| Metric | 12313898:solusd:triple_med_gx:zlema230_45 | 12313898:SOLUSD |
|---|---|---|
| Time in Market | 29.0% | 100.0% |
| Cumulative Return | 185.49% | 78.65% |
| Max Drawdown | -39.7% | -93.44% |
| Sharpe | 0.43 | 0.33 |
| Sortino | 0.67 | 0.49 |
| Payoff Ratio | 1.19 | 1.1 |
| Profit Factor | 1.13 | 1.05 |
| Common Sense Ratio | 1.26 | 1.08 |
| CPC Index | 0.63 | 0.58 |
| Tail Ratio | 1.11 | 1.02 |
| Outlier Win Ratio | 21.19 | 3.39 |
| Outlier Loss Ratio | 3.74 | 3.12 |
| Volatility (ann.) | 25.13% | 50.5% |
| R^2 | 0.25 | 0.25 |
| Calmar | 0.89 | 0.2 |
| Skew | 1.66 | 0.47 |
| Kurtosis | 32.37 | 11.08 |
| Expected Daily % | 0.02% | 0.01% |
| Expected Monthly % | 2.47% | 1.36% |
| Expected Yearly % | 29.99% | 15.61% |
| Kelly Criterion | 2.33% | 4.74% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.13% | -4.3% |
| Expected Shortfall (cVaR) | -2.13% | -4.3% |
| Year | 12313898:SOLUSD | 12313898:solusd:triple_med_gx:zlema230_45 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -89.65 | -31.38 | 0.35 | + |
| 2023 | 921.46 | 273.64 | 0.30 | - |
| 2024 | 85.41 | 38.42 | 0.45 | - |
| 2025 | -8.87 | -19.55 | 2.21 | - |
| Metric | 12313898:solusd:triple_med_gx:zlema230_45 | 12313898:SOLUSD |
|---|---|---|
| MTD | 6.93% | 11.11% |
| 3M | 20.02% | 36.47% |
| 6M | -17.55% | -8.22% |
| YTD | -19.55% | -8.87% |
| 1Y | -10.75% | 7.09% |
| 3Y (ann.) | 45.47% | 63.14% |
| 5Y (ann.) | 35.38% | 18.24% |
| Metric | 12313898:solusd:triple_med_gx:zlema230_45 | 12313898:SOLUSD |
|---|---|---|
| Max Drawdown | -39.7% | -93.44% |
| Longest DD Days | 303.0 | 703.0 |
| Avg. Drawdown | -10.21% | -13.56% |
| Avg. Drawdown Days | 45.0 | 48.0 |
| Recovery Factor | 4.67 | 0.84 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-04-05 | 2023-02-02 | -39.70 | 303 |
| 2025-01-24 | 2025-07-17 | -37.84 | 173 |
| 2023-02-02 | 2023-07-13 | -34.09 | 160 |
| 2024-05-22 | 2024-11-19 | -28.76 | 180 |
| 2024-01-02 | 2024-03-14 | -26.97 | 72 |
| 2023-11-16 | 2023-12-20 | -24.06 | 34 |
| 2023-07-20 | 2023-10-31 | -18.57 | 103 |
| 2022-02-10 | 2022-03-30 | -18.37 | 48 |
| 2024-03-21 | 2024-05-15 | -10.39 | 55 |
| 2024-11-22 | 2025-01-24 | -8.79 | 63 |
| Metric | 12313898:solusd:triple_med_gx:zlema230_45 | 12313898:SOLUSD |
|---|---|---|
| Best Day | 17.18% | 30.09% |
| Worst Day | -15.9% | -26.94% |
| Best Week | 39.76% | 43.67% |
| Worst Week | -16.95% | -51.66% |
| Best Month | 45.27% | 140.02% |
| Worst Month | -22.43% | -56.44% |
| Best Year | 273.64% | 921.46% |
| Worst Year | -31.38% | -89.65% |
| Avg. Up Day | 1.86% | 1.88% |
| Avg. Down Day | -1.57% | -1.7% |
| Avg. Up Week | 9.51% | 13.92% |
| Avg. Down Week | -6.01% | -9.14% |
| Avg. Up Month | 19.29% | 40.12% |
| Avg. Down Month | -8.05% | -22.07% |
| Win Days % | 47.02% | 50.07% |
| Win Month % | 50.0% | 53.49% |
| Win Week % | 47.27% | 47.28% |
| Win Quarter % | 60.0% | 60.0% |
| Win Year % | 50.0% | 50.0% |