| Metric | 12313904:solusd:triple_med_gx:zlema265_45 | 12313904:SOLUSD |
|---|---|---|
| Time in Market | 30.0% | 100.0% |
| Cumulative Return | 168.14% | 68.89% |
| Max Drawdown | -44.72% | -93.44% |
| Sharpe | 0.41 | 0.33 |
| Sortino | 0.64 | 0.48 |
| Payoff Ratio | 1.18 | 1.1 |
| Profit Factor | 1.13 | 1.05 |
| Common Sense Ratio | 1.23 | 1.07 |
| CPC Index | 0.63 | 0.58 |
| Tail Ratio | 1.09 | 1.02 |
| Outlier Win Ratio | 20.65 | 3.41 |
| Outlier Loss Ratio | 3.78 | 3.12 |
| Volatility (ann.) | 25.28% | 50.47% |
| R^2 | 0.25 | 0.25 |
| Calmar | 0.74 | 0.18 |
| Skew | 1.67 | 0.47 |
| Kurtosis | 31.72 | 11.15 |
| Expected Daily % | 0.02% | 0.01% |
| Expected Monthly % | 2.38% | 1.26% |
| Expected Yearly % | 27.96% | 14.0% |
| Kelly Criterion | 2.11% | 4.53% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.15% | -4.3% |
| Expected Shortfall (cVaR) | -2.15% | -4.3% |
| Year | 12313904:SOLUSD | 12313904:solusd:triple_med_gx:zlema265_45 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -90.21 | -31.83 | 0.35 | + |
| 2023 | 921.46 | 298.95 | 0.32 | - |
| 2024 | 85.41 | 29.03 | 0.34 | - |
| 2025 | -8.87 | -23.60 | 2.66 | - |
| Metric | 12313904:solusd:triple_med_gx:zlema265_45 | 12313904:SOLUSD |
|---|---|---|
| MTD | 6.93% | 11.11% |
| 3M | 13.71% | 36.47% |
| 6M | -18.77% | -8.22% |
| YTD | -23.6% | -8.87% |
| 1Y | -23.27% | 7.09% |
| 3Y (ann.) | 42.13% | 63.14% |
| 5Y (ann.) | 33.07% | 16.39% |
| Metric | 12313904:solusd:triple_med_gx:zlema265_45 | 12313904:SOLUSD |
|---|---|---|
| Max Drawdown | -44.72% | -93.44% |
| Longest DD Days | 420.0 | 703.0 |
| Avg. Drawdown | -8.54% | -13.44% |
| Avg. Drawdown Days | 40.0 | 50.0 |
| Recovery Factor | 3.76 | 0.74 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-05-22 | 2025-07-17 | -44.72 | 420 |
| 2022-04-05 | 2023-02-02 | -40.50 | 303 |
| 2023-03-23 | 2023-07-13 | -32.44 | 111 |
| 2024-01-02 | 2024-03-14 | -26.09 | 71 |
| 2023-11-16 | 2023-12-21 | -24.06 | 35 |
| 2022-02-10 | 2022-03-30 | -18.37 | 48 |
| 2023-07-20 | 2023-10-30 | -14.69 | 101 |
| 2024-03-21 | 2024-05-09 | -10.39 | 49 |
| 2024-05-12 | 2024-05-15 | -6.23 | 2 |
| 2023-12-29 | 2024-01-01 | -5.93 | 3 |
| Metric | 12313904:solusd:triple_med_gx:zlema265_45 | 12313904:SOLUSD |
|---|---|---|
| Best Day | 17.18% | 30.09% |
| Worst Day | -15.9% | -26.94% |
| Best Week | 39.76% | 43.67% |
| Worst Week | -16.92% | -51.66% |
| Best Month | 45.3% | 140.02% |
| Worst Month | -21.9% | -56.44% |
| Best Year | 298.95% | 921.46% |
| Worst Year | -31.83% | -90.21% |
| Avg. Up Day | 1.83% | 1.85% |
| Avg. Down Day | -1.55% | -1.69% |
| Avg. Up Week | 9.09% | 14.18% |
| Avg. Down Week | -6.0% | -8.87% |
| Avg. Up Month | 19.95% | 42.55% |
| Avg. Down Month | -6.78% | -20.4% |
| Win Days % | 46.95% | 50.07% |
| Win Month % | 44.74% | 50.0% |
| Win Week % | 47.75% | 47.28% |
| Win Quarter % | 53.33% | 60.0% |
| Win Year % | 50.0% | 50.0% |