85% | -16.95% |
| 3Y (ann.) | 25.47% | 14.76% |
| 5Y (ann.) | 34.48% | -0.61% |
| Metric | 12306721:solusd:triple_med_gx:zlema100_15 | 12306721:SOLUSD |
|---|---|---|
| Max Drawdown | -19.4% | -93.9% |
| Longest DD Days | 495.0 | 781.0 |
| Avg. Drawdown | -5.6% | -17.31% |
| Avg. Drawdown Days | 44.0 | 72.0 |
| Recovery Factor | 8.12 | -0.02 |
| Ulcer Index | inf | 1.02 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-08-13 | 2023-12-21 | -19.40 | 495 |
| 2022-04-20 | 2022-07-30 | -15.79 | 101 |
| 2024-11-08 | 2025-01-18 | -11.28 | 70 |
| 2025-02-11 | 2025-03-02 | -10.57 | 19 |
| 2023-12-22 | 2024-02-27 | -10.34 | 67 |
| 2022-07-30 | 2022-08-13 | -10.29 | 13 |
| 2024-06-05 | 2024-07-15 | -9.10 | 40 |
| 2025-03-06 | 2025-03-24 | -8.74 | 17 |
| 2024-03-14 | 2024-05-04 | -8.47 | 50 |
| 2024-07-16 | 2024-10-14 | -7.46 | 90 |
| Metric | 12306721:solusd:triple_med_gx:zlema100_15 | 12306721:SOLUSD |
|---|---|---|
| Best Day | 19.54% | 30.09% |
| Worst Day | -6.64% | -26.94% |
| Best Week | 23.44% | 43.67% |
| Worst Week | -8.59% | -51.66% |
| Best Month | 23.0% | 140.02% |
| Worst Month | -9.45% | -56.44% |
| Best Year | 36.15% | 921.46% |
| Worst Year | 21.45% | -93.18% |
| Avg. Up Day | 1.84% | 2.06% |
| Avg. Down Day | -1.27% | -1.48% |
| Avg. Up Week | 6.17% | 16.67% |
| Avg. Down Week | -3.65% | -4.61% |
| Avg. Up Month | 9.87% | 38.61% |
| Avg. Down Month | -5.44% | -25.64% |
| Win Days % | 44.04% | 50.15% |
| Win Month % | 59.46% | 48.72% |
| Win Week % | 50.7% | 45.61% |
| Win Quarter % | 69.23% | 46.15% |
| Win Year % | 100.0% | 50.0% |