| Metric | 12327025:solusd:triple_med_gx:zlema80_85 | 12327025:SOLUSD |
|---|---|---|
| Time in Market | 2.0% | 100.0% |
| Cumulative Return | 30.91% | 86.56% |
| Max Drawdown | -17.95% | -93.44% |
| Sharpe | 0.36 | 0.34 |
| Sortino | 0.77 | 0.5 |
| Payoff Ratio | 2.28 | 1.51 |
| Profit Factor | 1.61 | 1.05 |
| Common Sense Ratio | NaN | 1.08 |
| CPC Index | 1.32 | 0.8 |
| Tail Ratio | NaN | 1.02 |
| Outlier Win Ratio | 248.9 | 2.11 |
| Outlier Loss Ratio | 4.05 | 1.95 |
| Volatility (ann.) | 5.82% | 50.68% |
| R^2 | 0.01 | 0.01 |
| Calmar | 0.45 | 0.21 |
| Skew | 15.36 | 0.45 |
| Kurtosis | 477.02 | 10.91 |
| Expected Daily % | 0.01% | 0.01% |
| Expected Monthly % | 0.63% | 1.46% |
| Expected Yearly % | 6.97% | 16.87% |
| Kelly Criterion | 7.81% | 17.18% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.49% | -4.32% |
| Expected Shortfall (cVaR) | -0.49% | -4.32% |
| Year | 12327025:SOLUSD | 12327025:solusd:triple_med_gx:zlema80_85 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -89.19 | 16.94 | -0.19 | + |
| 2023 | 921.46 | 30.10 | 0.03 | - |
| 2024 | 85.41 | -10.60 | -0.12 | - |
| 2025 | -8.87 | -3.75 | 0.42 | + |
| Metric | 12327025:solusd:triple_med_gx:zlema80_85 | 12327025:SOLUSD |
|---|---|---|
| MTD | 0.0% | 11.11% |
| 3M | 3.78% | 36.47% |
| 6M | -3.67% | -8.22% |
| YTD | -3.75% | -8.87% |
| 1Y | -13.77% | 7.09% |
| 3Y (ann.) | 9.13% | 63.14% |
| 5Y (ann.) | 8.04% | 19.61% |
| Metric | 12327025:solusd:triple_med_gx:zlema80_85 | 12327025:SOLUSD |
|---|---|---|
| Max Drawdown | -17.95% | -93.44% |
| Longest DD Days | 410.0 | 703.0 |
| Avg. Drawdown | -2.99% | -14.47% |
| Avg. Drawdown Days | 62.0 | 50.0 |
| Recovery Factor | 1.72 | 0.93 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-01 | 2025-07-17 | -17.95 | 410 |
| 2023-02-01 | 2023-02-01 | -3.91 | 0 |
| 2023-03-01 | 2023-06-10 | -3.21 | 101 |
| 2023-10-17 | 2023-12-20 | -2.35 | 63 |
| 2024-01-05 | 2024-03-28 | -2.20 | 83 |
| 2022-08-09 | 2022-08-10 | -2.18 | 1 |
| 2022-08-11 | 2022-11-10 | -2.02 | 90 |
| 2023-12-20 | 2023-12-21 | -1.12 | 0 |
| 2022-04-12 | 2022-04-13 | -0.43 | 0 |
| 2023-10-16 | 2023-10-16 | -0.18 | 0 |
| Metric | 12327025:solusd:triple_med_gx:zlema80_85 | 12327025:SOLUSD |
|---|---|---|
| Best Day | 10.13% | 30.09% |
| Worst Day | -3.92% | -26.94% |
| Best Week | 11.59% | 43.67% |
| Worst Week | -5.45% | -51.66% |
| Best Month | 11.59% | 140.02% |
| Worst Month | -5.45% | -56.44% |
| Best Year | 30.1% | 921.46% |
| Worst Year | -10.6% | -89.19% |
| Avg. Up Day | 2.42% | 2.5% |
| Avg. Down Day | -1.06% | -1.65% |
| Avg. Up Week | 5.48% | 15.51% |
| Avg. Down Week | -1.8% | -6.13% |
| Avg. Up Month | 4.61% | 41.98% |
| Avg. Down Month | -1.19% | -15.47% |
| Win Days % | 35.96% | 50.14% |
| Win Month % | 45.83% | 53.49% |
| Win Week % | 39.29% | 47.03% |
| Win Quarter % | 61.54% | 60.0% |
| Win Year % | 50.0% | 50.0% |