| Metric | 12316858:solusd:triple_med_gx:zlema35_55 | 12316858:SOLUSD |
|---|---|---|
| Time in Market | 12.0% | 100.0% |
| Cumulative Return | 132.65% | 21.32% |
| Max Drawdown | -26.64% | -93.98% |
| Sharpe | 0.48 | 0.28 |
| Sortino | 0.81 | 0.41 |
| Payoff Ratio | 1.53 | 1.27 |
| Profit Factor | 1.26 | 1.04 |
| Common Sense Ratio | 0.0 | 1.06 |
| CPC Index | 0.8 | 0.66 |
| Tail Ratio | 0.0 | 1.01 |
| Outlier Win Ratio | 53.41 | 2.9 |
| Outlier Loss Ratio | 4.1 | 2.56 |
| Volatility (ann.) | 14.67% | 50.81% |
| R^2 | 0.08 | 0.08 |
| Calmar | 1.02 | 0.06 |
| Skew | 4.14 | 0.42 |
| Kurtosis | 94.86 | 10.71 |
| Expected Daily % | 0.02% | 0.0% |
| Expected Monthly % | 1.98% | 0.45% |
| Expected Yearly % | 23.5% | 4.95% |
| Kelly Criterion | 3.18% | 10.78% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.24% | -4.34% |
| Expected Shortfall (cVaR) | -1.24% | -4.34% |
| Year | 12316858:SOLUSD | 12316858:solusd:triple_med_gx:zlema35_55 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -92.97 | -21.70 | 0.23 | + |
| 2023 | 921.46 | 146.66 | 0.16 | - |
| 2024 | 85.41 | 23.75 | 0.28 | - |
| 2025 | -8.87 | -2.65 | 0.30 | + |
| Metric | 12316858:solusd:triple_med_gx:zlema35_55 | 12316858:SOLUSD |
|---|---|---|
| MTD | 6.06% | 11.11% |
| 3M | 5.71% | 36.47% |
| 6M | 0.76% | -8.22% |
| YTD | -2.65% | -8.87% |
| 1Y | 8.16% | 7.09% |
| 3Y (ann.) | 41.86% | 63.14% |
| 5Y (ann.) | 27.08% | 5.64% |
| Metric | 12316858:solusd:triple_med_gx:zlema35_55 | 12316858:SOLUSD |
|---|---|---|
| Max Drawdown | -26.64% | -93.98% |
| Longest DD Days | 626.0 | 789.0 |
| Avg. Drawdown | -5.53% | -18.83% |
| Avg. Drawdown Days | 76.0 | 85.0 |
| Recovery Factor | 4.98 | 0.23 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-03-21 | 2025-07-17 | -26.64 | 483 |
| 2022-02-11 | 2023-10-31 | -26.05 | 626 |
| 2023-11-17 | 2023-12-08 | -15.55 | 21 |
| 2023-12-29 | 2024-03-07 | -9.62 | 69 |
| 2024-03-07 | 2024-03-13 | -3.00 | 5 |
| 2023-11-07 | 2023-11-07 | -2.49 | 0 |
| 2023-12-15 | 2023-12-20 | -1.48 | 5 |
| 2023-10-31 | 2023-10-31 | -1.12 | 0 |
| 2023-12-20 | 2023-12-21 | -1.12 | 0 |
| 2023-11-06 | 2023-11-06 | -0.33 | 0 |
| Metric | 12316858:solusd:triple_med_gx:zlema35_55 | 12316858:SOLUSD |
|---|---|---|
| Best Day | 15.98% | 30.09% |
| Worst Day | -8.6% | -26.94% |
| Best Week | 28.02% | 43.67% |
| Worst Week | -14.25% | -51.66% |
| Best Month | 71.28% | 140.02% |
| Worst Month | -17.06% | -56.44% |
| Best Year | 146.66% | 921.46% |
| Worst Year | -21.7% | -92.97% |
| Avg. Up Day | 1.98% | 2.02% |
| Avg. Down Day | -1.29% | -1.59% |
| Avg. Up Week | 8.44% | 13.91% |
| Avg. Down Week | -3.45% | -9.8% |
| Avg. Up Month | 17.16% | 45.95% |
| Avg. Down Month | -4.58% | -17.96% |
| Win Days % | 41.38% | 50.06% |
| Win Month % | 40.48% | 51.16% |
| Win Week % | 43.4% | 47.06% |
| Win Quarter % | 46.67% | 53.33% |
| Win Year % | 50.0% | 50.0% |