| Metric | 12334176:solusd:triple_med_gx:zlema75_105 | 12334176:SOLUSD |
|---|---|---|
| Time in Market | 8.0% | 100.0% |
| Cumulative Return | 19.45% | 26.3% |
| Max Drawdown | -28.91% | -93.49% |
| Sharpe | 0.17 | 0.29 |
| Sortino | 0.24 | 0.42 |
| Payoff Ratio | 1.08 | 0.85 |
| Profit Factor | 1.1 | 1.05 |
| Common Sense Ratio | NaN | 1.06 |
| CPC Index | 0.56 | 0.45 |
| Tail Ratio | NaN | 1.01 |
| Outlier Win Ratio | 79.32 | 2.67 |
| Outlier Loss Ratio | 3.02 | 2.41 |
| Volatility (ann.) | 11.45% | 50.83% |
| R^2 | 0.05 | 0.05 |
| Calmar | 0.18 | 0.07 |
| Skew | -0.89 | 0.43 |
| Kurtosis | 77.38 | 10.78 |
| Expected Daily % | 0.0% | 0.0% |
| Expected Monthly % | 0.41% | 0.54% |
| Expected Yearly % | 4.54% | 6.01% |
| Kelly Criterion | -1.09% | -8.24% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.98% | -4.34% |
| Expected Shortfall (cVaR) | -0.98% | -4.34% |
| Year | 12334176:SOLUSD | 12334176:solusd:triple_med_gx:zlema75_105 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -92.68 | -4.53 | 0.05 | + |
| 2023 | 921.46 | 53.85 | 0.06 | - |
| 2024 | 85.41 | -4.11 | -0.05 | - |
| 2025 | -8.87 | -15.19 | 1.71 | - |
| Metric | 12334176:solusd:triple_med_gx:zlema75_105 | 12334176:SOLUSD |
|---|---|---|
| MTD | 0.0% | 11.11% |
| 3M | -1.06% | 36.47% |
| 6M | -17.07% | -8.22% |
| YTD | -15.19% | -8.87% |
| 1Y | -22.58% | 7.09% |
| 3Y (ann.) | 6.65% | 63.14% |
| 5Y (ann.) | 5.22% | 6.92% |
| Metric | 12334176:solusd:triple_med_gx:zlema75_105 | 12334176:SOLUSD |
|---|---|---|
| Max Drawdown | -28.91% | -93.49% |
| Longest DD Days | 520.0 | 776.0 |
| Avg. Drawdown | -7.31% | -16.64% |
| Avg. Drawdown Days | 91.0 | 74.0 |
| Recovery Factor | 0.67 | 0.28 |
| Ulcer Index | 1.0 | 1.03 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-16 | 2025-07-17 | -28.91 | 181 |
| 2022-02-21 | 2023-07-26 | -19.13 | 520 |
| 2022-01-23 | 2022-02-21 | -17.58 | 28 |
| 2024-01-05 | 2025-01-15 | -14.37 | 376 |
| 2023-12-19 | 2023-12-20 | -3.65 | 0 |
| 2023-07-27 | 2023-10-16 | -3.19 | 80 |
| 2023-11-24 | 2023-11-25 | -2.00 | 0 |
| 2023-11-25 | 2023-11-25 | -1.80 | 0 |
| 2022-01-19 | 2022-01-22 | -1.51 | 3 |
| 2025-01-16 | 2025-01-16 | -1.43 | 0 |
| Metric | 12334176:solusd:triple_med_gx:zlema75_105 | 12334176:SOLUSD |
|---|---|---|
| Best Day | 8.01% | 30.09% |
| Worst Day | -11.2% | -26.94% |
| Best Week | 16.24% | 43.67% |
| Worst Week | -17.22% | -51.66% |
| Best Month | 16.24% | 140.02% |
| Worst Month | -17.22% | -56.44% |
| Best Year | 53.85% | 921.46% |
| Worst Year | -15.19% | -92.68% |
| Avg. Up Day | 1.72% | 1.74% |
| Avg. Down Day | -1.58% | -2.03% |
| Avg. Up Week | 4.49% | 14.35% |
| Avg. Down Week | -3.67% | -9.83% |
| Avg. Up Month | 4.35% | 40.38% |
| Avg. Down Month | -3.89% | -22.81% |
| Win Days % | 47.43% | 50.11% |
| Win Month % | 58.82% | 51.16% |
| Win Week % | 52.73% | 46.77% |
| Win Quarter % | 50.0% | 53.33% |
| Win Year % | 25.0% | 50.0% |