| Metric | 12313871:solusd:triple_med_gx:zlema100_45 | 12313871:SOLUSD |
|---|---|---|
| Time in Market | 19.0% | 100.0% |
| Cumulative Return | 242.42% | 15.02% |
| Max Drawdown | -37.18% | -93.94% |
| Sharpe | 0.54 | 0.27 |
| Sortino | 0.9 | 0.4 |
| Payoff Ratio | 1.35 | 1.21 |
| Profit Factor | 1.22 | 1.04 |
| Common Sense Ratio | 1.57 | 1.06 |
| CPC Index | 0.74 | 0.63 |
| Tail Ratio | 1.29 | 1.02 |
| Outlier Win Ratio | 32.18 | 3.16 |
| Outlier Loss Ratio | 3.93 | 2.87 |
| Volatility (ann.) | 19.8% | 50.76% |
| R^2 | 0.15 | 0.15 |
| Calmar | 1.13 | 0.04 |
| Skew | 2.88 | 0.43 |
| Kurtosis | 49.1 | 10.8 |
| Expected Daily % | 0.02% | 0.0% |
| Expected Monthly % | 2.9% | 0.33% |
| Expected Yearly % | 36.03% | 3.56% |
| Kelly Criterion | 4.34% | 8.84% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.68% | -4.33% |
| Expected Shortfall (cVaR) | -1.68% | -4.33% |
| Year | 12313871:SOLUSD | 12313871:solusd:triple_med_gx:zlema100_45 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -93.34 | -10.84 | 0.12 | + |
| 2023 | 921.46 | 233.75 | 0.25 | - |
| 2024 | 85.41 | 44.79 | 0.52 | - |
| 2025 | -8.87 | -20.53 | 2.32 | - |
| Metric | 12313871:solusd:triple_med_gx:zlema100_45 | 12313871:SOLUSD |
|---|---|---|
| MTD | 6.93% | 11.11% |
| 3M | 12.45% | 36.47% |
| 6M | -17.65% | -8.22% |
| YTD | -20.53% | -8.87% |
| 1Y | -4.25% | 7.09% |
| 3Y (ann.) | 55.43% | 63.14% |
| 5Y (ann.) | 42.01% | 4.07% |
| Metric | 12313871:solusd:triple_med_gx:zlema100_45 | 12313871:SOLUSD |
|---|---|---|
| Max Drawdown | -37.18% | -93.94% |
| Longest DD Days | 237.0 | 788.0 |
| Avg. Drawdown | -7.61% | -19.51% |
| Avg. Drawdown Days | 36.0 | 91.0 |
| Recovery Factor | 6.52 | 0.16 |
| Ulcer Index | inf | 1.02 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-11-22 | 2025-07-17 | -37.18 | 237 |
| 2023-01-21 | 2023-07-13 | -36.54 | 173 |
| 2022-06-06 | 2023-01-20 | -33.81 | 228 |
| 2022-02-10 | 2022-06-05 | -22.82 | 114 |
| 2023-07-20 | 2023-11-01 | -21.17 | 104 |
| 2024-03-21 | 2024-10-27 | -19.62 | 220 |
| 2023-12-29 | 2024-03-13 | -17.17 | 74 |
| 2023-11-16 | 2023-12-07 | -14.98 | 21 |
| 2024-10-29 | 2024-11-13 | -4.94 | 14 |
| 2023-12-12 | 2023-12-13 | -4.83 | 1 |
| Metric | 12313871:solusd:triple_med_gx:zlema100_45 | 12313871:SOLUSD |
|---|---|---|
| Best Day | 15.98% | 30.09% |
| Worst Day | -9.56% | -26.94% |
| Best Week | 39.76% | 43.67% |
| Worst Week | -15.92% | -51.66% |
| Best Month | 52.58% | 140.02% |
| Worst Month | -18.2% | -56.44% |
| Best Year | 233.75% | 921.46% |
| Worst Year | -20.53% | -93.34% |
| Avg. Up Day | 1.92% | 1.94% |
| Avg. Down Day | -1.42% | -1.6% |
| Avg. Up Week | 10.76% | 15.4% |
| Avg. Down Week | -5.37% | -7.71% |
| Avg. Up Month | 19.63% | 40.91% |
| Avg. Down Month | -6.57% | -21.6% |
| Win Days % | 45.04% | 50.06% |
| Win Month % | 47.5% | 51.16% |
| Win Week % | 49.06% | 46.52% |
| Win Quarter % | 60.0% | 53.33% |
| Win Year % | 50.0% | 50.0% |