| Metric | 12313985:solusd:triple_med_gx:zlema35_45 | 12313985:SOLUSD |
|---|---|---|
| Time in Market | 7.0% | 100.0% |
| Cumulative Return | 105.31% | 21.32% |
| Max Drawdown | -21.22% | -93.98% |
| Sharpe | 0.55 | 0.28 |
| Sortino | 1.08 | 0.41 |
| Payoff Ratio | 1.98 | 1.42 |
| Profit Factor | 1.45 | 1.04 |
| Common Sense Ratio | NaN | 1.06 |
| CPC Index | 1.06 | 0.74 |
| Tail Ratio | NaN | 1.01 |
| Outlier Win Ratio | 91.51 | 2.62 |
| Outlier Loss Ratio | 4.79 | 2.22 |
| Volatility (ann.) | 10.19% | 50.81% |
| R^2 | 0.04 | 0.04 |
| Calmar | 1.07 | 0.06 |
| Skew | 9.11 | 0.42 |
| Kurtosis | 238.54 | 10.71 |
| Expected Daily % | 0.01% | 0.0% |
| Expected Monthly % | 1.69% | 0.45% |
| Expected Yearly % | 19.7% | 4.95% |
| Kelly Criterion | 5.53% | 14.9% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.86% | -4.34% |
| Expected Shortfall (cVaR) | -0.86% | -4.34% |
| Year | 12313985:SOLUSD | 12313985:solusd:triple_med_gx:zlema35_45 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -92.97 | -9.85 | 0.11 | + |
| 2023 | 921.46 | 95.57 | 0.10 | - |
| 2024 | 85.41 | 22.05 | 0.26 | - |
| 2025 | -8.87 | -4.59 | 0.52 | + |
| Metric | 12313985:solusd:triple_med_gx:zlema35_45 | 12313985:SOLUSD |
|---|---|---|
| MTD | 6.98% | 11.11% |
| 3M | 1.91% | 36.47% |
| 6M | -4.75% | -8.22% |
| YTD | -4.59% | -8.87% |
| 1Y | -8.2% | 7.09% |
| 3Y (ann.) | 26.5% | 63.14% |
| 5Y (ann.) | 22.65% | 5.64% |
| Metric | 12313985:solusd:triple_med_gx:zlema35_45 | 12313985:SOLUSD |
|---|---|---|
| Max Drawdown | -21.22% | -93.98% |
| Longest DD Days | 499.0 | 789.0 |
| Avg. Drawdown | -3.8% | -18.83% |
| Avg. Drawdown Days | 64.0 | 85.0 |
| Recovery Factor | 4.96 | 0.23 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-06-29 | 2023-11-10 | -21.22 | 499 |
| 2024-07-31 | 2025-07-17 | -18.17 | 350 |
| 2022-03-06 | 2022-06-04 | -7.83 | 90 |
| 2023-12-29 | 2024-03-14 | -6.49 | 75 |
| 2023-11-17 | 2023-12-07 | -5.62 | 19 |
| 2024-03-21 | 2024-04-27 | -3.24 | 37 |
| 2024-05-15 | 2024-07-26 | -2.58 | 72 |
| 2024-05-11 | 2024-05-11 | -0.94 | 0 |
| 2022-02-11 | 2022-02-20 | -0.56 | 9 |
| 2022-02-20 | 2022-02-21 | -0.32 | 0 |
| Metric | 12313985:solusd:triple_med_gx:zlema35_45 | 12313985:SOLUSD |
|---|---|---|
| Best Day | 15.98% | 30.09% |
| Worst Day | -5.57% | -26.94% |
| Best Week | 17.55% | 43.67% |
| Worst Week | -7.36% | -51.66% |
| Best Month | 49.3% | 140.02% |
| Worst Month | -9.11% | -56.44% |
| Best Year | 95.57% | 921.46% |
| Worst Year | -9.85% | -92.97% |
| Avg. Up Day | 1.99% | 2.04% |
| Avg. Down Day | -1.01% | -1.44% |
| Avg. Up Week | 4.84% | 14.21% |
| Avg. Down Week | -2.37% | -7.73% |
| Avg. Up Month | 11.1% | 44.84% |
| Avg. Down Month | -2.71% | -19.31% |
| Win Days % | 37.28% | 50.06% |
| Win Month % | 44.19% | 51.16% |
| Win Week % | 50.53% | 47.06% |
| Win Quarter % | 60.0% | 53.33% |
| Win Year % | 50.0% | 50.0% |