| Metric | 12307712:solusd:triple_med_gx:zlema50_20 | 12307712:SOLUSD |
|---|---|---|
| Time in Market | 12.0% | 100.0% |
| Cumulative Return | 91.38% | 22.39% |
| Max Drawdown | -31.47% | -93.98% |
| Sharpe | 0.37 | 0.28 |
| Sortino | 0.62 | 0.41 |
| Payoff Ratio | 1.38 | 1.24 |
| Profit Factor | 1.19 | 1.04 |
| Common Sense Ratio | 0.07 | 1.06 |
| CPC Index | 0.7 | 0.65 |
| Tail Ratio | 0.06 | 1.02 |
| Outlier Win Ratio | 49.66 | 2.92 |
| Outlier Loss Ratio | 3.87 | 2.7 |
| Volatility (ann.) | 15.98% | 50.77% |
| R^2 | 0.1 | 0.1 |
| Calmar | 0.64 | 0.06 |
| Skew | 4.67 | 0.43 |
| Kurtosis | 104.94 | 10.76 |
| Expected Daily % | 0.01% | 0.0% |
| Expected Monthly % | 1.52% | 0.47% |
| Expected Yearly % | 17.62% | 5.18% |
| Kelly Criterion | 0.92% | 9.7% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.36% | -4.33% |
| Expected Shortfall (cVaR) | -1.36% | -4.33% |
| Year | 12307712:SOLUSD | 12307712:solusd:triple_med_gx:zlema50_20 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -92.91 | -23.65 | 0.25 | + |
| 2023 | 921.46 | 127.39 | 0.14 | - |
| 2024 | 85.41 | -4.93 | -0.06 | - |
| 2025 | -8.87 | 15.95 | -1.80 | + |
| Metric | 12307712:solusd:triple_med_gx:zlema50_20 | 12307712:SOLUSD |
|---|---|---|
| MTD | 5.72% | 11.11% |
| 3M | 5.62% | 36.47% |
| 6M | 15.95% | -8.22% |
| YTD | 15.95% | -8.87% |
| 1Y | 15.2% | 7.09% |
| 3Y (ann.) | 23.5% | 63.14% |
| 5Y (ann.) | 20.26% | 5.91% |
| Metric | 12307712:solusd:triple_med_gx:zlema50_20 | 12307712:SOLUSD |
|---|---|---|
| Max Drawdown | -31.47% | -93.98% |
| Longest DD Days | 408.0 | 789.0 |
| Avg. Drawdown | -6.09% | -18.75% |
| Avg. Drawdown Days | 46.0 | 85.0 |
| Recovery Factor | 2.9 | 0.24 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-02-16 | 2023-03-31 | -31.47 | 408 |
| 2024-06-05 | 2025-03-15 | -22.55 | 282 |
| 2024-01-11 | 2024-06-05 | -19.39 | 146 |
| 2025-04-06 | 2025-05-09 | -15.56 | 33 |
| 2023-08-25 | 2023-10-31 | -9.87 | 67 |
| 2025-05-23 | 2025-07-17 | -8.88 | 54 |
| 2022-01-10 | 2022-01-12 | -7.20 | 2 |
| 2023-05-07 | 2023-06-16 | -6.31 | 39 |
| 2023-12-03 | 2024-01-10 | -4.61 | 38 |
| 2022-01-28 | 2022-01-29 | -4.60 | 0 |
| Metric | 12307712:solusd:triple_med_gx:zlema50_20 | 12307712:SOLUSD |
|---|---|---|
| Best Day | 19.54% | 30.09% |
| Worst Day | -8.18% | -26.94% |
| Best Week | 20.89% | 43.67% |
| Worst Week | -18.59% | -51.66% |
| Best Month | 30.93% | 140.02% |
| Worst Month | -17.7% | -56.44% |
| Best Year | 127.39% | 921.46% |
| Worst Year | -23.65% | -92.91% |
| Avg. Up Day | 1.98% | 2.02% |
| Avg. Down Day | -1.44% | -1.63% |
| Avg. Up Week | 4.79% | 14.86% |
| Avg. Down Week | -4.21% | -9.15% |
| Avg. Up Month | 7.34% | 40.67% |
| Avg. Down Month | -9.38% | -20.51% |
| Win Days % | 42.57% | 50.07% |
| Win Month % | 61.9% | 51.16% |
| Win Week % | 56.19% | 47.06% |
| Win Quarter % | 53.33% | 53.33% |
| Win Year % | 50.0% | 50.0% |