| Metric | 12334730:solusd:triple_med_gx:zlema100_105 | 12334730:SOLUSD |
|---|---|---|
| Time in Market | 2.0% | 100.0% |
| Cumulative Return | 27.41% | 78.65% |
| Max Drawdown | -6.61% | -93.44% |
| Sharpe | 0.52 | 0.33 |
| Sortino | 1.25 | 0.49 |
| Payoff Ratio | 2.51 | 1.78 |
| Profit Factor | 2.48 | 1.05 |
| Common Sense Ratio | NaN | 1.08 |
| CPC Index | 2.64 | 0.94 |
| Tail Ratio | NaN | 1.02 |
| Outlier Win Ratio | 459.58 | 2.12 |
| Outlier Loss Ratio | 6.06 | 1.9 |
| Volatility (ann.) | 3.5% | 50.5% |
| R^2 | 0.0 | 0.0 |
| Calmar | 1.1 | 0.2 |
| Skew | 15.45 | 0.47 |
| Kurtosis | 455.1 | 11.08 |
| Expected Daily % | 0.0% | 0.01% |
| Expected Monthly % | 0.56% | 1.36% |
| Expected Yearly % | 6.24% | 15.61% |
| Kelly Criterion | 19.68% | 22.0% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.3% | -4.3% |
| Expected Shortfall (cVaR) | -0.3% | -4.3% |
| Year | 12334730:SOLUSD | 12334730:solusd:triple_med_gx:zlema100_105 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -89.65 | 9.71 | -0.11 | + |
| 2023 | 921.46 | 10.43 | 0.01 | - |
| 2024 | 85.41 | 12.61 | 0.15 | - |
| 2025 | -8.87 | -6.61 | 0.75 | + |
| Metric | 12334730:solusd:triple_med_gx:zlema100_105 | 12334730:SOLUSD |
|---|---|---|
| MTD | 0.0% | 11.11% |
| 3M | -1.62% | 36.47% |
| 6M | -6.61% | -8.22% |
| YTD | -6.61% | -8.87% |
| 1Y | -3.76% | 7.09% |
| 3Y (ann.) | 8.55% | 63.14% |
| 5Y (ann.) | 7.24% | 18.24% |
| Metric | 12334730:solusd:triple_med_gx:zlema100_105 | 12334730:SOLUSD |
|---|---|---|
| Max Drawdown | -6.61% | -93.44% |
| Longest DD Days | 244.0 | 703.0 |
| Avg. Drawdown | -1.31% | -13.56% |
| Avg. Drawdown Days | 65.0 | 48.0 |
| Recovery Factor | 4.14 | 0.84 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-02-05 | 2025-07-17 | -6.61 | 162 |
| 2024-04-03 | 2024-12-03 | -5.23 | 244 |
| 2024-02-24 | 2024-04-03 | -1.26 | 38 |
| 2022-04-16 | 2022-08-23 | -0.78 | 128 |
| 2023-04-29 | 2023-07-31 | -0.56 | 93 |
| 2023-07-31 | 2023-11-28 | -0.20 | 120 |
| 2022-04-16 | 2022-04-16 | -0.18 | 0 |
| 2023-02-07 | 2023-02-07 | -0.18 | 0 |
| 2024-01-08 | 2024-01-08 | -0.18 | 0 |
| 2022-10-16 | 2022-10-16 | -0.18 | 0 |
| Metric | 12334730:solusd:triple_med_gx:zlema100_105 | 12334730:SOLUSD |
|---|---|---|
| Best Day | 5.32% | 30.09% |
| Worst Day | -3.65% | -26.94% |
| Best Week | 7.9% | 43.67% |
| Worst Week | -4.65% | -51.66% |
| Best Month | 7.9% | 140.02% |
| Worst Month | -4.65% | -56.44% |
| Best Year | 12.61% | 921.46% |
| Worst Year | -6.61% | -89.65% |
| Avg. Up Day | 1.83% | 1.91% |
| Avg. Down Day | -0.73% | -1.08% |
| Avg. Up Week | 3.58% | 5.52% |
| Avg. Down Week | -1.18% | -5.52% |
| Avg. Up Month | 2.7% | 24.43% |
| Avg. Down Month | -1.35% | -24.98% |
| Win Days % | 42.59% | 50.07% |
| Win Month % | 60.0% | 53.49% |
| Win Week % | 54.55% | 47.28% |
| Win Quarter % | 69.23% | 60.0% |
| Win Year % | 75.0% | 50.0% |