| Metric | 12318420:solusd:triple_med_gx:zlema70_60 | 12318420:SOLUSD |
|---|---|---|
| Time in Market | 4.0% | 100.0% |
| Cumulative Return | 93.68% | 27.04% |
| Max Drawdown | -11.98% | -93.98% |
| Sharpe | 0.67 | 0.29 |
| Sortino | 1.34 | 0.42 |
| Payoff Ratio | 1.9 | 1.39 |
| Profit Factor | 1.85 | 1.05 |
| Common Sense Ratio | NaN | 1.06 |
| CPC Index | 1.51 | 0.73 |
| Tail Ratio | NaN | 1.02 |
| Outlier Win Ratio | 142.81 | 2.38 |
| Outlier Loss Ratio | 4.52 | 1.95 |
| Volatility (ann.) | 7.47% | 50.78% |
| R^2 | 0.02 | 0.02 |
| Calmar | 1.73 | 0.08 |
| Skew | 9.87 | 0.43 |
| Kurtosis | 284.36 | 10.77 |
| Expected Daily % | 0.01% | 0.0% |
| Expected Monthly % | 1.55% | 0.56% |
| Expected Yearly % | 17.97% | 6.17% |
| Kelly Criterion | 12.78% | 14.07% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.63% | -4.33% |
| Expected Shortfall (cVaR) | -0.63% | -4.33% |
| Year | 12318420:SOLUSD | 12318420:solusd:triple_med_gx:zlema70_60 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -92.64 | 5.46 | -0.06 | + |
| 2023 | 921.46 | 37.96 | 0.04 | - |
| 2024 | 85.41 | 19.94 | 0.23 | - |
| 2025 | -8.87 | 10.98 | -1.24 | + |
| Metric | 12318420:solusd:triple_med_gx:zlema70_60 | 12318420:SOLUSD |
|---|---|---|
| MTD | 0.02% | 11.11% |
| 3M | 0.7% | 36.47% |
| 6M | 10.98% | -8.22% |
| YTD | 10.98% | -8.87% |
| 1Y | 24.54% | 7.09% |
| 3Y (ann.) | 21.1% | 63.14% |
| 5Y (ann.) | 20.71% | 7.05% |
| Metric | 12318420:solusd:triple_med_gx:zlema70_60 | 12318420:SOLUSD |
|---|---|---|
| Max Drawdown | -11.98% | -93.98% |
| Longest DD Days | 396.0 | 789.0 |
| Avg. Drawdown | -2.33% | -18.28% |
| Avg. Drawdown Days | 34.0 | 85.0 |
| Recovery Factor | 7.82 | 0.29 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-08-02 | 2023-09-02 | -11.98 | 396 |
| 2022-05-19 | 2022-06-20 | -7.51 | 31 |
| 2023-11-11 | 2023-12-21 | -6.98 | 39 |
| 2024-02-29 | 2024-05-17 | -5.62 | 77 |
| 2022-01-30 | 2022-03-15 | -5.56 | 44 |
| 2024-08-11 | 2024-08-12 | -5.25 | 0 |
| 2025-03-16 | 2025-07-17 | -4.21 | 122 |
| 2024-10-11 | 2024-11-21 | -3.37 | 40 |
| 2025-03-05 | 2025-03-05 | -1.82 | 0 |
| 2022-07-08 | 2022-07-18 | -1.78 | 10 |
| Metric | 12318420:solusd:triple_med_gx:zlema70_60 | 12318420:SOLUSD |
|---|---|---|
| Best Day | 12.02% | 30.09% |
| Worst Day | -5.36% | -26.94% |
| Best Week | 10.53% | 43.67% |
| Worst Week | -5.39% | -51.66% |
| Best Month | 11.41% | 140.02% |
| Worst Month | -5.47% | -56.44% |
| Best Year | 37.96% | 921.46% |
| Worst Year | 5.46% | -92.64% |
| Avg. Up Day | 1.88% | 1.95% |
| Avg. Down Day | -0.99% | -1.41% |
| Avg. Up Week | 2.93% | 12.6% |
| Avg. Down Week | -1.04% | -5.29% |
| Avg. Up Month | 4.02% | 26.11% |
| Avg. Down Month | -2.44% | -21.62% |
| Win Days % | 42.86% | 50.09% |
| Win Month % | 73.68% | 51.16% |
| Win Week % | 62.9% | 47.06% |
| Win Quarter % | 86.67% | 53.33% |
| Win Year % | 100.0% | 50.0% |