| Metric | 12306819:solusd:triple_med_gx:zlema95_15 | 12306819:SOLUSD |
|---|---|---|
| Time in Market | 15.0% | 100.0% |
| Cumulative Return | 214.59% | 16.28% |
| Max Drawdown | -43.2% | -93.83% |
| Sharpe | 0.57 | 0.27 |
| Sortino | 0.89 | 0.4 |
| Payoff Ratio | 1.23 | 1.2 |
| Profit Factor | 1.26 | 1.04 |
| Common Sense Ratio | 2.64 | 1.06 |
| CPC Index | 0.75 | 0.62 |
| Tail Ratio | 2.1 | 1.01 |
| Outlier Win Ratio | 39.54 | 3.03 |
| Outlier Loss Ratio | 3.39 | 2.74 |
| Volatility (ann.) | 16.96% | 50.81% |
| R^2 | 0.11 | 0.11 |
| Calmar | 0.9 | 0.05 |
| Skew | 1.69 | 0.43 |
| Kurtosis | 43.59 | 10.78 |
| Expected Daily % | 0.02% | 0.0% |
| Expected Monthly % | 2.7% | 0.35% |
| Expected Yearly % | 33.18% | 3.84% |
| Kelly Criterion | 6.82% | 8.27% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.43% | -4.34% |
| Expected Shortfall (cVaR) | -1.43% | -4.34% |
| Year | 12306819:SOLUSD | 12306819:solusd:triple_med_gx:zlema95_15 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -93.26 | 42.90 | -0.46 | + |
| 2023 | 921.46 | 61.73 | 0.07 | - |
| 2024 | 85.41 | 43.41 | 0.51 | - |
| 2025 | -8.87 | -5.08 | 0.57 | + |
| Metric | 12306819:solusd:triple_med_gx:zlema95_15 | 12306819:SOLUSD |
|---|---|---|
| MTD | -4.03% | 11.11% |
| 3M | -10.67% | 36.47% |
| 6M | -13.71% | -8.22% |
| YTD | -5.08% | -8.87% |
| 1Y | 19.75% | 7.09% |
| 3Y (ann.) | 46.45% | 63.14% |
| 5Y (ann.) | 38.76% | 4.4% |
| Metric | 12306819:solusd:triple_med_gx:zlema95_15 | 12306819:SOLUSD |
|---|---|---|
| Max Drawdown | -43.2% | -93.83% |
| Longest DD Days | 243.0 | 781.0 |
| Avg. Drawdown | -6.39% | -18.6% |
| Avg. Drawdown Days | 33.0 | 84.0 |
| Recovery Factor | 4.97 | 0.17 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-19 | 2025-07-17 | -43.20 | 178 |
| 2022-04-21 | 2022-11-23 | -31.06 | 215 |
| 2023-02-20 | 2023-10-21 | -20.53 | 243 |
| 2024-03-01 | 2024-08-24 | -20.19 | 176 |
| 2022-02-01 | 2022-02-04 | -12.72 | 3 |
| 2024-01-30 | 2024-02-28 | -11.30 | 29 |
| 2023-02-16 | 2023-02-19 | -6.32 | 2 |
| 2023-12-04 | 2023-12-08 | -6.20 | 3 |
| 2022-03-17 | 2022-03-18 | -5.35 | 0 |
| 2024-11-08 | 2025-01-02 | -4.65 | 54 |
| Metric | 12306819:solusd:triple_med_gx:zlema95_15 | 12306819:SOLUSD |
|---|---|---|
| Best Day | 14.03% | 30.09% |
| Worst Day | -9.01% | -26.94% |
| Best Week | 31.2% | 43.67% |
| Worst Week | -18.89% | -51.66% |
| Best Month | 36.28% | 140.02% |
| Worst Month | -28.5% | -56.44% |
| Best Year | 61.73% | 921.46% |
| Worst Year | -5.08% | -93.26% |
| Avg. Up Day | 1.89% | 1.9% |
| Avg. Down Day | -1.54% | -1.59% |
| Avg. Up Week | 8.43% | 15.28% |
| Avg. Down Week | -5.34% | -5.64% |
| Avg. Up Month | 12.01% | 35.69% |
| Avg. Down Month | -7.68% | -22.44% |
| Win Days % | 48.68% | 50.03% |
| Win Month % | 56.41% | 51.16% |
| Win Week % | 56.94% | 46.77% |
| Win Quarter % | 53.33% | 53.33% |
| Win Year % | 75.0% | 50.0% |