| Metric | 12316643:solusd:triple_med_gx:zlema100_55 | 12316643:SOLUSD |
|---|---|---|
| Time in Market | 14.0% | 100.0% |
| Cumulative Return | 193.57% | 15.02% |
| Max Drawdown | -33.74% | -93.94% |
| Sharpe | 0.53 | 0.27 |
| Sortino | 0.88 | 0.4 |
| Payoff Ratio | 1.35 | 1.25 |
| Profit Factor | 1.26 | 1.04 |
| Common Sense Ratio | 2.26 | 1.06 |
| CPC Index | 0.78 | 0.65 |
| Tail Ratio | 1.78 | 1.02 |
| Outlier Win Ratio | 42.73 | 3.03 |
| Outlier Loss Ratio | 3.7 | 2.71 |
| Volatility (ann.) | 17.09% | 50.76% |
| R^2 | 0.11 | 0.11 |
| Calmar | 1.06 | 0.04 |
| Skew | 3.22 | 0.43 |
| Kurtosis | 68.78 | 10.8 |
| Expected Daily % | 0.02% | 0.0% |
| Expected Monthly % | 2.54% | 0.33% |
| Expected Yearly % | 30.9% | 3.56% |
| Kelly Criterion | 5.49% | 10.17% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.45% | -4.33% |
| Expected Shortfall (cVaR) | -1.45% | -4.33% |
| Year | 12316643:SOLUSD | 12316643:solusd:triple_med_gx:zlema100_55 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -93.34 | -13.98 | 0.15 | + |
| 2023 | 921.46 | 150.51 | 0.16 | - |
| 2024 | 85.41 | 52.84 | 0.62 | - |
| 2025 | -8.87 | -10.87 | 1.23 | - |
| Metric | 12316643:solusd:triple_med_gx:zlema100_55 | 12316643:SOLUSD |
|---|---|---|
| MTD | 11.11% | 11.11% |
| 3M | 13.81% | 36.47% |
| 6M | -9.0% | -8.22% |
| YTD | -10.87% | -8.87% |
| 1Y | 3.61% | 7.09% |
| 3Y (ann.) | 49.43% | 63.14% |
| 5Y (ann.) | 35.91% | 4.07% |
| Metric | 12316643:solusd:triple_med_gx:zlema100_55 | 12316643:SOLUSD |
|---|---|---|
| Max Drawdown | -33.74% | -93.94% |
| Longest DD Days | 402.0 | 788.0 |
| Avg. Drawdown | -7.89% | -19.51% |
| Avg. Drawdown Days | 48.0 | 91.0 |
| Recovery Factor | 5.74 | 0.16 |
| Ulcer Index | inf | 1.02 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-11-18 | 2025-07-17 | -33.74 | 240 |
| 2022-06-06 | 2023-07-13 | -32.98 | 402 |
| 2023-07-14 | 2023-11-09 | -25.14 | 117 |
| 2022-02-11 | 2022-06-06 | -21.65 | 114 |
| 2024-07-29 | 2024-10-20 | -19.38 | 83 |
| 2024-03-21 | 2024-07-29 | -16.36 | 130 |
| 2023-12-29 | 2024-03-07 | -9.95 | 68 |
| 2023-11-16 | 2023-12-06 | -9.26 | 19 |
| 2024-10-29 | 2024-11-17 | -6.70 | 18 |
| 2023-11-09 | 2023-11-10 | -4.00 | 0 |
| Metric | 12316643:solusd:triple_med_gx:zlema100_55 | 12316643:SOLUSD |
|---|---|---|
| Best Day | 15.98% | 30.09% |
| Worst Day | -9.11% | -26.94% |
| Best Week | 40.17% | 43.67% |
| Worst Week | -17.4% | -51.66% |
| Best Month | 40.97% | 140.02% |
| Worst Month | -12.97% | -56.44% |
| Best Year | 150.51% | 921.46% |
| Worst Year | -13.98% | -93.34% |
| Avg. Up Day | 1.94% | 1.97% |
| Avg. Down Day | -1.44% | -1.57% |
| Avg. Up Week | 9.71% | 14.82% |
| Avg. Down Week | -4.15% | -8.44% |
| Avg. Up Month | 17.1% | 43.8% |
| Avg. Down Month | -4.86% | -20.17% |
| Win Days % | 45.71% | 50.06% |
| Win Month % | 43.59% | 51.16% |
| Win Week % | 43.3% | 46.52% |
| Win Quarter % | 60.0% | 53.33% |
| Win Year % | 50.0% | 50.0% |