| Metric | 12307894:solusd:triple_med_gx:zlema75_20 | 12307894:SOLUSD |
|---|---|---|
| Time in Market | 12.0% | 100.0% |
| Cumulative Return | 214.02% | 16.1% |
| Max Drawdown | -28.74% | -93.9% |
| Sharpe | 0.59 | 0.27 |
| Sortino | 0.96 | 0.4 |
| Payoff Ratio | 1.29 | 1.22 |
| Profit Factor | 1.3 | 1.04 |
| Common Sense Ratio | 2.3 | 1.06 |
| CPC Index | 0.81 | 0.64 |
| Tail Ratio | 1.76 | 1.01 |
| Outlier Win Ratio | 46.46 | 3.03 |
| Outlier Loss Ratio | 3.38 | 2.67 |
| Volatility (ann.) | 16.04% | 50.8% |
| R^2 | 0.1 | 0.1 |
| Calmar | 1.35 | 0.05 |
| Skew | 2.5 | 0.43 |
| Kurtosis | 56.41 | 10.79 |
| Expected Daily % | 0.02% | 0.0% |
| Expected Monthly % | 2.7% | 0.35% |
| Expected Yearly % | 33.12% | 3.8% |
| Kelly Criterion | 7.64% | 9.19% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.36% | -4.34% |
| Expected Shortfall (cVaR) | -1.36% | -4.34% |
| Year | 12307894:SOLUSD | 12307894:solusd:triple_med_gx:zlema75_20 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -93.27 | 44.51 | -0.48 | + |
| 2023 | 921.46 | 50.05 | 0.05 | - |
| 2024 | 85.41 | 45.35 | 0.53 | - |
| 2025 | -8.87 | -0.37 | 0.04 | + |
| Metric | 12307894:solusd:triple_med_gx:zlema75_20 | 12307894:SOLUSD |
|---|---|---|
| MTD | 0.0% | 11.11% |
| 3M | -0.07% | 36.47% |
| 6M | -0.61% | -8.22% |
| YTD | -0.37% | -8.87% |
| 1Y | 16.81% | 7.09% |
| 3Y (ann.) | 39.59% | 63.14% |
| 5Y (ann.) | 38.69% | 4.36% |
| Metric | 12307894:solusd:triple_med_gx:zlema75_20 | 12307894:SOLUSD |
|---|---|---|
| Max Drawdown | -28.74% | -93.9% |
| Longest DD Days | 156.0 | 781.0 |
| Avg. Drawdown | -6.85% | -18.61% |
| Avg. Drawdown Days | 32.0 | 84.0 |
| Recovery Factor | 7.45 | 0.17 |
| Ulcer Index | inf | 1.02 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-02-15 | 2025-07-17 | -28.74 | 152 |
| 2023-08-13 | 2023-12-22 | -25.36 | 131 |
| 2022-02-01 | 2022-07-07 | -24.32 | 156 |
| 2022-07-30 | 2022-09-06 | -14.65 | 37 |
| 2022-09-06 | 2022-10-25 | -11.88 | 49 |
| 2023-03-14 | 2023-03-17 | -11.71 | 3 |
| 2023-03-18 | 2023-06-21 | -10.87 | 94 |
| 2024-04-23 | 2024-05-06 | -9.10 | 12 |
| 2024-01-30 | 2024-02-29 | -8.98 | 29 |
| 2022-10-25 | 2022-11-22 | -8.51 | 28 |
| Metric | 12307894:solusd:triple_med_gx:zlema75_20 | 12307894:SOLUSD |
|---|---|---|
| Best Day | 14.03% | 30.09% |
| Worst Day | -9.01% | -26.94% |
| Best Week | 21.07% | 43.67% |
| Worst Week | -16.57% | -51.66% |
| Best Month | 25.12% | 140.02% |
| Worst Month | -23.26% | -56.44% |
| Best Year | 50.05% | 921.46% |
| Worst Year | -0.37% | -93.27% |
| Avg. Up Day | 1.96% | 1.98% |
| Avg. Down Day | -1.53% | -1.62% |
| Avg. Up Week | 6.83% | 14.64% |
| Avg. Down Week | -5.65% | -5.69% |
| Avg. Up Month | 9.42% | 39.37% |
| Avg. Down Month | -6.89% | -22.48% |
| Win Days % | 48.01% | 50.03% |
| Win Month % | 64.1% | 51.16% |
| Win Week % | 60.56% | 46.77% |
| Win Quarter % | 78.57% | 53.33% |
| Win Year % | 75.0% | 50.0% |