| Metric | 12307805:solusd:triple_med_gx:zlema95_20 | 12307805:SOLUSD |
|---|---|---|
| Time in Market | 17.0% | 100.0% |
| Cumulative Return | 438.05% | -4.14% |
| Max Drawdown | -25.99% | -93.94% |
| Sharpe | 0.79 | 0.25 |
| Sortino | 1.41 | 0.37 |
| Payoff Ratio | 1.38 | 1.29 |
| Profit Factor | 1.38 | 1.04 |
| Common Sense Ratio | 2.02 | 1.06 |
| CPC Index | 0.9 | 0.67 |
| Tail Ratio | 1.47 | 1.02 |
| Outlier Win Ratio | 36.14 | 3.19 |
| Outlier Loss Ratio | 3.93 | 2.72 |
| Volatility (ann.) | 19.04% | 51.82% |
| R^2 | 0.14 | 0.14 |
| Calmar | 2.67 | -0.01 |
| Skew | 4.12 | 0.41 |
| Kurtosis | 70.53 | 10.6 |
| Expected Daily % | 0.04% | -0.0% |
| Expected Monthly % | 4.41% | -0.11% |
| Expected Yearly % | 52.3% | -1.05% |
| Kelly Criterion | 9.44% | 11.53% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.6% | -4.43% |
| Expected Shortfall (cVaR) | -1.6% | -4.43% |
| Year | 12307805:SOLUSD | 12307805:solusd:triple_med_gx:zlema95_20 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -93.34 | 29.46 | -0.32 | + |
| 2023 | 921.46 | 87.66 | 0.10 | - |
| 2024 | 85.41 | 56.08 | 0.66 | - |
| 2025 | -24.04 | 41.90 | -1.74 | + |
| Metric | 12307805:solusd:triple_med_gx:zlema95_20 | 12307805:SOLUSD |
|---|---|---|
| MTD | 3.93% | -3.15% |
| 3M | 29.36% | -20.48% |
| 6M | 44.98% | -4.03% |
| YTD | 41.9% | -24.04% |
| 1Y | 85.46% | -16.95% |
| 3Y (ann.) | 63.83% | 14.76% |
| 5Y (ann.) | 69.35% | -1.31% |
| Metric | 12307805:solusd:triple_med_gx:zlema95_20 | 12307805:SOLUSD |
|---|---|---|
| Max Drawdown | -25.99% | -93.94% |
| Longest DD Days | 263.0 | 788.0 |
| Avg. Drawdown | -5.81% | -19.08% |
| Avg. Drawdown Days | 26.0 | 82.0 |
| Recovery Factor | 16.86 | -0.04 |
| Ulcer Index | inf | 1.02 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-07-30 | 2023-01-02 | -25.99 | 155 |
| 2025-03-03 | 2025-03-24 | -23.39 | 21 |
| 2022-04-20 | 2022-07-07 | -20.42 | 78 |
| 2023-03-14 | 2023-12-02 | -18.78 | 263 |
| 2022-01-16 | 2022-02-01 | -12.00 | 15 |
| 2024-08-09 | 2024-10-14 | -10.35 | 66 |
| 2024-11-08 | 2025-01-18 | -10.26 | 70 |
| 2022-02-01 | 2022-02-28 | -9.81 | 26 |
| 2024-01-30 | 2024-02-28 | -8.11 | 29 |
| 2024-01-18 | 2024-01-29 | -7.94 | 11 |
| 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 | -11.67% | -51.66% |
| Best Month | 43.91% | 140.02% |
| Worst Month | -8.97% | -56.44% |
| Best Year | 87.66% | 921.46% |
| Worst Year | 29.46% | -93.34% |
| Avg. Up Day | 1.93% | 2.04% |
| Avg. Down Day | -1.4% | -1.58% |
| Avg. Up Week | 8.61% | 14.96% |
| Avg. Down Week | -3.93% | -6.42% |
| Avg. Up Month | 13.82% | 40.44% |
| Avg. Down Month | -5.04% | -24.24% |
| Win Days % | 47.45% | 50.16% |
| Win Month % | 63.89% | 48.72% |
| Win Week % | 56.41% | 45.61% |
| Win Quarter % | 76.92% | 46.15% |
| Win Year % | 100.0% | 50.0% |