| Metric | 12332506:solusd:triple_med_gx:zlema80_100 | 12332506:SOLUSD |
|---|---|---|
| Time in Market | 4.0% | 100.0% |
| Cumulative Return | 151.74% | 72.37% |
| Max Drawdown | -13.33% | -93.44% |
| Sharpe | 0.7 | 0.33 |
| Sortino | 1.5 | 0.49 |
| Payoff Ratio | 1.58 | 1.49 |
| Profit Factor | 1.89 | 1.05 |
| Common Sense Ratio | NaN | 1.07 |
| CPC Index | 1.49 | 0.79 |
| Tail Ratio | NaN | 1.02 |
| Outlier Win Ratio | 104.2 | 2.44 |
| Outlier Loss Ratio | 3.19 | 2.06 |
| Volatility (ann.) | 10.19% | 50.67% |
| R^2 | 0.04 | 0.04 |
| Calmar | 2.28 | 0.18 |
| Skew | 12.74 | 0.45 |
| Kurtosis | 394.04 | 10.93 |
| Expected Daily % | 0.02% | 0.01% |
| Expected Monthly % | 2.17% | 1.27% |
| Expected Yearly % | 25.96% | 14.58% |
| Kelly Criterion | 18.43% | 16.59% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.86% | -4.32% |
| Expected Shortfall (cVaR) | -0.86% | -4.32% |
| Year | 12332506:SOLUSD | 12332506:solusd:triple_med_gx:zlema80_100 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -90.01 | 18.42 | -0.20 | + |
| 2023 | 921.46 | 19.86 | 0.02 | - |
| 2024 | 85.41 | 12.49 | 0.15 | - |
| 2025 | -8.87 | 57.65 | -6.50 | + |
| Metric | 12332506:solusd:triple_med_gx:zlema80_100 | 12332506:SOLUSD |
|---|---|---|
| MTD | 0.0% | 11.11% |
| 3M | 0.22% | 36.47% |
| 6M | 56.93% | -8.22% |
| YTD | 57.65% | -8.87% |
| 1Y | 73.39% | 7.09% |
| 3Y (ann.) | 37.28% | 63.14% |
| 5Y (ann.) | 30.39% | 16.94% |
| Metric | 12332506:solusd:triple_med_gx:zlema80_100 | 12332506:SOLUSD |
|---|---|---|
| Max Drawdown | -13.33% | -93.44% |
| Longest DD Days | 220.0 | 703.0 |
| Avg. Drawdown | -3.08% | -14.4% |
| Avg. Drawdown Days | 36.0 | 50.0 |
| Recovery Factor | 11.38 | 0.77 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-03-30 | 2024-11-06 | -13.33 | 220 |
| 2023-11-25 | 2024-03-30 | -9.69 | 125 |
| 2023-02-02 | 2023-07-26 | -9.58 | 174 |
| 2022-10-14 | 2022-11-10 | -8.51 | 27 |
| 2022-04-14 | 2022-08-11 | -7.74 | 118 |
| 2023-07-27 | 2023-10-19 | -5.05 | 84 |
| 2022-04-13 | 2022-04-13 | -3.37 | 0 |
| 2025-02-02 | 2025-02-03 | -3.34 | 0 |
| 2024-11-30 | 2025-01-15 | -2.72 | 46 |
| 2022-08-11 | 2022-10-14 | -2.63 | 63 |
| Metric | 12332506:solusd:triple_med_gx:zlema80_100 | 12332506:SOLUSD |
|---|---|---|
| Best Day | 18.52% | 30.09% |
| Worst Day | -6.73% | -26.94% |
| Best Week | 26.03% | 43.67% |
| Worst Week | -6.16% | -51.66% |
| Best Month | 34.74% | 140.02% |
| Worst Month | -5.6% | -56.44% |
| Best Year | 57.65% | 921.46% |
| Worst Year | 12.49% | -90.01% |
| Avg. Up Day | 2.14% | 2.16% |
| Avg. Down Day | -1.35% | -1.45% |
| Avg. Up Week | 9.75% | 17.42% |
| Avg. Down Week | -2.28% | -6.48% |
| Avg. Up Month | 10.79% | 47.21% |
| Avg. Down Month | -2.59% | -14.43% |
| Win Days % | 50.0% | 50.11% |
| Win Month % | 59.26% | 51.16% |
| Win Week % | 58.82% | 47.03% |
| Win Quarter % | 76.92% | 60.0% |
| Win Year % | 100.0% | 50.0% |