| Metric | 12307805:solusd:triple_med_gx:zlema95_20 | 12307805:SOLUSD |
|---|---|---|
| Time in Market | 11.0% | 100.0% |
| Cumulative Return | 162.33% | -4.14% |
| Max Drawdown | -23.23% | -93.94% |
| Sharpe | 0.58 | 0.25 |
| Sortino | 1.13 | 0.37 |
| Payoff Ratio | 1.6 | 1.42 |
| Profit Factor | 1.39 | 1.04 |
| Common Sense Ratio | 0.0 | 1.06 |
| CPC Index | 0.95 | 0.74 |
| Tail Ratio | 0.0 | 1.02 |
| Outlier Win Ratio | 59.57 | 2.89 |
| Outlier Loss Ratio | 4.29 | 2.45 |
| Volatility (ann.) | 14.71% | 51.82% |
| R^2 | 0.08 | 0.08 |
| Calmar | 1.52 | -0.01 |
| Skew | 7.31 | 0.41 |
| Kurtosis | 158.16 | 10.6 |
| Expected Daily % | 0.02% | -0.0% |
| Expected Monthly % | 2.5% | -0.11% |
| Expected Yearly % | 27.27% | -1.05% |
| Kelly Criterion | 7.38% | 15.07% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.24% | -4.43% |
| Expected Shortfall (cVaR) | -1.24% | -4.43% |
| Year | 12307805:SOLUSD | 12307805:solusd:triple_med_gx:zlema95_20 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -93.34 | 31.61 | -0.34 | + |
| 2023 | 921.46 | 57.57 | 0.06 | - |
| 2024 | 85.41 | 32.94 | 0.39 | - |
| 2025 | -24.04 | -4.85 | 0.20 | + |
| Metric | 12307805:solusd:triple_med_gx:zlema95_20 | 12307805:SOLUSD |
|---|---|---|
| MTD | -4.58% | -3.15% |
| 3M | -9.36% | -20.48% |
| 6M | -1.29% | -4.03% |
| YTD | -4.85% | -24.04% |
| 1Y | 12.2% | -16.95% |
| 3Y (ann.) | 34.72% | 14.76% |
| 5Y (ann.) | 35.24% | -1.31% |
| Metric | 12307805:solusd:triple_med_gx:zlema95_20 | 12307805:SOLUSD |
|---|---|---|
| Max Drawdown | -23.23% | -93.94% |
| Longest DD Days | 168.0 | 788.0 |
| Avg. Drawdown | -4.54% | -19.08% |
| Avg. Drawdown Days | 26.0 | 82.0 |
| Recovery Factor | 6.99 | -0.04 |
| Ulcer Index | inf | 1.02 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-03-03 | 2025-03-24 | -23.23 | 21 |
| 2022-04-20 | 2022-07-30 | -16.91 | 101 |
| 2022-07-30 | 2022-11-23 | -16.69 | 115 |
| 2023-08-30 | 2023-12-21 | -13.22 | 113 |
| 2025-02-11 | 2025-03-02 | -10.70 | 19 |
| 2024-01-18 | 2024-02-28 | -7.94 | 41 |
| 2024-11-08 | 2025-01-16 | -7.55 | 68 |
| 2023-03-14 | 2023-08-29 | -7.16 | 168 |
| 2022-02-26 | 2022-03-17 | -7.11 | 19 |
| 2023-02-16 | 2023-03-13 | -6.37 | 25 |
| Metric | 12307805:solusd:triple_med_gx:zlema95_20 | 12307805:SOLUSD |
|---|---|---|
| Best Day | 19.54% | 30.09% |
| Worst Day | -9.18% | -26.94% |
| Best Week | 28.64% | 43.67% |
| Worst Week | -8.83% | -51.66% |
| Best Month | 29.75% | 140.02% |
| Worst Month | -9.58% | -56.44% |
| Best Year | 57.57% | 921.46% |
| Worst Year | -4.85% | -93.34% |
| Avg. Up Day | 1.93% | 2.11% |
| Avg. Down Day | -1.21% | -1.49% |
| Avg. Up Week | 7.8% | 16.45% |
| Avg. Down Week | -2.98% | -5.85% |
| Avg. Up Month | 9.35% | 37.95% |
| Avg. Down Month | -4.14% | -18.25% |
| Win Days % | 43.04% | 50.16% |
| Win Month % | 58.33% | 48.72% |
| Win Week % | 48.61% | 45.61% |
| Win Quarter % | 69.23% | 46.15% |
| Win Year % | 75.0% | 50.0% |