| Metric | 12307805:solusd:triple_med_gx:zlema95_20 | 12307805:SOLUSD |
|---|---|---|
| Time in Market | 18.0% | 100.0% |
| Cumulative Return | 195.06% | -7.63% |
| Max Drawdown | -21.26% | -93.76% |
| Sharpe | 1.12 | 0.51 |
| Sortino | 2.21 | 0.77 |
| Payoff Ratio | 1.68 | 1.46 |
| Profit Factor | 1.62 | 1.08 |
| Common Sense Ratio | 1.72 | 1.33 |
| CPC Index | 1.24 | 0.76 |
| Tail Ratio | 1.06 | 1.23 |
| Outlier Win Ratio | 39.88 | 3.04 |
| Outlier Loss Ratio | 4.45 | 2.3 |
| Volatility (ann.) | 35.62% | 106.81% |
| R^2 | 0.12 | 0.12 |
| Calmar | 1.9 | -0.03 |
| Skew | 3.69 | 0.46 |
| Kurtosis | 48.77 | 6.73 |
| Expected Daily % | 0.09% | -0.01% |
| Expected Monthly % | 2.81% | -0.2% |
| Expected Yearly % | 31.06% | -1.96% |
| Kelly Criterion | 13.11% | 13.09% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.96% | -9.05% |
| Expected Shortfall (cVaR) | -2.96% | -9.05% |
| Year | 12307805:SOLUSD | 12307805:solusd:triple_med_gx:zlema95_20 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -93.50 | 23.45 | -0.25 | + |
| 2023 | 940.49 | 71.67 | 0.08 | - |
| 2024 | 85.92 | 37.52 | 0.44 | - |
| 2025 | -26.58 | 1.24 | -0.05 | + |
| Metric | 12307805:solusd:triple_med_gx:zlema95_20 | 12307805:SOLUSD |
|---|---|---|
| MTD | -6.71% | 8.0% |
| 3M | -8.24% | -30.61% |
| 6M | 2.83% | -5.31% |
| YTD | 1.24% | -26.58% |
| 1Y | 25.01% | -19.94% |
| 3Y (ann.) | 37.93% | 14.99% |
| 5Y (ann.) | 40.31% | -2.45% |
| Metric | 12307805:solusd:triple_med_gx:zlema95_20 | 12307805:SOLUSD |
|---|---|---|
| Max Drawdown | -21.26% | -93.76% |
| Longest DD Days | 251.0 | 788.0 |
| Avg. Drawdown | -6.21% | -23.86% |
| Avg. Drawdown Days | 45.0 | 115.0 |
| Recovery Factor | 9.17 | -0.08 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-03-04 | 2025-03-24 | -21.26 | 20 |
| 2022-03-18 | 2022-11-24 | -17.01 | 251 |
| 2025-02-12 | 2025-03-03 | -10.59 | 19 |
| 2024-12-26 | 2025-01-18 | -9.37 | 23 |
| 2023-03-16 | 2023-08-30 | -9.14 | 167 |
| 2023-08-31 | 2023-12-08 | -8.00 | 99 |
| 2024-01-18 | 2024-02-29 | -6.69 | 42 |
| 2022-01-31 | 2022-02-01 | -5.93 | 1 |
| 2024-08-09 | 2024-10-15 | -5.49 | 67 |
| 2022-02-27 | 2022-03-17 | -5.09 | 18 |
| Metric | 12307805:solusd:triple_med_gx:zlema95_20 | 12307805:SOLUSD |
|---|---|---|
| Best Day | 18.28% | 41.46% |
| Worst Day | -18.74% | -36.82% |
| Best Week | 37.03% | 42.44% |
| Worst Week | -9.22% | -46.51% |
| Best Month | 37.03% | 147.89% |
| Worst Month | -9.53% | -59.31% |
| Best Year | 71.67% | 940.49% |
| Worst Year | 1.24% | -93.5% |
| Avg. Up Day | 3.92% | 5.2% |
| Avg. Down Day | -2.33% | -3.57% |
| Avg. Up Week | 6.93% | 14.26% |
| Avg. Down Week | -3.2% | -6.65% |
| Avg. Up Month | 9.06% | 43.67% |
| Avg. Down Month | -4.31% | -22.31% |
| Win Days % | 45.54% | 48.45% |
| Win Month % | 61.11% | 46.15% |
| Win Week % | 52.7% | 52.94% |
| Win Quarter % | 69.23% | 53.85% |
| Win Year % | 100.0% | 50.0% |