| Metric | 12327272:solusd:triple_med_gx:zlema95_85 | 12327272:SOLUSD |
|---|---|---|
| Time in Market | 2.0% | 100.0% |
| Cumulative Return | 17.68% | 86.72% |
| Max Drawdown | -9.74% | -93.44% |
| Sharpe | 0.36 | 0.34 |
| Sortino | 0.68 | 0.5 |
| Payoff Ratio | 1.88 | 1.32 |
| Profit Factor | 1.67 | 1.05 |
| Common Sense Ratio | NaN | 1.08 |
| CPC Index | 1.28 | 0.7 |
| Tail Ratio | NaN | 1.02 |
| Outlier Win Ratio | 452.09 | 2.12 |
| Outlier Loss Ratio | 5.05 | 1.9 |
| Volatility (ann.) | 3.45% | 50.51% |
| R^2 | 0.0 | 0.0 |
| Calmar | 0.49 | 0.21 |
| Skew | 11.33 | 0.47 |
| Kurtosis | 457.4 | 11.05 |
| Expected Daily % | 0.0% | 0.01% |
| Expected Monthly % | 0.38% | 1.46% |
| Expected Yearly % | 4.15% | 16.9% |
| Kelly Criterion | 9.4% | 12.25% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.29% | -4.3% |
| Expected Shortfall (cVaR) | -0.29% | -4.3% |
| Year | 12327272:SOLUSD | 12327272:solusd:triple_med_gx:zlema95_85 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -89.18 | 1.46 | -0.02 | + |
| 2023 | 921.46 | 10.29 | 0.01 | - |
| 2024 | 85.41 | -0.27 | -0.00 | - |
| 2025 | -8.87 | 5.46 | -0.62 | + |
| Metric | 12327272:solusd:triple_med_gx:zlema95_85 | 12327272:SOLUSD |
|---|---|---|
| MTD | -0.35% | 11.11% |
| 3M | -0.35% | 36.47% |
| 6M | 3.21% | -8.22% |
| YTD | 5.46% | -8.87% |
| 1Y | 14.49% | 7.09% |
| 3Y (ann.) | 5.59% | 63.14% |
| 5Y (ann.) | 4.8% | 19.71% |
| Metric | 12327272:solusd:triple_med_gx:zlema95_85 | 12327272:SOLUSD |
|---|---|---|
| Max Drawdown | -9.74% | -93.44% |
| Longest DD Days | 336.0 | 703.0 |
| Avg. Drawdown | -1.87% | -12.9% |
| Avg. Drawdown Days | 80.0 | 44.0 |
| Recovery Factor | 1.81 | 0.93 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-02-05 | 2025-01-06 | -9.74 | 336 |
| 2025-07-03 | 2025-07-17 | -2.84 | 13 |
| 2022-12-01 | 2023-06-02 | -2.35 | 183 |
| 2022-05-30 | 2022-11-30 | -2.24 | 184 |
| 2023-06-27 | 2023-09-20 | -0.60 | 85 |
| 2023-12-10 | 2023-12-10 | -0.18 | 0 |
| 2025-03-19 | 2025-03-19 | -0.18 | 0 |
| 2025-07-02 | 2025-07-02 | -0.18 | 0 |
| 2023-06-26 | 2023-06-26 | -0.18 | 0 |
| 2024-02-05 | 2024-02-05 | -0.18 | 0 |
| Metric | 12327272:solusd:triple_med_gx:zlema95_85 | 12327272:SOLUSD |
|---|---|---|
| Best Day | 6.08% | 30.09% |
| Worst Day | -3.76% | -26.94% |
| Best Week | 7.56% | 43.67% |
| Worst Week | -6.81% | -51.66% |
| Best Month | 7.56% | 140.02% |
| Worst Month | -6.81% | -56.44% |
| Best Year | 10.29% | 921.46% |
| Worst Year | -0.27% | -89.18% |
| Avg. Up Day | 1.58% | 1.66% |
| Avg. Down Day | -0.84% | -1.26% |
| Avg. Up Week | 2.0% | 9.49% |
| Avg. Down Week | -2.71% | -5.94% |
| Avg. Up Month | 2.42% | 27.73% |
| Avg. Down Month | -0.99% | -25.93% |
| Win Days % | 40.91% | 50.09% |
| Win Month % | 60.0% | 53.49% |
| Win Week % | 65.0% | 47.03% |
| Win Quarter % | 61.54% | 60.0% |
| Win Year % | 75.0% | 50.0% |