| Metric | 12333909:solusd:triple_med_gx:zlema195_105 | 12333909:SOLUSD |
|---|---|---|
| Time in Market | 15.0% | 100.0% |
| Cumulative Return | 247.41% | 93.0% |
| Max Drawdown | -36.17% | -93.44% |
| Sharpe | 0.55 | 0.35 |
| Sortino | 0.85 | 0.51 |
| Payoff Ratio | 1.22 | 1.09 |
| Profit Factor | 1.25 | 1.06 |
| Common Sense Ratio | 2.23 | 1.08 |
| CPC Index | 0.75 | 0.58 |
| Tail Ratio | 1.78 | 1.02 |
| Outlier Win Ratio | 35.55 | 3.17 |
| Outlier Loss Ratio | 3.07 | 2.83 |
| Volatility (ann.) | 19.88% | 50.54% |
| R^2 | 0.16 | 0.16 |
| Calmar | 1.19 | 0.22 |
| Skew | 1.27 | 0.47 |
| Kurtosis | 63.35 | 11.0 |
| Expected Daily % | 0.02% | 0.01% |
| Expected Monthly % | 2.94% | 1.54% |
| Expected Yearly % | 36.52% | 17.87% |
| Kelly Criterion | 7.32% | 4.52% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.68% | -4.3% |
| Expected Shortfall (cVaR) | -1.68% | -4.3% |
| Year | 12333909:SOLUSD | 12333909:solusd:triple_med_gx:zlema195_105 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -88.82 | 19.60 | -0.22 | + |
| 2023 | 921.46 | 101.37 | 0.11 | - |
| 2024 | 85.41 | 15.95 | 0.19 | - |
| 2025 | -8.87 | 24.41 | -2.75 | + |
| Metric | 12333909:solusd:triple_med_gx:zlema195_105 | 12333909:SOLUSD |
|---|---|---|
| MTD | 0.0% | 11.11% |
| 3M | 21.62% | 36.47% |
| 6M | 23.83% | -8.22% |
| YTD | 24.41% | -8.87% |
| 1Y | 29.83% | 7.09% |
| 3Y (ann.) | 43.13% | 63.14% |
| 5Y (ann.) | 43.07% | 20.82% |
| Metric | 12333909:solusd:triple_med_gx:zlema195_105 | 12333909:SOLUSD |
|---|---|---|
| Max Drawdown | -36.17% | -93.44% |
| Longest DD Days | 297.0 | 703.0 |
| Avg. Drawdown | -8.0% | -13.7% |
| Avg. Drawdown Days | 40.0 | 48.0 |
| Recovery Factor | 6.84 | 1.0 |
| Ulcer Index | 1.0 | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-19 | 2025-07-17 | -36.17 | 178 |
| 2022-12-26 | 2023-10-19 | -24.78 | 297 |
| 2024-07-16 | 2024-11-10 | -24.41 | 117 |
| 2022-02-01 | 2022-07-30 | -23.32 | 178 |
| 2022-07-30 | 2022-08-12 | -17.13 | 13 |
| 2022-09-24 | 2022-11-10 | -14.58 | 47 |
| 2024-01-05 | 2024-03-14 | -11.98 | 69 |
| 2023-11-25 | 2023-12-20 | -10.93 | 24 |
| 2022-01-26 | 2022-01-31 | -10.13 | 5 |
| 2022-08-13 | 2022-09-24 | -9.35 | 41 |
| Metric | 12333909:solusd:triple_med_gx:zlema195_105 | 12333909:SOLUSD |
|---|---|---|
| Best Day | 18.52% | 30.09% |
| Worst Day | -18.07% | -26.94% |
| Best Week | 34.87% | 43.67% |
| Worst Week | -17.13% | -51.66% |
| Best Month | 37.5% | 140.02% |
| Worst Month | -18.79% | -56.44% |
| Best Year | 101.37% | 921.46% |
| Worst Year | 15.95% | -88.82% |
| Avg. Up Day | 2.1% | 2.11% |
| Avg. Down Day | -1.71% | -1.93% |
| Avg. Up Week | 9.7% | 15.42% |
| Avg. Down Week | -4.91% | -7.38% |
| Avg. Up Month | 12.94% | 36.98% |
| Avg. Down Month | -9.71% | -18.51% |
| Win Days % | 48.99% | 50.12% |
| Win Month % | 63.89% | 53.49% |
| Win Week % | 56.0% | 47.57% |
| Win Quarter % | 64.29% | 60.0% |
| Win Year % | 100.0% | 50.0% |