| Metric | 12307805:solusd:triple_med_gx:zlema95_20 | 12307805:SOLUSD |
|---|---|---|
| Time in Market | 14.0% | 100.0% |
| Cumulative Return | 286.93% | -4.14% |
| Max Drawdown | -23.39% | -93.94% |
| Sharpe | 0.7 | 0.25 |
| Sortino | 1.29 | 0.37 |
| Payoff Ratio | 1.47 | 1.35 |
| Profit Factor | 1.38 | 1.04 |
| Common Sense Ratio | 1.95 | 1.06 |
| CPC Index | 0.93 | 0.71 |
| Tail Ratio | 1.41 | 1.02 |
| Outlier Win Ratio | 43.5 | 3.05 |
| Outlier Loss Ratio | 3.97 | 2.55 |
| Volatility (ann.) | 17.19% | 51.82% |
| R^2 | 0.11 | 0.11 |
| Calmar | 2.25 | -0.01 |
| Skew | 5.07 | 0.41 |
| Kurtosis | 95.26 | 10.6 |
| Expected Daily % | 0.03% | -0.0% |
| Expected Monthly % | 3.53% | -0.11% |
| Expected Yearly % | 40.25% | -1.05% |
| Kelly Criterion | 8.54% | 13.31% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.45% | -4.43% |
| Expected Shortfall (cVaR) | -1.45% | -4.43% |
| Year | 12307805:SOLUSD | 12307805:solusd:triple_med_gx:zlema95_20 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -93.34 | 43.40 | -0.46 | + |
| 2023 | 921.46 | 53.64 | 0.06 | - |
| 2024 | 85.41 | 48.51 | 0.57 | - |
| 2025 | -24.04 | 18.26 | -0.76 | + |
| Metric | 12307805:solusd:triple_med_gx:zlema95_20 | 12307805:SOLUSD |
|---|---|---|
| MTD | 1.32% | -3.15% |
| 3M | 10.28% | -20.48% |
| 6M | 23.59% | -4.03% |
| YTD | 18.26% | -24.04% |
| 1Y | 40.23% | -16.95% |
| 3Y (ann.) | 46.68% | 14.76% |
| 5Y (ann.) | 52.74% | -1.31% |
| Metric | 12307805:solusd:triple_med_gx:zlema95_20 | 12307805:SOLUSD |
|---|---|---|
| Max Drawdown | -23.39% | -93.94% |
| Longest DD Days | 282.0 | 788.0 |
| Avg. Drawdown | -5.01% | -19.08% |
| Avg. Drawdown Days | 23.0 | 82.0 |
| Recovery Factor | 12.27 | -0.04 |
| Ulcer Index | inf | 1.02 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-03-03 | 2025-03-24 | -23.39 | 21 |
| 2022-07-30 | 2022-11-23 | -22.17 | 116 |
| 2023-03-14 | 2023-12-22 | -22.15 | 282 |
| 2022-04-20 | 2022-06-19 | -18.19 | 60 |
| 2024-08-09 | 2024-11-08 | -13.37 | 91 |
| 2025-02-11 | 2025-03-02 | -12.24 | 19 |
| 2024-11-08 | 2025-01-17 | -10.26 | 69 |
| 2022-02-26 | 2022-03-17 | -8.34 | 19 |
| 2024-01-18 | 2024-01-29 | -7.94 | 11 |
| 2023-01-04 | 2023-03-13 | -7.16 | 68 |
| Metric | 12307805:solusd:triple_med_gx:zlema95_20 | 12307805:SOLUSD |
|---|---|---|
| Best Day | 19.54% | 30.09% |
| Worst Day | -9.01% | -26.94% |
| Best Week | 36.12% | 43.67% |
| Worst Week | -9.6% | -51.66% |
| Best Month | 36.12% | 140.02% |
| Worst Month | -12.28% | -56.44% |
| Best Year | 53.64% | 921.46% |
| Worst Year | 18.26% | -93.34% |
| Avg. Up Day | 1.94% | 2.07% |
| Avg. Down Day | -1.32% | -1.53% |
| Avg. Up Week | 8.83% | 15.71% |
| Avg. Down Week | -4.11% | -5.73% |
| Avg. Up Month | 11.95% | 40.44% |
| Avg. Down Month | -5.07% | -21.74% |
| Win Days % | 45.54% | 50.16% |
| Win Month % | 63.89% | 48.72% |
| Win Week % | 53.33% | 45.61% |
| Win Quarter % | 69.23% | 46.15% |
| Win Year % | 100.0% | 50.0% |