| Metric | 12306772:solusd:triple_med_gx:zlema75_15 | 12306772:SOLUSD |
|---|---|---|
| Time in Market | 14.0% | 100.0% |
| Cumulative Return | 251.27% | 15.88% |
| Max Drawdown | -25.77% | -93.9% |
| Sharpe | 0.59 | 0.27 |
| Sortino | 0.99 | 0.4 |
| Payoff Ratio | 1.28 | 1.22 |
| Profit Factor | 1.3 | 1.04 |
| Common Sense Ratio | 2.71 | 1.06 |
| CPC Index | 0.79 | 0.64 |
| Tail Ratio | 2.09 | 1.01 |
| Outlier Win Ratio | 40.92 | 3.05 |
| Outlier Loss Ratio | 3.4 | 2.74 |
| Volatility (ann.) | 17.91% | 50.79% |
| R^2 | 0.12 | 0.12 |
| Calmar | 1.68 | 0.05 |
| Skew | 3.83 | 0.43 |
| Kurtosis | 79.42 | 10.79 |
| Expected Daily % | 0.02% | 0.0% |
| Expected Monthly % | 2.96% | 0.34% |
| Expected Yearly % | 36.9% | 3.75% |
| Kelly Criterion | 7.01% | 8.96% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.51% | -4.33% |
| Expected Shortfall (cVaR) | -1.51% | -4.33% |
| Year | 12306772:SOLUSD | 12306772:solusd:triple_med_gx:zlema75_15 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -93.29 | 3.36 | -0.04 | + |
| 2023 | 921.46 | 78.66 | 0.09 | - |
| 2024 | 85.41 | 36.01 | 0.42 | - |
| 2025 | -8.87 | 39.86 | -4.50 | + |
| Metric | 12306772:solusd:triple_med_gx:zlema75_15 | 12306772:SOLUSD |
|---|---|---|
| MTD | 0.0% | 11.11% |
| 3M | -2.6% | 36.47% |
| 6M | 39.86% | -8.22% |
| YTD | 39.86% | -8.87% |
| 1Y | 58.46% | 7.09% |
| 3Y (ann.) | 50.63% | 63.14% |
| 5Y (ann.) | 43.16% | 4.3% |
| Metric | 12306772:solusd:triple_med_gx:zlema75_15 | 12306772:SOLUSD |
|---|---|---|
| Max Drawdown | -25.77% | -93.9% |
| Longest DD Days | 155.0 | 781.0 |
| Avg. Drawdown | -8.98% | -17.52% |
| Avg. Drawdown Days | 37.0 | 79.0 |
| Recovery Factor | 9.75 | 0.17 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-03-17 | 2022-07-30 | -25.77 | 134 |
| 2025-03-03 | 2025-05-23 | -23.39 | 81 |
| 2022-07-30 | 2023-01-02 | -19.96 | 155 |
| 2023-08-09 | 2023-12-21 | -19.01 | 134 |
| 2022-02-01 | 2022-03-17 | -18.95 | 43 |
| 2025-06-11 | 2025-07-17 | -16.28 | 36 |
| 2022-01-16 | 2022-02-01 | -14.13 | 15 |
| 2024-06-28 | 2024-10-14 | -13.65 | 108 |
| 2023-03-14 | 2023-03-17 | -11.71 | 3 |
| 2024-04-23 | 2024-05-06 | -11.01 | 12 |
| Metric | 12306772:solusd:triple_med_gx:zlema75_15 | 12306772:SOLUSD |
|---|---|---|
| Best Day | 19.54% | 30.09% |
| Worst Day | -9.01% | -26.94% |
| Best Week | 29.03% | 43.67% |
| Worst Week | -11.44% | -51.66% |
| Best Month | 29.03% | 140.02% |
| Worst Month | -11.29% | -56.44% |
| Best Year | 78.66% | 921.46% |
| Worst Year | 3.36% | -93.29% |
| Avg. Up Day | 2.02% | 2.03% |
| Avg. Down Day | -1.57% | -1.67% |
| Avg. Up Week | 7.96% | 14.95% |
| Avg. Down Week | -4.56% | -6.04% |
| Avg. Up Month | 11.51% | 40.05% |
| Avg. Down Month | -6.06% | -24.32% |
| Win Days % | 47.76% | 50.02% |
| Win Month % | 58.97% | 51.16% |
| Win Week % | 53.25% | 46.77% |
| Win Quarter % | 78.57% | 53.33% |
| Win Year % | 100.0% | 50.0% |