| Metric | 12336210:solusd:triple_med_gx:zlema70_110 | 12336210:SOLUSD |
|---|---|---|
| Time in Market | 9.0% | 100.0% |
| Cumulative Return | 228.11% | 53.22% |
| Max Drawdown | -16.65% | -93.44% |
| Sharpe | 0.67 | 0.31 |
| Sortino | 1.17 | 0.46 |
| Payoff Ratio | 1.34 | 1.1 |
| Profit Factor | 1.45 | 1.05 |
| Common Sense Ratio | NaN | 1.07 |
| CPC Index | 0.97 | 0.58 |
| Tail Ratio | NaN | 1.02 |
| Outlier Win Ratio | 59.41 | 2.87 |
| Outlier Loss Ratio | 3.06 | 2.44 |
| Volatility (ann.) | 14.16% | 50.75% |
| R^2 | 0.08 | 0.08 |
| Calmar | 2.44 | 0.14 |
| Skew | 5.27 | 0.44 |
| Kurtosis | 128.66 | 10.84 |
| Expected Daily % | 0.02% | 0.01% |
| Expected Monthly % | 2.8% | 1.0% |
| Expected Yearly % | 34.59% | 11.26% |
| Kelly Criterion | 12.85% | 4.71% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.19% | -4.33% |
| Expected Shortfall (cVaR) | -1.19% | -4.33% |
| Year | 12336210:SOLUSD | 12336210:solusd:triple_med_gx:zlema70_110 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -91.12 | 45.43 | -0.50 | + |
| 2023 | 921.46 | 47.15 | 0.05 | - |
| 2024 | 85.41 | 8.92 | 0.10 | - |
| 2025 | -8.87 | 40.77 | -4.60 | + |
| Metric | 12336210:solusd:triple_med_gx:zlema70_110 | 12336210:SOLUSD |
|---|---|---|
| MTD | 0.0% | 11.11% |
| 3M | 12.45% | 36.47% |
| 6M | 32.61% | -8.22% |
| YTD | 40.77% | -8.87% |
| 1Y | 47.83% | 7.09% |
| 3Y (ann.) | 41.8% | 63.14% |
| 5Y (ann.) | 40.63% | 13.03% |
| Metric | 12336210:solusd:triple_med_gx:zlema70_110 | 12336210:SOLUSD |
|---|---|---|
| Max Drawdown | -16.65% | -93.44% |
| Longest DD Days | 210.0 | 703.0 |
| Avg. Drawdown | -4.37% | -14.86% |
| Avg. Drawdown Days | 32.0 | 52.0 |
| Recovery Factor | 13.7 | 0.57 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-04-06 | 2025-05-09 | -16.65 | 33 |
| 2024-05-31 | 2024-11-06 | -15.01 | 159 |
| 2024-01-05 | 2024-05-06 | -13.22 | 122 |
| 2022-04-14 | 2022-11-10 | -11.78 | 210 |
| 2023-02-02 | 2023-06-10 | -11.60 | 127 |
| 2022-01-26 | 2022-01-31 | -10.13 | 5 |
| 2025-02-01 | 2025-03-14 | -7.66 | 40 |
| 2024-11-29 | 2025-01-15 | -7.13 | 47 |
| 2023-10-18 | 2023-12-20 | -6.64 | 63 |
| 2023-01-31 | 2023-02-01 | -6.48 | 1 |
| Metric | 12336210:solusd:triple_med_gx:zlema70_110 | 12336210:SOLUSD |
|---|---|---|
| Best Day | 18.73% | 30.09% |
| Worst Day | -6.73% | -26.94% |
| Best Week | 24.31% | 43.67% |
| Worst Week | -11.7% | -51.66% |
| Best Month | 34.96% | 140.02% |
| Worst Month | -11.21% | -56.44% |
| Best Year | 47.15% | 921.46% |
| Worst Year | 8.92% | -91.12% |
| Avg. Up Day | 2.02% | 2.03% |
| Avg. Down Day | -1.51% | -1.85% |
| Avg. Up Week | 7.34% | 13.78% |
| Avg. Down Week | -3.48% | -7.23% |
| Avg. Up Month | 9.42% | 41.55% |
| Avg. Down Month | -3.5% | -19.13% |
| Win Days % | 50.12% | 50.11% |
| Win Month % | 65.62% | 51.16% |
| Win Week % | 62.0% | 47.03% |
| Win Quarter % | 71.43% | 60.0% |
| Win Year % | 100.0% | 50.0% |