| Metric | 12327021:solusd:triple_med_gx:zlema75_85 | 12327021:SOLUSD |
|---|---|---|
| Time in Market | 3.0% | 100.0% |
| Cumulative Return | 27.36% | 86.56% |
| Max Drawdown | -26.76% | -93.44% |
| Sharpe | 0.28 | 0.34 |
| Sortino | 0.54 | 0.5 |
| Payoff Ratio | 1.91 | 1.35 |
| Profit Factor | 1.34 | 1.05 |
| Common Sense Ratio | NaN | 1.08 |
| CPC Index | 0.92 | 0.71 |
| Tail Ratio | NaN | 1.02 |
| Outlier Win Ratio | 175.16 | 2.11 |
| Outlier Loss Ratio | 3.42 | 1.95 |
| Volatility (ann.) | 6.99% | 50.68% |
| R^2 | 0.02 | 0.02 |
| Calmar | 0.27 | 0.21 |
| Skew | 10.44 | 0.45 |
| Kurtosis | 281.62 | 10.91 |
| Expected Daily % | 0.0% | 0.01% |
| Expected Monthly % | 0.56% | 1.46% |
| Expected Yearly % | 6.23% | 16.87% |
| Kelly Criterion | 2.36% | 13.09% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.6% | -4.32% |
| Expected Shortfall (cVaR) | -0.6% | -4.32% |
| Year | 12327021:SOLUSD | 12327021:solusd:triple_med_gx:zlema75_85 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -89.19 | 17.12 | -0.19 | + |
| 2023 | 921.46 | 38.31 | 0.04 | - |
| 2024 | 85.41 | -16.29 | -0.19 | - |
| 2025 | -8.87 | -6.08 | 0.69 | + |
| Metric | 12327021:solusd:triple_med_gx:zlema75_85 | 12327021:SOLUSD |
|---|---|---|
| MTD | 0.0% | 11.11% |
| 3M | 5.76% | 36.47% |
| 6M | -6.8% | -8.22% |
| YTD | -6.08% | -8.87% |
| 1Y | -17.85% | 7.09% |
| 3Y (ann.) | 8.83% | 63.14% |
| 5Y (ann.) | 7.19% | 19.61% |
| Metric | 12327021:solusd:triple_med_gx:zlema75_85 | 12327021:SOLUSD |
|---|---|---|
| Max Drawdown | -26.76% | -93.44% |
| Longest DD Days | 574.0 | 703.0 |
| Avg. Drawdown | -3.85% | -14.47% |
| Avg. Drawdown Days | 61.0 | 50.0 |
| Recovery Factor | 1.02 | 0.93 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2023-12-20 | 2025-07-17 | -26.76 | 574 |
| 2022-08-08 | 2022-08-11 | -8.98 | 2 |
| 2023-02-01 | 2023-02-01 | -5.12 | 0 |
| 2023-03-01 | 2023-06-10 | -4.31 | 101 |
| 2022-08-11 | 2022-10-13 | -3.97 | 63 |
| 2022-12-30 | 2022-12-30 | -2.32 | 0 |
| 2022-04-12 | 2022-08-08 | -2.32 | 118 |
| 2023-11-25 | 2023-11-25 | -1.80 | 0 |
| 2023-11-25 | 2023-12-20 | -0.73 | 24 |
| 2023-10-17 | 2023-11-25 | -0.57 | 38 |
| Metric | 12327021:solusd:triple_med_gx:zlema75_85 | 12327021:SOLUSD |
|---|---|---|
| Best Day | 10.13% | 30.09% |
| Worst Day | -4.97% | -26.94% |
| Best Week | 9.31% | 43.67% |
| Worst Week | -8.85% | -51.66% |
| Best Month | 9.31% | 140.02% |
| Worst Month | -8.85% | -56.44% |
| Best Year | 38.31% | 921.46% |
| Worst Year | -16.29% | -89.19% |
| Avg. Up Day | 2.38% | 2.44% |
| Avg. Down Day | -1.25% | -1.81% |
| Avg. Up Week | 4.41% | 14.52% |
| Avg. Down Week | -2.24% | -6.37% |
| Avg. Up Month | 5.15% | 45.93% |
| Avg. Down Month | -1.43% | -17.7% |
| Win Days % | 35.94% | 50.14% |
| Win Month % | 50.0% | 53.49% |
| Win Week % | 43.75% | 47.03% |
| Win Quarter % | 46.15% | 60.0% |
| Win Year % | 50.0% | 50.0% |