| Metric | 12318418:solusd:triple_med_gx:zlema65_60 | 12318418:SOLUSD |
|---|---|---|
| Time in Market | 4.0% | 100.0% |
| Cumulative Return | 59.92% | 27.04% |
| Max Drawdown | -7.36% | -93.98% |
| Sharpe | 0.53 | 0.29 |
| Sortino | 1.13 | 0.42 |
| Payoff Ratio | 2.09 | 1.42 |
| Profit Factor | 1.79 | 1.05 |
| Common Sense Ratio | NaN | 1.06 |
| CPC Index | 1.39 | 0.75 |
| Tail Ratio | NaN | 1.02 |
| Outlier Win Ratio | 175.68 | 2.18 |
| Outlier Loss Ratio | 5.36 | 1.95 |
| Volatility (ann.) | 6.65% | 50.78% |
| R^2 | 0.02 | 0.02 |
| Calmar | 1.94 | 0.08 |
| Skew | 13.57 | 0.43 |
| Kurtosis | 442.95 | 10.77 |
| Expected Daily % | 0.01% | 0.0% |
| Expected Monthly % | 1.1% | 0.56% |
| Expected Yearly % | 12.45% | 6.17% |
| Kelly Criterion | 7.3% | 15.01% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.56% | -4.33% |
| Expected Shortfall (cVaR) | -0.56% | -4.33% |
| Year | 12318418:SOLUSD | 12318418:solusd:triple_med_gx:zlema65_60 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -92.64 | 9.39 | -0.10 | + |
| 2023 | 921.46 | 33.49 | 0.04 | - |
| 2024 | 85.41 | 7.99 | 0.09 | - |
| 2025 | -8.87 | 1.40 | -0.16 | + |
| Metric | 12318418:solusd:triple_med_gx:zlema65_60 | 12318418:SOLUSD |
|---|---|---|
| MTD | -0.23% | 11.11% |
| 3M | -0.87% | 36.47% |
| 6M | 1.4% | -8.22% |
| YTD | 1.4% | -8.87% |
| 1Y | 5.66% | 7.09% |
| 3Y (ann.) | 14.65% | 63.14% |
| 5Y (ann.) | 14.3% | 7.05% |
| Metric | 12318418:solusd:triple_med_gx:zlema65_60 | 12318418:SOLUSD |
|---|---|---|
| Max Drawdown | -7.36% | -93.98% |
| Longest DD Days | 140.0 | 789.0 |
| Avg. Drawdown | -1.68% | -18.28% |
| Avg. Drawdown Days | 27.0 | 85.0 |
| Recovery Factor | 8.14 | 0.29 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-05-19 | 2022-06-20 | -7.36 | 31 |
| 2025-03-05 | 2025-07-17 | -6.84 | 134 |
| 2024-04-22 | 2024-09-09 | -5.79 | 140 |
| 2022-10-03 | 2023-01-03 | -5.70 | 91 |
| 2022-01-30 | 2022-05-19 | -5.56 | 109 |
| 2024-12-28 | 2025-02-14 | -4.11 | 48 |
| 2023-12-04 | 2023-12-21 | -2.45 | 16 |
| 2022-07-08 | 2022-07-18 | -1.78 | 10 |
| 2023-02-18 | 2023-02-18 | -1.76 | 0 |
| 2022-08-11 | 2022-10-03 | -1.49 | 53 |
| Metric | 12318418:solusd:triple_med_gx:zlema65_60 | 12318418:SOLUSD |
|---|---|---|
| Best Day | 12.02% | 30.09% |
| Worst Day | -5.36% | -26.94% |
| Best Week | 8.48% | 43.67% |
| Worst Week | -5.39% | -51.66% |
| Best Month | 8.48% | 140.02% |
| Worst Month | -4.91% | -56.44% |
| Best Year | 33.49% | 921.46% |
| Worst Year | 1.4% | -92.64% |
| Avg. Up Day | 1.92% | 2.03% |
| Avg. Down Day | -0.92% | -1.43% |
| Avg. Up Week | 2.54% | 11.88% |
| Avg. Down Week | -0.97% | -5.34% |
| Avg. Up Month | 2.82% | 36.95% |
| Avg. Down Month | -1.43% | -22.66% |
| Win Days % | 37.34% | 50.09% |
| Win Month % | 70.0% | 51.16% |
| Win Week % | 55.38% | 47.06% |
| Win Quarter % | 66.67% | 53.33% |
| Win Year % | 100.0% | 50.0% |