| Metric | 12310034:solusd:triple_med_gx:zlema40_30 | 12310034:SOLUSD |
|---|---|---|
| Time in Market | 9.0% | 100.0% |
| Cumulative Return | 87.17% | 16.7% |
| Max Drawdown | -25.46% | -94.0% |
| Sharpe | 0.41 | 0.27 |
| Sortino | 0.72 | 0.4 |
| Payoff Ratio | 1.62 | 1.2 |
| Profit Factor | 1.3 | 1.04 |
| Common Sense Ratio | 0.0 | 1.05 |
| CPC Index | 0.78 | 0.63 |
| Tail Ratio | 0.0 | 1.01 |
| Outlier Win Ratio | 72.13 | 2.63 |
| Outlier Loss Ratio | 4.67 | 2.36 |
| Volatility (ann.) | 12.7% | 50.84% |
| R^2 | 0.06 | 0.06 |
| Calmar | 0.76 | 0.05 |
| Skew | 5.1 | 0.42 |
| Kurtosis | 135.99 | 10.68 |
| Expected Daily % | 0.01% | 0.0% |
| Expected Monthly % | 1.47% | 0.36% |
| Expected Yearly % | 16.97% | 3.94% |
| Kelly Criterion | -1.34% | 8.41% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.08% | -4.34% |
| Expected Shortfall (cVaR) | -1.08% | -4.34% |
| Year | 12310034:SOLUSD | 12310034:solusd:triple_med_gx:zlema40_30 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -93.24 | -6.91 | 0.07 | + |
| 2023 | 921.46 | 115.69 | 0.13 | - |
| 2024 | 85.41 | -10.23 | -0.12 | - |
| 2025 | -8.87 | 3.84 | -0.43 | + |
| Metric | 12310034:solusd:triple_med_gx:zlema40_30 | 12310034:SOLUSD |
|---|---|---|
| MTD | -0.21% | 11.11% |
| 3M | -1.05% | 36.47% |
| 6M | 3.84% | -8.22% |
| YTD | 3.84% | -8.87% |
| 1Y | 3.15% | 7.09% |
| 3Y (ann.) | 26.86% | 63.14% |
| 5Y (ann.) | 19.46% | 4.48% |
| Metric | 12310034:solusd:triple_med_gx:zlema40_30 | 12310034:SOLUSD |
|---|---|---|
| Max Drawdown | -25.46% | -94.0% |
| Longest DD Days | 489.0 | 795.0 |
| Avg. Drawdown | -3.88% | -19.51% |
| Avg. Drawdown Days | 54.0 | 91.0 |
| Recovery Factor | 3.42 | 0.18 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-03-15 | 2025-07-17 | -25.46 | 489 |
| 2022-04-15 | 2023-07-14 | -22.72 | 454 |
| 2022-01-26 | 2022-03-30 | -10.03 | 62 |
| 2024-01-17 | 2024-03-14 | -9.66 | 57 |
| 2023-10-26 | 2023-11-01 | -3.44 | 6 |
| 2023-07-14 | 2023-08-29 | -2.97 | 46 |
| 2023-11-25 | 2023-12-01 | -2.59 | 5 |
| 2023-12-01 | 2023-12-04 | -0.88 | 3 |
| 2024-01-10 | 2024-01-10 | -0.71 | 0 |
| 2023-09-14 | 2023-09-15 | -0.71 | 0 |
| Metric | 12310034:solusd:triple_med_gx:zlema40_30 | 12310034:SOLUSD |
|---|---|---|
| Best Day | 13.64% | 30.09% |
| Worst Day | -9.91% | -26.94% |
| Best Week | 19.38% | 43.67% |
| Worst Week | -11.37% | -51.66% |
| Best Month | 34.23% | 140.02% |
| Worst Month | -11.57% | -56.44% |
| Best Year | 115.69% | 921.46% |
| Worst Year | -10.23% | -93.24% |
| Avg. Up Day | 1.94% | 2.03% |
| Avg. Down Day | -1.2% | -1.69% |
| Avg. Up Week | 4.2% | 15.56% |
| Avg. Down Week | -2.93% | -9.76% |
| Avg. Up Month | 7.44% | 39.37% |
| Avg. Down Month | -4.69% | -19.13% |
| Win Days % | 37.39% | 50.05% |
| Win Month % | 59.52% | 51.16% |
| Win Week % | 52.38% | 46.81% |
| Win Quarter % | 60.0% | 53.33% |
| Win Year % | 50.0% | 50.0% |