| Metric | 12328700:solusd:triple_med_gx:zlema85_90 | 12328700:SOLUSD |
|---|---|---|
| Time in Market | 2.0% | 100.0% |
| Cumulative Return | 14.43% | 22.7% |
| Max Drawdown | -13.75% | -93.49% |
| Sharpe | 0.25 | 0.28 |
| Sortino | 0.48 | 0.41 |
| Payoff Ratio | 2.26 | 1.39 |
| Profit Factor | 1.46 | 1.04 |
| Common Sense Ratio | NaN | 1.06 |
| CPC Index | 1.05 | 0.73 |
| Tail Ratio | NaN | 1.01 |
| Outlier Win Ratio | 413.75 | 2.1 |
| Outlier Loss Ratio | 4.95 | 1.9 |
| Volatility (ann.) | 4.32% | 50.85% |
| R^2 | 0.01 | 0.01 |
| Calmar | 0.29 | 0.06 |
| Skew | 13.84 | 0.43 |
| Kurtosis | 552.46 | 10.77 |
| Expected Daily % | 0.0% | 0.0% |
| Expected Monthly % | 0.31% | 0.48% |
| Expected Yearly % | 3.43% | 5.25% |
| Kelly Criterion | 1.68% | 14.27% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.37% | -4.34% |
| Expected Shortfall (cVaR) | -0.37% | -4.34% |
| Year | 12328700:SOLUSD | 12328700:solusd:triple_med_gx:zlema85_90 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -92.89 | 10.89 | -0.12 | + |
| 2023 | 921.46 | 8.00 | 0.01 | - |
| 2024 | 85.41 | 1.85 | 0.02 | - |
| 2025 | -8.87 | -6.19 | 0.70 | + |
| Metric | 12328700:solusd:triple_med_gx:zlema85_90 | 12328700:SOLUSD |
|---|---|---|
| MTD | 0.0% | 11.11% |
| 3M | -3.55% | 36.47% |
| 6M | -6.02% | -8.22% |
| YTD | -6.19% | -8.87% |
| 1Y | -13.67% | 7.09% |
| 3Y (ann.) | 5.27% | 63.14% |
| 5Y (ann.) | 3.94% | 6.04% |
| Metric | 12328700:solusd:triple_med_gx:zlema85_90 | 12328700:SOLUSD |
|---|---|---|
| Max Drawdown | -13.75% | -93.49% |
| Longest DD Days | 410.0 | 776.0 |
| Avg. Drawdown | -2.18% | -17.58% |
| Avg. Drawdown Days | 80.0 | 79.0 |
| Recovery Factor | 1.05 | 0.24 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-01 | 2025-07-17 | -13.75 | 410 |
| 2022-12-29 | 2023-07-26 | -4.15 | 209 |
| 2022-04-12 | 2022-09-23 | -2.42 | 164 |
| 2022-02-19 | 2022-03-14 | -0.35 | 22 |
| 2024-01-05 | 2024-01-05 | -0.18 | 0 |
| 2024-02-23 | 2024-02-24 | -0.18 | 0 |
| 2022-11-09 | 2022-11-10 | -0.18 | 0 |
| 2023-10-15 | 2023-10-16 | -0.18 | 0 |
| 2024-03-28 | 2024-03-28 | -0.18 | 0 |
| 2024-05-03 | 2024-05-03 | -0.18 | 0 |
| Metric | 12328700:solusd:triple_med_gx:zlema85_90 | 12328700:SOLUSD |
|---|---|---|
| Best Day | 7.81% | 30.09% |
| Worst Day | -5.14% | -26.94% |
| Best Week | 7.62% | 43.67% |
| Worst Week | -5.31% | -51.66% |
| Best Month | 7.62% | 140.02% |
| Worst Month | -5.31% | -56.44% |
| Best Year | 10.89% | 921.46% |
| Worst Year | -6.19% | -92.89% |
| Avg. Up Day | 2.12% | 2.24% |
| Avg. Down Day | -0.94% | -1.6% |
| Avg. Up Week | 2.4% | 11.74% |
| Avg. Down Week | -1.26% | -7.67% |
| Avg. Up Month | 2.82% | 32.9% |
| Avg. Down Month | -1.18% | -18.37% |
| Win Days % | 31.88% | 50.08% |
| Win Month % | 44.44% | 51.16% |
| Win Week % | 40.0% | 46.77% |
| Win Quarter % | 64.29% | 53.33% |
| Win Year % | 75.0% | 50.0% |