| Metric | 12334436:solusd:triple_med_gx:zlema150_105 | 12334436:SOLUSD |
|---|---|---|
| Time in Market | 6.0% | 100.0% |
| Cumulative Return | 43.08% | 104.83% |
| Max Drawdown | -18.97% | -93.44% |
| Sharpe | 0.31 | 0.35 |
| Sortino | 0.5 | 0.52 |
| Payoff Ratio | 1.3 | 1.27 |
| Profit Factor | 1.22 | 1.06 |
| Common Sense Ratio | NaN | 1.08 |
| CPC Index | 0.72 | 0.67 |
| Tail Ratio | NaN | 1.02 |
| Outlier Win Ratio | 97.18 | 2.56 |
| Outlier Loss Ratio | 3.3 | 2.29 |
| Volatility (ann.) | 9.84% | 50.57% |
| R^2 | 0.04 | 0.04 |
| Calmar | 0.57 | 0.25 |
| Skew | 3.73 | 0.47 |
| Kurtosis | 137.44 | 10.97 |
| Expected Daily % | 0.01% | 0.01% |
| Expected Monthly % | 0.84% | 1.68% |
| Expected Yearly % | 9.37% | 19.63% |
| Kelly Criterion | 3.66% | 10.74% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.84% | -4.3% |
| Expected Shortfall (cVaR) | -0.84% | -4.3% |
| Year | 12334436:SOLUSD | 12334436:solusd:triple_med_gx:zlema150_105 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -88.13 | 30.02 | -0.34 | + |
| 2023 | 921.46 | -3.38 | -0.00 | - |
| 2024 | 85.41 | 30.92 | 0.36 | - |
| 2025 | -8.87 | -13.00 | 1.47 | - |
| Metric | 12334436:solusd:triple_med_gx:zlema150_105 | 12334436:SOLUSD |
|---|---|---|
| MTD | -3.72% | 11.11% |
| 3M | 1.44% | 36.47% |
| 6M | -0.54% | -8.22% |
| YTD | -13.0% | -8.87% |
| 1Y | -6.49% | 7.09% |
| 3Y (ann.) | 11.04% | 63.14% |
| 5Y (ann.) | 10.85% | 22.9% |
| Metric | 12334436:solusd:triple_med_gx:zlema150_105 | 12334436:SOLUSD |
|---|---|---|
| Max Drawdown | -18.97% | -93.44% |
| Longest DD Days | 211.0 | 703.0 |
| Avg. Drawdown | -5.49% | -13.3% |
| Avg. Drawdown Days | 51.0 | 46.0 |
| Recovery Factor | 2.27 | 1.12 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-07-03 | 2024-10-20 | -18.97 | 109 |
| 2022-12-01 | 2023-06-30 | -17.03 | 211 |
| 2025-01-06 | 2025-07-17 | -16.84 | 191 |
| 2023-09-20 | 2024-02-09 | -12.06 | 141 |
| 2024-03-05 | 2024-05-15 | -8.11 | 70 |
| 2022-08-11 | 2022-09-12 | -5.84 | 32 |
| 2022-05-31 | 2022-08-10 | -4.82 | 71 |
| 2022-09-12 | 2022-10-04 | -3.60 | 21 |
| 2024-03-04 | 2024-03-04 | -3.55 | 0 |
| 2022-11-30 | 2022-11-30 | -2.55 | 0 |
| Metric | 12334436:solusd:triple_med_gx:zlema150_105 | 12334436:SOLUSD |
|---|---|---|
| Best Day | 12.53% | 30.09% |
| Worst Day | -7.08% | -26.94% |
| Best Week | 13.39% | 43.67% |
| Worst Week | -12.53% | -51.66% |
| Best Month | 14.49% | 140.02% |
| Worst Month | -12.53% | -56.44% |
| Best Year | 30.92% | 921.46% |
| Worst Year | -13.0% | -88.13% |
| Avg. Up Day | 1.77% | 1.78% |
| Avg. Down Day | -1.36% | -1.41% |
| Avg. Up Week | 6.38% | 8.83% |
| Avg. Down Week | -6.85% | -7.94% |
| Avg. Up Month | 7.34% | 21.99% |
| Avg. Down Month | -5.94% | -15.66% |
| Win Days % | 45.55% | 50.13% |
| Win Month % | 60.87% | 53.49% |
| Win Week % | 63.33% | 47.57% |
| Win Quarter % | 57.14% | 60.0% |
| Win Year % | 50.0% | 50.0% |