| Metric | 12316671:solusd:triple_med_gx:zlema260_55 | 12316671:SOLUSD |
|---|---|---|
| Time in Market | 26.0% | 100.0% |
| Cumulative Return | 130.32% | 56.76% |
| Max Drawdown | -43.32% | -93.44% |
| Sharpe | 0.37 | 0.32 |
| Sortino | 0.57 | 0.47 |
| Payoff Ratio | 1.14 | 1.09 |
| Profit Factor | 1.12 | 1.05 |
| Common Sense Ratio | 1.22 | 1.07 |
| CPC Index | 0.62 | 0.57 |
| Tail Ratio | 1.09 | 1.02 |
| Outlier Win Ratio | 23.37 | 3.37 |
| Outlier Loss Ratio | 3.53 | 3.11 |
| Volatility (ann.) | 24.25% | 50.48% |
| R^2 | 0.23 | 0.23 |
| Calmar | 0.63 | 0.15 |
| Skew | 1.41 | 0.47 |
| Kurtosis | 35.42 | 11.14 |
| Expected Daily % | 0.02% | 0.01% |
| Expected Monthly % | 2.01% | 1.08% |
| Expected Yearly % | 23.19% | 11.9% |
| Kelly Criterion | 2.9% | 4.24% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.06% | -4.3% |
| Expected Shortfall (cVaR) | -2.06% | -4.3% |
| Year | 12316671:SOLUSD | 12316671:solusd:triple_med_gx:zlema260_55 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -90.92 | -36.91 | 0.41 | + |
| 2023 | 921.46 | 234.66 | 0.25 | - |
| 2024 | 85.41 | 39.75 | 0.47 | - |
| 2025 | -8.87 | -21.95 | 2.48 | - |
| Metric | 12316671:solusd:triple_med_gx:zlema260_55 | 12316671:SOLUSD |
|---|---|---|
| MTD | 11.11% | 11.11% |
| 3M | 22.58% | 36.47% |
| 6M | -18.24% | -8.22% |
| YTD | -21.95% | -8.87% |
| 1Y | -19.18% | 7.09% |
| 3Y (ann.) | 40.48% | 63.14% |
| 5Y (ann.) | 27.32% | 13.9% |
| Metric | 12316671:solusd:triple_med_gx:zlema260_55 | 12316671:SOLUSD |
|---|---|---|
| Max Drawdown | -43.32% | -93.44% |
| Longest DD Days | 625.0 | 703.0 |
| Avg. Drawdown | -7.36% | -14.28% |
| Avg. Drawdown Days | 46.0 | 52.0 |
| Recovery Factor | 3.01 | 0.61 |
| Ulcer Index | inf | 1.09 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-02-11 | 2023-10-30 | -43.32 | 625 |
| 2024-07-29 | 2025-07-17 | -42.29 | 352 |
| 2024-01-02 | 2024-03-14 | -19.40 | 71 |
| 2023-11-16 | 2023-12-13 | -16.64 | 27 |
| 2024-03-26 | 2024-05-16 | -13.10 | 50 |
| 2024-03-21 | 2024-03-25 | -10.39 | 4 |
| 2024-05-24 | 2024-07-26 | -9.14 | 63 |
| 2023-12-15 | 2023-12-20 | -8.34 | 5 |
| 2023-12-29 | 2024-01-01 | -5.93 | 3 |
| 2023-11-09 | 2023-11-10 | -4.00 | 0 |
| Metric | 12316671:solusd:triple_med_gx:zlema260_55 | 12316671:SOLUSD |
|---|---|---|
| Best Day | 17.18% | 30.09% |
| Worst Day | -15.9% | -26.94% |
| Best Week | 40.17% | 43.67% |
| Worst Week | -18.49% | -51.66% |
| Best Month | 46.23% | 140.02% |
| Worst Month | -19.1% | -56.44% |
| Best Year | 234.66% | 921.46% |
| Worst Year | -36.91% | -90.92% |
| Avg. Up Day | 1.85% | 1.86% |
| Avg. Down Day | -1.62% | -1.71% |
| Avg. Up Week | 9.42% | 13.94% |
| Avg. Down Week | -5.86% | -9.58% |
| Avg. Up Month | 20.44% | 41.82% |
| Avg. Down Month | -8.04% | -20.92% |
| Win Days % | 48.32% | 50.06% |
| Win Month % | 43.24% | 50.0% |
| Win Week % | 45.63% | 47.28% |
| Win Quarter % | 53.33% | 60.0% |
| Win Year % | 50.0% | 50.0% |