| Metric | 12327191:solusd:triple_med_gx:zlema70_85 | 12327191:SOLUSD |
|---|---|---|
| Time in Market | 3.0% | 100.0% |
| Cumulative Return | 92.59% | 78.16% |
| Max Drawdown | -14.16% | -93.44% |
| Sharpe | 0.67 | 0.33 |
| Sortino | 1.46 | 0.49 |
| Payoff Ratio | 1.75 | 1.09 |
| Profit Factor | 2.05 | 1.05 |
| Common Sense Ratio | NaN | 1.07 |
| CPC Index | 1.81 | 0.58 |
| Tail Ratio | NaN | 1.02 |
| Outlier Win Ratio | 153.64 | 2.29 |
| Outlier Loss Ratio | 3.57 | 1.94 |
| Volatility (ann.) | 7.44% | 50.53% |
| R^2 | 0.02 | 0.02 |
| Calmar | 1.47 | 0.19 |
| Skew | 12.05 | 0.47 |
| Kurtosis | 336.32 | 11.03 |
| Expected Daily % | 0.01% | 0.01% |
| Expected Monthly % | 1.54% | 1.35% |
| Expected Yearly % | 17.8% | 15.53% |
| Kelly Criterion | 22.06% | 4.32% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.63% | -4.3% |
| Expected Shortfall (cVaR) | -0.63% | -4.3% |
| Year | 12327191:SOLUSD | 12327191:solusd:triple_med_gx:zlema70_85 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -89.68 | 25.89 | -0.29 | + |
| 2023 | 921.46 | 27.73 | 0.03 | - |
| 2024 | 85.41 | 12.80 | 0.15 | - |
| 2025 | -8.87 | 6.18 | -0.70 | + |
| Metric | 12327191:solusd:triple_med_gx:zlema70_85 | 12327191:SOLUSD |
|---|---|---|
| MTD | 0.0% | 11.11% |
| 3M | 0.0% | 36.47% |
| 6M | 3.84% | -8.22% |
| YTD | 6.18% | -8.87% |
| 1Y | 25.4% | 7.09% |
| 3Y (ann.) | 21.64% | 63.14% |
| 5Y (ann.) | 20.76% | 18.08% |
| Metric | 12327191:solusd:triple_med_gx:zlema70_85 | 12327191:SOLUSD |
|---|---|---|
| Max Drawdown | -14.16% | -93.44% |
| Longest DD Days | 346.0 | 703.0 |
| Avg. Drawdown | -2.47% | -13.7% |
| Avg. Drawdown Days | 42.0 | 48.0 |
| Recovery Factor | 6.54 | 0.84 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2023-11-25 | 2024-11-06 | -14.16 | 346 |
| 2022-10-14 | 2022-11-10 | -5.77 | 26 |
| 2025-01-15 | 2025-04-07 | -4.62 | 82 |
| 2022-04-13 | 2022-04-13 | -3.37 | 0 |
| 2023-07-27 | 2023-11-25 | -3.19 | 120 |
| 2022-08-11 | 2022-10-13 | -2.96 | 63 |
| 2022-01-29 | 2022-04-13 | -2.29 | 73 |
| 2022-08-09 | 2022-08-10 | -2.23 | 0 |
| 2024-11-30 | 2025-01-14 | -2.05 | 44 |
| 2023-02-03 | 2023-04-25 | -1.85 | 81 |
| Metric | 12327191:solusd:triple_med_gx:zlema70_85 | 12327191:SOLUSD |
|---|---|---|
| Best Day | 11.15% | 30.09% |
| Worst Day | -6.09% | -26.94% |
| Best Week | 26.03% | 43.67% |
| Worst Week | -6.32% | -51.66% |
| Best Month | 24.65% | 140.02% |
| Worst Month | -6.32% | -56.44% |
| Best Year | 27.73% | 921.46% |
| Worst Year | 6.18% | -89.68% |
| Avg. Up Day | 1.93% | 1.97% |
| Avg. Down Day | -1.1% | -1.8% |
| Avg. Up Week | 7.24% | 14.4% |
| Avg. Down Week | -1.71% | -6.77% |
| Avg. Up Month | 7.42% | 36.93% |
| Avg. Down Month | -2.59% | -16.06% |
| Win Days % | 50.36% | 50.1% |
| Win Month % | 62.5% | 53.49% |
| Win Week % | 62.07% | 47.03% |
| Win Quarter % | 64.29% | 60.0% |
| Win Year % | 100.0% | 50.0% |