| Metric | 12328939:solusd:triple_med_gx:zlema160_90 | 12328939:SOLUSD |
|---|---|---|
| Time in Market | 8.0% | 100.0% |
| Cumulative Return | 39.56% | 93.0% |
| Max Drawdown | -22.98% | -93.44% |
| Sharpe | 0.27 | 0.35 |
| Sortino | 0.42 | 0.51 |
| Payoff Ratio | 1.27 | 1.16 |
| Profit Factor | 1.16 | 1.06 |
| Common Sense Ratio | NaN | 1.08 |
| CPC Index | 0.68 | 0.61 |
| Tail Ratio | NaN | 1.02 |
| Outlier Win Ratio | 79.34 | 2.7 |
| Outlier Loss Ratio | 3.36 | 2.45 |
| Volatility (ann.) | 11.14% | 50.54% |
| R^2 | 0.05 | 0.05 |
| Calmar | 0.44 | 0.22 |
| Skew | 2.66 | 0.47 |
| Kurtosis | 91.32 | 11.0 |
| Expected Daily % | 0.01% | 0.01% |
| Expected Monthly % | 0.78% | 1.54% |
| Expected Yearly % | 8.69% | 17.87% |
| Kelly Criterion | 3.92% | 7.02% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.95% | -4.3% |
| Expected Shortfall (cVaR) | -0.95% | -4.3% |
| Year | 12328939:SOLUSD | 12328939:solusd:triple_med_gx:zlema160_90 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -88.82 | 13.34 | -0.15 | + |
| 2023 | 921.46 | -1.21 | -0.00 | - |
| 2024 | 85.41 | 49.03 | 0.57 | - |
| 2025 | -8.87 | -16.36 | 1.85 | - |
| Metric | 12328939:solusd:triple_med_gx:zlema160_90 | 12328939:SOLUSD |
|---|---|---|
| MTD | -0.65% | 11.11% |
| 3M | 5.54% | 36.47% |
| 6M | -4.32% | -8.22% |
| YTD | -16.36% | -8.87% |
| 1Y | -8.91% | 7.09% |
| 3Y (ann.) | 11.87% | 63.14% |
| 5Y (ann.) | 10.06% | 20.82% |
| Metric | 12328939:solusd:triple_med_gx:zlema160_90 | 12328939:SOLUSD |
|---|---|---|
| Max Drawdown | -22.98% | -93.44% |
| Longest DD Days | 248.0 | 703.0 |
| Avg. Drawdown | -5.93% | -13.7% |
| Avg. Drawdown Days | 49.0 | 48.0 |
| Recovery Factor | 1.72 | 1.0 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-06 | 2025-07-17 | -22.98 | 191 |
| 2023-06-30 | 2024-03-05 | -20.64 | 248 |
| 2024-07-03 | 2024-10-21 | -18.16 | 110 |
| 2022-12-01 | 2023-06-29 | -14.80 | 210 |
| 2024-03-05 | 2024-03-07 | -7.08 | 1 |
| 2022-05-31 | 2022-09-12 | -6.26 | 104 |
| 2024-05-12 | 2024-05-13 | -4.88 | 0 |
| 2024-05-14 | 2024-05-15 | -4.36 | 1 |
| 2022-10-31 | 2022-11-30 | -4.33 | 30 |
| 2024-05-16 | 2024-05-17 | -2.79 | 0 |
| Metric | 12328939:solusd:triple_med_gx:zlema160_90 | 12328939:SOLUSD |
|---|---|---|
| Best Day | 12.53% | 30.09% |
| Worst Day | -7.08% | -26.94% |
| Best Week | 15.2% | 43.67% |
| Worst Week | -12.58% | -51.66% |
| Best Month | 17.85% | 140.02% |
| Worst Month | -12.58% | -56.44% |
| Best Year | 49.03% | 921.46% |
| Worst Year | -16.36% | -88.82% |
| Avg. Up Day | 1.72% | 1.73% |
| Avg. Down Day | -1.35% | -1.5% |
| Avg. Up Week | 7.08% | 9.79% |
| Avg. Down Week | -4.84% | -8.41% |
| Avg. Up Month | 8.18% | 21.99% |
| Avg. Down Month | -4.38% | -17.47% |
| Win Days % | 46.3% | 50.12% |
| Win Month % | 52.0% | 53.49% |
| Win Week % | 47.06% | 47.57% |
| Win Quarter % | 50.0% | 60.0% |
| Win Year % | 50.0% | 50.0% |