| Metric | 12306799:solusd:triple_med_gx:zlema90_15 | 12306799:SOLUSD |
|---|---|---|
| Time in Market | 14.0% | 100.0% |
| Cumulative Return | 301.16% | 16.1% |
| Max Drawdown | -37.27% | -93.9% |
| Sharpe | 0.67 | 0.27 |
| Sortino | 1.09 | 0.4 |
| Payoff Ratio | 1.29 | 1.23 |
| Profit Factor | 1.32 | 1.04 |
| Common Sense Ratio | 2.87 | 1.06 |
| CPC Index | 0.82 | 0.64 |
| Tail Ratio | 2.18 | 1.01 |
| Outlier Win Ratio | 40.22 | 3.06 |
| Outlier Loss Ratio | 3.42 | 2.74 |
| Volatility (ann.) | 16.88% | 50.8% |
| R^2 | 0.11 | 0.11 |
| Calmar | 1.31 | 0.05 |
| Skew | 2.11 | 0.43 |
| Kurtosis | 43.43 | 10.79 |
| Expected Daily % | 0.03% | 0.0% |
| Expected Monthly % | 3.28% | 0.35% |
| Expected Yearly % | 41.52% | 3.8% |
| Kelly Criterion | 8.72% | 9.26% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.42% | -4.34% |
| Expected Shortfall (cVaR) | -1.42% | -4.34% |
| Year | 12306799:SOLUSD | 12306799:solusd:triple_med_gx:zlema90_15 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -93.27 | 40.96 | -0.44 | + |
| 2023 | 921.46 | 82.23 | 0.09 | - |
| 2024 | 85.41 | 45.86 | 0.54 | - |
| 2025 | -8.87 | 7.07 | -0.80 | + |
| Metric | 12306799:solusd:triple_med_gx:zlema90_15 | 12306799:SOLUSD |
|---|---|---|
| MTD | 0.0% | 11.11% |
| 3M | -4.3% | 36.47% |
| 6M | -0.84% | -8.22% |
| YTD | 7.07% | -8.87% |
| 1Y | 28.54% | 7.09% |
| 3Y (ann.) | 51.56% | 63.14% |
| 5Y (ann.) | 48.75% | 4.36% |
| Metric | 12306799:solusd:triple_med_gx:zlema90_15 | 12306799:SOLUSD |
|---|---|---|
| Max Drawdown | -37.27% | -93.9% |
| Longest DD Days | 265.0 | 781.0 |
| Avg. Drawdown | -6.83% | -18.61% |
| Avg. Drawdown Days | 36.0 | 84.0 |
| Recovery Factor | 8.08 | 0.17 |
| Ulcer Index | inf | 1.02 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-19 | 2025-07-17 | -37.27 | 178 |
| 2022-04-21 | 2022-11-23 | -26.81 | 215 |
| 2023-03-18 | 2023-12-08 | -23.15 | 265 |
| 2024-04-23 | 2024-08-23 | -13.40 | 121 |
| 2022-02-01 | 2022-02-28 | -12.72 | 26 |
| 2023-03-14 | 2023-03-17 | -11.71 | 3 |
| 2024-01-30 | 2024-02-29 | -11.30 | 29 |
| 2022-01-16 | 2022-02-01 | -9.97 | 15 |
| 2023-12-22 | 2024-01-29 | -7.63 | 38 |
| 2024-11-10 | 2025-01-02 | -7.08 | 52 |
| Metric | 12306799:solusd:triple_med_gx:zlema90_15 | 12306799:SOLUSD |
|---|---|---|
| Best Day | 14.03% | 30.09% |
| Worst Day | -9.01% | -26.94% |
| Best Week | 23.62% | 43.67% |
| Worst Week | -18.89% | -51.66% |
| Best Month | 44.14% | 140.02% |
| Worst Month | -28.07% | -56.44% |
| Best Year | 82.23% | 921.46% |
| Worst Year | 7.07% | -93.27% |
| Avg. Up Day | 1.97% | 1.98% |
| Avg. Down Day | -1.53% | -1.61% |
| Avg. Up Week | 8.54% | 14.66% |
| Avg. Down Week | -6.83% | -5.28% |
| Avg. Up Month | 15.13% | 39.47% |
| Avg. Down Month | -7.38% | -21.87% |
| Win Days % | 48.62% | 50.03% |
| Win Month % | 55.26% | 51.16% |
| Win Week % | 60.27% | 46.77% |
| Win Quarter % | 57.14% | 53.33% |
| Win Year % | 100.0% | 50.0% |