| Metric | 12313905:solusd:triple_med_gx:zlema260_45 | 12313905:SOLUSD |
|---|---|---|
| Time in Market | 29.0% | 100.0% |
| Cumulative Return | 201.5% | 56.76% |
| Max Drawdown | -43.65% | -93.44% |
| Sharpe | 0.44 | 0.32 |
| Sortino | 0.7 | 0.47 |
| Payoff Ratio | 1.18 | 1.1 |
| Profit Factor | 1.14 | 1.05 |
| Common Sense Ratio | 1.23 | 1.07 |
| CPC Index | 0.64 | 0.58 |
| Tail Ratio | 1.08 | 1.02 |
| Outlier Win Ratio | 20.86 | 3.41 |
| Outlier Loss Ratio | 3.76 | 3.11 |
| Volatility (ann.) | 25.17% | 50.48% |
| R^2 | 0.25 | 0.25 |
| Calmar | 0.86 | 0.15 |
| Skew | 1.68 | 0.47 |
| Kurtosis | 32.18 | 11.14 |
| Expected Daily % | 0.02% | 0.01% |
| Expected Monthly % | 2.66% | 1.08% |
| Expected Yearly % | 31.77% | 11.9% |
| Kelly Criterion | 2.6% | 4.5% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.14% | -4.3% |
| Expected Shortfall (cVaR) | -2.14% | -4.3% |
| Year | 12313905:SOLUSD | 12313905:solusd:triple_med_gx:zlema260_45 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -90.92 | -29.10 | 0.32 | + |
| 2023 | 921.46 | 343.63 | 0.37 | - |
| 2024 | 85.41 | 33.45 | 0.39 | - |
| 2025 | -8.87 | -28.18 | 3.18 | - |
| Metric | 12313905:solusd:triple_med_gx:zlema260_45 | 12313905:SOLUSD |
|---|---|---|
| MTD | 6.93% | 11.11% |
| 3M | 14.71% | 36.47% |
| 6M | -23.64% | -8.22% |
| YTD | -28.18% | -8.87% |
| 1Y | -25.15% | 7.09% |
| 3Y (ann.) | 48.15% | 63.14% |
| 5Y (ann.) | 37.64% | 13.9% |
| Metric | 12313905:solusd:triple_med_gx:zlema260_45 | 12313905:SOLUSD |
|---|---|---|
| Max Drawdown | -43.65% | -93.44% |
| Longest DD Days | 420.0 | 703.0 |
| Avg. Drawdown | -7.71% | -14.28% |
| Avg. Drawdown Days | 35.0 | 52.0 |
| Recovery Factor | 4.62 | 0.61 |
| Ulcer Index | inf | 1.09 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-05-22 | 2025-07-17 | -43.65 | 420 |
| 2022-04-05 | 2023-01-29 | -38.12 | 299 |
| 2023-02-02 | 2023-07-13 | -31.56 | 160 |
| 2024-01-02 | 2024-03-14 | -26.09 | 71 |
| 2023-11-16 | 2023-12-20 | -24.06 | 34 |
| 2022-02-10 | 2022-03-30 | -18.37 | 48 |
| 2023-07-20 | 2023-10-26 | -14.69 | 98 |
| 2024-03-21 | 2024-05-09 | -10.39 | 49 |
| 2023-01-29 | 2023-02-02 | -9.38 | 3 |
| 2024-05-12 | 2024-05-15 | -6.23 | 2 |
| Metric | 12313905:solusd:triple_med_gx:zlema260_45 | 12313905: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 | 45.3% | 140.02% |
| Worst Month | -22.45% | -56.44% |
| Best Year | 343.63% | 921.46% |
| Worst Year | -29.1% | -90.92% |
| Avg. Up Day | 1.84% | 1.85% |
| Avg. Down Day | -1.56% | -1.69% |
| Avg. Up Week | 9.09% | 14.18% |
| Avg. Down Week | -6.0% | -9.36% |
| Avg. Up Month | 21.12% | 42.55% |
| Avg. Down Month | -6.85% | -21.87% |
| Win Days % | 47.25% | 50.06% |
| Win Month % | 45.95% | 50.0% |
| Win Week % | 48.18% | 47.28% |
| Win Quarter % | 60.0% | 60.0% |
| Win Year % | 50.0% | 50.0% |