| Metric | 12316646:solusd:triple_med_gx:zlema120_55 | 12316646:SOLUSD |
|---|---|---|
| Time in Market | 16.0% | 100.0% |
| Cumulative Return | 222.24% | 15.88% |
| Max Drawdown | -27.91% | -93.9% |
| Sharpe | 0.56 | 0.27 |
| Sortino | 0.92 | 0.4 |
| Payoff Ratio | 1.3 | 1.2 |
| Profit Factor | 1.25 | 1.04 |
| Common Sense Ratio | 1.87 | 1.06 |
| CPC Index | 0.76 | 0.63 |
| Tail Ratio | 1.49 | 1.01 |
| Outlier Win Ratio | 37.94 | 3.05 |
| Outlier Loss Ratio | 3.72 | 2.75 |
| Volatility (ann.) | 17.86% | 50.79% |
| R^2 | 0.12 | 0.12 |
| Calmar | 1.42 | 0.05 |
| Skew | 3.06 | 0.43 |
| Kurtosis | 59.85 | 10.79 |
| Expected Daily % | 0.02% | 0.0% |
| Expected Monthly % | 2.76% | 0.34% |
| Expected Yearly % | 33.98% | 3.75% |
| Kelly Criterion | 5.78% | 8.41% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.51% | -4.33% |
| Expected Shortfall (cVaR) | -1.51% | -4.33% |
| Year | 12316646:SOLUSD | 12316646:solusd:triple_med_gx:zlema120_55 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -93.29 | -13.20 | 0.14 | + |
| 2023 | 921.46 | 120.62 | 0.13 | - |
| 2024 | 85.41 | 69.43 | 0.81 | - |
| 2025 | -8.87 | -0.68 | 0.08 | + |
| Metric | 12316646:solusd:triple_med_gx:zlema120_55 | 12316646:SOLUSD |
|---|---|---|
| MTD | 11.11% | 11.11% |
| 3M | 13.85% | 36.47% |
| 6M | 0.5% | -8.22% |
| YTD | -0.68% | -8.87% |
| 1Y | 14.27% | 7.09% |
| 3Y (ann.) | 52.28% | 63.14% |
| 5Y (ann.) | 39.68% | 4.3% |
| Metric | 12316646:solusd:triple_med_gx:zlema120_55 | 12316646:SOLUSD |
|---|---|---|
| Max Drawdown | -27.91% | -93.9% |
| Longest DD Days | 240.0 | 781.0 |
| Avg. Drawdown | -6.86% | -17.52% |
| Avg. Drawdown Days | 35.0 | 79.0 |
| Recovery Factor | 7.96 | 0.17 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2023-01-21 | 2023-07-13 | -27.91 | 173 |
| 2022-06-06 | 2023-01-20 | -27.28 | 228 |
| 2024-11-18 | 2025-07-17 | -26.18 | 240 |
| 2022-02-11 | 2022-06-06 | -24.70 | 114 |
| 2023-07-14 | 2023-10-31 | -17.62 | 109 |
| 2024-07-29 | 2024-09-26 | -17.57 | 59 |
| 2024-03-21 | 2024-05-16 | -13.50 | 56 |
| 2023-12-29 | 2024-03-07 | -12.30 | 69 |
| 2023-11-16 | 2023-12-13 | -9.26 | 27 |
| 2024-05-24 | 2024-07-06 | -8.29 | 43 |
| Metric | 12316646:solusd:triple_med_gx:zlema120_55 | 12316646:SOLUSD |
|---|---|---|
| Best Day | 15.98% | 30.09% |
| Worst Day | -9.11% | -26.94% |
| Best Week | 40.17% | 43.67% |
| Worst Week | -16.28% | -51.66% |
| Best Month | 34.47% | 140.02% |
| Worst Month | -12.24% | -56.44% |
| Best Year | 120.62% | 921.46% |
| Worst Year | -13.2% | -93.29% |
| Avg. Up Day | 1.86% | 1.88% |
| Avg. Down Day | -1.44% | -1.57% |
| Avg. Up Week | 9.04% | 13.16% |
| Avg. Down Week | -4.21% | -8.42% |
| Avg. Up Month | 14.54% | 42.71% |
| Avg. Down Month | -5.46% | -19.81% |
| Win Days % | 46.82% | 50.02% |
| Win Month % | 55.26% | 51.16% |
| Win Week % | 46.74% | 46.77% |
| Win Quarter % | 60.0% | 53.33% |
| Win Year % | 50.0% | 50.0% |