| Metric | 12308911:solusd:triple_med_gx:zlema80_25 | 12308911:SOLUSD |
|---|---|---|
| Time in Market | 13.0% | 100.0% |
| Cumulative Return | 261.41% | 27.04% |
| Max Drawdown | -26.81% | -93.98% |
| Sharpe | 0.63 | 0.29 |
| Sortino | 1.1 | 0.42 |
| Payoff Ratio | 1.4 | 1.29 |
| Profit Factor | 1.33 | 1.05 |
| Common Sense Ratio | 2.17 | 1.06 |
| CPC Index | 0.85 | 0.68 |
| Tail Ratio | 1.63 | 1.02 |
| Outlier Win Ratio | 42.83 | 2.95 |
| Outlier Loss Ratio | 3.79 | 2.64 |
| Volatility (ann.) | 16.77% | 50.78% |
| R^2 | 0.11 | 0.11 |
| Calmar | 1.65 | 0.08 |
| Skew | 4.38 | 0.43 |
| Kurtosis | 88.53 | 10.77 |
| Expected Daily % | 0.03% | 0.0% |
| Expected Monthly % | 3.03% | 0.56% |
| Expected Yearly % | 37.88% | 6.17% |
| Kelly Criterion | 6.41% | 11.49% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.42% | -4.33% |
| Expected Shortfall (cVaR) | -1.42% | -4.33% |
| Year | 12308911:SOLUSD | 12308911:solusd:triple_med_gx:zlema80_25 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -92.64 | 15.09 | -0.16 | + |
| 2023 | 921.46 | 77.28 | 0.08 | - |
| 2024 | 85.41 | 48.69 | 0.57 | - |
| 2025 | -8.87 | 19.12 | -2.16 | + |
| Metric | 12308911:solusd:triple_med_gx:zlema80_25 | 12308911:SOLUSD |
|---|---|---|
| MTD | 6.21% | 11.11% |
| 3M | 9.87% | 36.47% |
| 6M | 19.12% | -8.22% |
| YTD | 19.12% | -8.87% |
| 1Y | 9.31% | 7.09% |
| 3Y (ann.) | 43.39% | 63.14% |
| 5Y (ann.) | 44.17% | 7.05% |
| Metric | 12308911:solusd:triple_med_gx:zlema80_25 | 12308911:SOLUSD |
|---|---|---|
| Max Drawdown | -26.81% | -93.98% |
| Longest DD Days | 426.0 | 789.0 |
| Avg. Drawdown | -4.56% | -18.28% |
| Avg. Drawdown Days | 30.0 | 85.0 |
| Recovery Factor | 9.75 | 0.29 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-07-30 | 2023-09-30 | -26.81 | 426 |
| 2025-03-03 | 2025-07-10 | -23.39 | 129 |
| 2022-02-17 | 2022-06-20 | -17.36 | 122 |
| 2024-07-11 | 2025-03-02 | -15.83 | 234 |
| 2023-11-12 | 2023-12-21 | -10.78 | 39 |
| 2024-06-06 | 2024-07-11 | -8.93 | 35 |
| 2022-01-13 | 2022-01-31 | -6.68 | 18 |
| 2022-06-20 | 2022-07-07 | -6.48 | 17 |
| 2024-04-01 | 2024-04-20 | -6.33 | 19 |
| 2022-07-08 | 2022-07-18 | -5.63 | 9 |
| Metric | 12308911:solusd:triple_med_gx:zlema80_25 | 12308911:SOLUSD |
|---|---|---|
| Best Day | 19.54% | 30.09% |
| Worst Day | -9.01% | -26.94% |
| Best Week | 25.85% | 43.67% |
| Worst Week | -10.47% | -51.66% |
| Best Month | 23.69% | 140.02% |
| Worst Month | -11.76% | -56.44% |
| Best Year | 77.28% | 921.46% |
| Worst Year | 15.09% | -92.64% |
| Avg. Up Day | 1.97% | 2.0% |
| Avg. Down Day | -1.4% | -1.54% |
| Avg. Up Week | 5.48% | 13.89% |
| Avg. Down Week | -3.63% | -7.18% |
| Avg. Up Month | 9.36% | 36.08% |
| Avg. Down Month | -6.77% | -24.93% |
| Win Days % | 45.35% | 50.09% |
| Win Month % | 68.29% | 51.16% |
| Win Week % | 55.79% | 47.06% |
| Win Quarter % | 80.0% | 53.33% |
| Win Year % | 100.0% | 50.0% |