| Metric | 12311015:solusd:triple_med_gx:zlema70_35 | 12311015:SOLUSD |
|---|---|---|
| Time in Market | 15.0% | 100.0% |
| Cumulative Return | 245.3% | 44.21% |
| Max Drawdown | -24.35% | -93.98% |
| Sharpe | 0.56 | 0.3 |
| Sortino | 0.96 | 0.44 |
| Payoff Ratio | 1.37 | 1.1 |
| Profit Factor | 1.28 | 1.05 |
| Common Sense Ratio | 4.28 | 1.05 |
| CPC Index | 0.8 | 0.58 |
| Tail Ratio | 3.33 | 1.0 |
| Outlier Win Ratio | 40.74 | 2.95 |
| Outlier Loss Ratio | 4.02 | 2.69 |
| Volatility (ann.) | 17.3% | 50.04% |
| R^2 | 0.12 | 0.12 |
| Calmar | 1.6 | 0.11 |
| Skew | 7.77 | 0.42 |
| Kurtosis | 251.38 | 10.76 |
| Expected Daily % | 0.02% | 0.01% |
| Expected Monthly % | 2.73% | 0.8% |
| Expected Yearly % | 36.32% | 9.58% |
| Kelly Criterion | 6.06% | 4.92% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.46% | -4.27% |
| Expected Shortfall (cVaR) | -1.46% | -4.27% |
| Year | 12311015:SOLUSD | 12311015:solusd:triple_med_gx:zlema70_35 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -92.91 | -3.04 | 0.03 | + |
| 2023 | 921.46 | 89.67 | 0.10 | - |
| 2024 | 85.41 | 23.67 | 0.28 | - |
| 2025 | 7.38 | 51.83 | 7.02 | + |
| Metric | 12311015:solusd:triple_med_gx:zlema70_35 | 12311015:SOLUSD |
|---|---|---|
| MTD | -5.99% | -2.86% |
| 3M | 13.53% | 23.62% |
| 6M | 35.09% | 56.7% |
| YTD | 51.83% | 7.38% |
| 1Y | 95.64% | 28.72% |
| 3Y (ann.) | 51.79% | 88.98% |
| 5Y (ann.) | 38.95% | 10.21% |
| Metric | 12311015:solusd:triple_med_gx:zlema70_35 | 12311015:SOLUSD |
|---|---|---|
| Max Drawdown | -24.35% | -93.98% |
| Longest DD Days | 485.0 | 789.0 |
| Avg. Drawdown | -5.66% | -18.75% |
| Avg. Drawdown Days | 39.0 | 91.0 |
| Recovery Factor | 10.08 | 0.47 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2023-07-17 | 2024-11-13 | -24.35 | 485 |
| 2022-05-20 | 2023-01-09 | -23.55 | 233 |
| 2022-01-19 | 2022-02-08 | -13.50 | 20 |
| 2023-01-17 | 2023-03-18 | -13.04 | 59 |
| 2023-04-17 | 2023-07-11 | -11.61 | 84 |
| 2025-01-06 | 2025-02-14 | -10.72 | 38 |
| 2025-03-06 | 2025-04-22 | -10.41 | 47 |
| 2025-08-30 | 2025-10-15 | -10.31 | 46 |
| 2025-05-14 | 2025-07-02 | -8.55 | 49 |
| 2022-02-09 | 2022-03-27 | -8.40 | 46 |
| Metric | 12311015:solusd:triple_med_gx:zlema70_35 | 12311015:SOLUSD |
|---|---|---|
| Best Day | 29.86% | 30.09% |
| Worst Day | -9.16% | -26.94% |
| Best Week | 32.63% | 43.67% |
| Worst Week | -14.03% | -51.66% |
| Best Month | 55.54% | 140.02% |
| Worst Month | -17.16% | -56.44% |
| Best Year | 89.67% | 921.46% |
| Worst Year | -3.04% | -92.91% |
| Avg. Up Day | 1.78% | 1.81% |
| Avg. Down Day | -1.3% | -1.64% |
| Avg. Up Week | 5.96% | 13.36% |
| Avg. Down Week | -3.47% | -8.82% |
| Avg. Up Month | 12.64% | 27.29% |
| Avg. Down Month | -5.06% | -24.21% |
| Win Days % | 45.74% | 50.15% |
| Win Month % | 56.52% | 52.17% |
| Win Week % | 54.1% | 48.0% |
| Win Quarter % | 62.5% | 50.0% |
| Win Year % | 75.0% | 75.0% |