| Metric | 12333911:solusd:triple_med_gx:zlema205_105 | 12333911:SOLUSD |
|---|---|---|
| Time in Market | 15.0% | 100.0% |
| Cumulative Return | 190.58% | 75.31% |
| Max Drawdown | -35.81% | -93.44% |
| Sharpe | 0.48 | 0.33 |
| Sortino | 0.73 | 0.49 |
| Payoff Ratio | 1.18 | 1.06 |
| Profit Factor | 1.22 | 1.05 |
| Common Sense Ratio | 2.09 | 1.07 |
| CPC Index | 0.71 | 0.56 |
| Tail Ratio | 1.72 | 1.02 |
| Outlier Win Ratio | 35.66 | 3.17 |
| Outlier Loss Ratio | 3.07 | 2.85 |
| Volatility (ann.) | 20.17% | 50.53% |
| R^2 | 0.16 | 0.16 |
| Calmar | 1.0 | 0.19 |
| Skew | 0.71 | 0.47 |
| Kurtosis | 66.34 | 11.03 |
| Expected Daily % | 0.02% | 0.01% |
| Expected Monthly % | 2.51% | 1.31% |
| Expected Yearly % | 30.56% | 15.07% |
| Kelly Criterion | 6.16% | 2.86% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.71% | -4.3% |
| Expected Shortfall (cVaR) | -1.71% | -4.3% |
| Year | 12333911:SOLUSD | 12333911:solusd:triple_med_gx:zlema205_105 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -89.84 | 10.01 | -0.11 | + |
| 2023 | 921.46 | 112.18 | 0.12 | - |
| 2024 | 85.41 | -1.05 | -0.01 | - |
| 2025 | -8.87 | 25.81 | -2.91 | + |
| Metric | 12333911:solusd:triple_med_gx:zlema205_105 | 12333911:SOLUSD |
|---|---|---|
| MTD | 0.0% | 11.11% |
| 3M | 20.49% | 36.47% |
| 6M | 25.23% | -8.22% |
| YTD | 25.81% | -8.87% |
| 1Y | 9.62% | 7.09% |
| 3Y (ann.) | 38.8% | 63.14% |
| 5Y (ann.) | 35.97% | 17.55% |
| Metric | 12333911:solusd:triple_med_gx:zlema205_105 | 12333911:SOLUSD |
|---|---|---|
| Max Drawdown | -35.81% | -93.44% |
| Longest DD Days | 294.0 | 703.0 |
| Avg. Drawdown | -8.71% | -14.17% |
| Avg. Drawdown Days | 45.0 | 50.0 |
| Recovery Factor | 5.32 | 0.81 |
| Ulcer Index | 1.07 | 1.07 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-07-16 | 2025-01-18 | -35.81 | 186 |
| 2025-01-19 | 2025-07-17 | -35.01 | 178 |
| 2022-02-01 | 2022-07-08 | -23.32 | 156 |
| 2022-12-26 | 2023-10-16 | -22.02 | 294 |
| 2022-07-30 | 2022-08-12 | -17.13 | 13 |
| 2022-09-24 | 2022-11-10 | -14.89 | 47 |
| 2024-01-05 | 2024-03-14 | -12.21 | 69 |
| 2022-01-26 | 2022-01-31 | -10.13 | 5 |
| 2023-11-25 | 2023-12-20 | -9.94 | 24 |
| 2022-08-13 | 2022-09-23 | -8.77 | 41 |
| Metric | 12333911:solusd:triple_med_gx:zlema205_105 | 12333911:SOLUSD |
|---|---|---|
| Best Day | 18.52% | 30.09% |
| Worst Day | -18.07% | -26.94% |
| Best Week | 34.87% | 43.67% |
| Worst Week | -22.42% | -51.66% |
| Best Month | 37.5% | 140.02% |
| Worst Month | -30.35% | -56.44% |
| Best Year | 112.18% | 921.46% |
| Worst Year | -1.05% | -89.84% |
| Avg. Up Day | 2.04% | 2.05% |
| Avg. Down Day | -1.73% | -1.94% |
| Avg. Up Week | 10.01% | 15.92% |
| Avg. Down Week | -4.66% | -7.43% |
| Avg. Up Month | 12.6% | 36.06% |
| Avg. Down Month | -10.93% | -18.51% |
| Win Days % | 49.2% | 50.09% |
| Win Month % | 65.71% | 53.49% |
| Win Week % | 52.05% | 47.03% |
| Win Quarter % | 71.43% | 60.0% |
| Win Year % | 75.0% | 50.0% |