| Metric | 12318107:solusd:triple_med_gx:zlema130_60 | 12318107:SOLUSD |
|---|---|---|
| Time in Market | 15.0% | 100.0% |
| Cumulative Return | 107.28% | 16.28% |
| Max Drawdown | -37.54% | -93.83% |
| Sharpe | 0.39 | 0.27 |
| Sortino | 0.61 | 0.4 |
| Payoff Ratio | 1.22 | 1.1 |
| Profit Factor | 1.18 | 1.04 |
| Common Sense Ratio | 1.93 | 1.06 |
| CPC Index | 0.67 | 0.57 |
| Tail Ratio | 1.63 | 1.01 |
| Outlier Win Ratio | 41.8 | 2.99 |
| Outlier Loss Ratio | 3.55 | 2.76 |
| Volatility (ann.) | 17.37% | 50.81% |
| R^2 | 0.12 | 0.12 |
| Calmar | 0.62 | 0.05 |
| Skew | 2.69 | 0.43 |
| Kurtosis | 65.79 | 10.78 |
| Expected Daily % | 0.01% | 0.0% |
| Expected Monthly % | 1.71% | 0.35% |
| Expected Yearly % | 19.99% | 3.84% |
| Kelly Criterion | 3.13% | 4.58% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.48% | -4.34% |
| Expected Shortfall (cVaR) | -1.48% | -4.34% |
| Year | 12318107:SOLUSD | 12318107:solusd:triple_med_gx:zlema130_60 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -93.26 | -5.55 | 0.06 | + |
| 2023 | 921.46 | 68.93 | 0.07 | - |
| 2024 | 85.41 | 60.26 | 0.71 | - |
| 2025 | -8.87 | -18.94 | 2.14 | - |
| Metric | 12318107:solusd:triple_med_gx:zlema130_60 | 12318107:SOLUSD |
|---|---|---|
| MTD | 9.57% | 11.11% |
| 3M | 7.08% | 36.47% |
| 6M | -16.17% | -8.22% |
| YTD | -18.94% | -8.87% |
| 1Y | -19.27% | 7.09% |
| 3Y (ann.) | 26.35% | 63.14% |
| 5Y (ann.) | 23.16% | 4.4% |
| Metric | 12318107:solusd:triple_med_gx:zlema130_60 | 12318107:SOLUSD |
|---|---|---|
| Max Drawdown | -37.54% | -93.83% |
| Longest DD Days | 352.0 | 781.0 |
| Avg. Drawdown | -7.66% | -18.6% |
| Avg. Drawdown Days | 46.0 | 84.0 |
| Recovery Factor | 2.86 | 0.17 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-07-29 | 2025-07-17 | -37.54 | 352 |
| 2023-01-21 | 2023-07-20 | -27.60 | 180 |
| 2022-06-06 | 2023-01-20 | -24.99 | 228 |
| 2022-02-11 | 2022-06-06 | -22.24 | 114 |
| 2023-07-20 | 2023-10-31 | -13.88 | 102 |
| 2024-03-21 | 2024-05-16 | -13.25 | 56 |
| 2023-12-14 | 2024-02-09 | -8.90 | 56 |
| 2024-07-07 | 2024-07-29 | -8.65 | 22 |
| 2023-11-20 | 2023-12-13 | -7.76 | 23 |
| 2023-11-17 | 2023-11-19 | -5.40 | 2 |
| Metric | 12318107:solusd:triple_med_gx:zlema130_60 | 12318107:SOLUSD |
|---|---|---|
| Best Day | 15.98% | 30.09% |
| Worst Day | -9.56% | -26.94% |
| Best Week | 30.3% | 43.67% |
| Worst Week | -12.18% | -51.66% |
| Best Month | 31.34% | 140.02% |
| Worst Month | -16.32% | -56.44% |
| Best Year | 68.93% | 921.46% |
| Worst Year | -18.94% | -93.26% |
| Avg. Up Day | 1.84% | 1.85% |
| Avg. Down Day | -1.51% | -1.69% |
| Avg. Up Week | 9.11% | 15.1% |
| Avg. Down Week | -4.69% | -9.15% |
| Avg. Up Month | 10.88% | 41.01% |
| Avg. Down Month | -3.62% | -20.43% |
| Win Days % | 46.85% | 50.03% |
| Win Month % | 54.05% | 51.16% |
| Win Week % | 49.35% | 46.77% |
| Win Quarter % | 60.0% | 53.33% |
| Win Year % | 50.0% | 50.0% |