| Metric | 12307917:solusd:triple_med_gx:zlema80_20 | 12307917:SOLUSD |
|---|---|---|
| Time in Market | 12.0% | 100.0% |
| Cumulative Return | 162.48% | 16.28% |
| Max Drawdown | -30.55% | -93.83% |
| Sharpe | 0.53 | 0.27 |
| Sortino | 0.82 | 0.4 |
| Payoff Ratio | 1.21 | 1.18 |
| Profit Factor | 1.26 | 1.04 |
| Common Sense Ratio | 2.41 | 1.06 |
| CPC Index | 0.74 | 0.61 |
| Tail Ratio | 1.91 | 1.01 |
| Outlier Win Ratio | 47.76 | 3.0 |
| Outlier Loss Ratio | 3.37 | 2.68 |
| Volatility (ann.) | 15.26% | 50.81% |
| R^2 | 0.09 | 0.09 |
| Calmar | 1.04 | 0.05 |
| Skew | 1.3 | 0.43 |
| Kurtosis | 41.85 | 10.78 |
| Expected Daily % | 0.02% | 0.0% |
| Expected Monthly % | 2.27% | 0.35% |
| Expected Yearly % | 27.28% | 3.84% |
| Kelly Criterion | 6.39% | 7.57% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.29% | -4.34% |
| Expected Shortfall (cVaR) | -1.29% | -4.34% |
| Year | 12307917:SOLUSD | 12307917:solusd:triple_med_gx:zlema80_20 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -93.26 | 18.81 | -0.20 | + |
| 2023 | 921.46 | 55.37 | 0.06 | - |
| 2024 | 85.41 | 41.81 | 0.49 | - |
| 2025 | -8.87 | 0.27 | -0.03 | + |
| Metric | 12307917:solusd:triple_med_gx:zlema80_20 | 12307917:SOLUSD |
|---|---|---|
| MTD | 0.0% | 11.11% |
| 3M | -1.26% | 36.47% |
| 6M | -2.15% | -8.22% |
| YTD | 0.27% | -8.87% |
| 1Y | 23.2% | 7.09% |
| 3Y (ann.) | 38.29% | 63.14% |
| 5Y (ann.) | 31.76% | 4.4% |
| Metric | 12307917:solusd:triple_med_gx:zlema80_20 | 12307917:SOLUSD |
|---|---|---|
| Max Drawdown | -30.55% | -93.83% |
| Longest DD Days | 182.0 | 781.0 |
| Avg. Drawdown | -8.46% | -18.6% |
| Avg. Drawdown Days | 48.0 | 84.0 |
| Recovery Factor | 5.32 | 0.17 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-02-16 | 2025-07-17 | -30.55 | 150 |
| 2022-03-17 | 2022-09-06 | -23.55 | 172 |
| 2023-06-22 | 2023-12-21 | -20.50 | 182 |
| 2022-02-01 | 2022-03-17 | -19.04 | 43 |
| 2022-09-06 | 2022-11-23 | -18.76 | 78 |
| 2023-03-18 | 2023-06-21 | -13.21 | 95 |
| 2023-03-14 | 2023-03-17 | -11.71 | 3 |
| 2024-01-30 | 2024-02-29 | -11.30 | 29 |
| 2024-04-23 | 2024-08-23 | -11.01 | 122 |
| 2023-02-16 | 2023-02-19 | -6.48 | 2 |
| Metric | 12307917:solusd:triple_med_gx:zlema80_20 | 12307917:SOLUSD |
|---|---|---|
| Best Day | 10.31% | 30.09% |
| Worst Day | -9.01% | -26.94% |
| Best Week | 22.47% | 43.67% |
| Worst Week | -19.04% | -51.66% |
| Best Month | 27.9% | 140.02% |
| Worst Month | -24.91% | -56.44% |
| Best Year | 55.37% | 921.46% |
| Worst Year | 0.27% | -93.26% |
| Avg. Up Day | 1.86% | 1.88% |
| Avg. Down Day | -1.53% | -1.6% |
| Avg. Up Week | 6.91% | 13.78% |
| Avg. Down Week | -6.14% | -4.04% |
| Avg. Up Month | 8.74% | 36.92% |
| Avg. Down Month | -6.07% | -21.64% |
| Win Days % | 48.68% | 50.03% |
| Win Month % | 60.53% | 51.16% |
| Win Week % | 58.57% | 46.77% |
| Win Quarter % | 71.43% | 53.33% |
| Win Year % | 100.0% | 50.0% |