| Metric | 12306818:solusd:triple_med_gx:zlema85_15 | 12306818:SOLUSD |
|---|---|---|
| Time in Market | 14.0% | 100.0% |
| Cumulative Return | 330.0% | 16.28% |
| Max Drawdown | -31.09% | -93.83% |
| Sharpe | 0.71 | 0.27 |
| Sortino | 1.17 | 0.4 |
| Payoff Ratio | 1.29 | 1.25 |
| Profit Factor | 1.35 | 1.04 |
| Common Sense Ratio | 3.56 | 1.06 |
| CPC Index | 0.85 | 0.65 |
| Tail Ratio | 2.65 | 1.01 |
| Outlier Win Ratio | 41.17 | 3.05 |
| Outlier Loss Ratio | 3.46 | 2.73 |
| Volatility (ann.) | 16.62% | 50.81% |
| R^2 | 0.11 | 0.11 |
| Calmar | 1.66 | 0.05 |
| Skew | 2.29 | 0.43 |
| Kurtosis | 46.42 | 10.78 |
| Expected Daily % | 0.03% | 0.0% |
| Expected Monthly % | 3.45% | 0.35% |
| Expected Yearly % | 44.0% | 3.84% |
| Kelly Criterion | 9.32% | 10.1% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.4% | -4.34% |
| Expected Shortfall (cVaR) | -1.4% | -4.34% |
| Year | 12306818:SOLUSD | 12306818:solusd:triple_med_gx:zlema85_15 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -93.26 | 55.74 | -0.60 | + |
| 2023 | 921.46 | 60.48 | 0.07 | - |
| 2024 | 85.41 | 47.96 | 0.56 | - |
| 2025 | -8.87 | 16.28 | -1.84 | + |
| Metric | 12306818:solusd:triple_med_gx:zlema85_15 | 12306818:SOLUSD |
|---|---|---|
| MTD | 0.0% | 11.11% |
| 3M | -8.63% | 36.47% |
| 6M | 5.58% | -8.22% |
| YTD | 16.28% | -8.87% |
| 1Y | 43.76% | 7.09% |
| 3Y (ann.) | 60.31% | 63.14% |
| 5Y (ann.) | 51.73% | 4.4% |
| Metric | 12306818:solusd:triple_med_gx:zlema85_15 | 12306818:SOLUSD |
|---|---|---|
| Max Drawdown | -31.09% | -93.83% |
| Longest DD Days | 278.0 | 781.0 |
| Avg. Drawdown | -6.4% | -18.6% |
| Avg. Drawdown Days | 37.0 | 84.0 |
| Recovery Factor | 10.62 | 0.17 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-02-15 | 2025-07-17 | -31.09 | 152 |
| 2023-03-18 | 2023-12-21 | -25.35 | 278 |
| 2022-04-21 | 2022-10-25 | -22.05 | 187 |
| 2024-03-01 | 2024-08-23 | -14.77 | 175 |
| 2022-02-01 | 2022-02-28 | -12.72 | 27 |
| 2023-02-20 | 2023-03-18 | -12.03 | 25 |
| 2024-01-30 | 2024-02-29 | -11.30 | 29 |
| 2023-02-16 | 2023-02-19 | -6.32 | 2 |
| 2022-03-17 | 2022-03-18 | -5.35 | 0 |
| 2024-08-24 | 2024-10-14 | -4.25 | 50 |
| Metric | 12306818:solusd:triple_med_gx:zlema85_15 | 12306818:SOLUSD |
|---|---|---|
| Best Day | 14.03% | 30.09% |
| Worst Day | -9.01% | -26.94% |
| Best Week | 29.94% | 43.67% |
| Worst Week | -18.89% | -51.66% |
| Best Month | 54.52% | 140.02% |
| Worst Month | -24.47% | -56.44% |
| Best Year | 60.48% | 921.46% |
| Worst Year | 16.28% | -93.26% |
| Avg. Up Day | 1.96% | 1.97% |
| Avg. Down Day | -1.52% | -1.57% |
| Avg. Up Week | 9.05% | 14.95% |
| Avg. Down Week | -4.92% | -4.03% |
| Avg. Up Month | 12.61% | 36.48% |
| Avg. Down Month | -7.39% | -23.41% |
| Win Days % | 48.96% | 50.03% |
| Win Month % | 63.16% | 51.16% |
| Win Week % | 56.34% | 46.77% |
| Win Quarter % | 71.43% | 53.33% |
| Win Year % | 100.0% | 50.0% |