| Metric | 12336241:solusd:triple_med_gx:zlema75_110 | 12336241:SOLUSD |
|---|---|---|
| Time in Market | 7.0% | 100.0% |
| Cumulative Return | 257.07% | 86.56% |
| Max Drawdown | -17.84% | -93.44% |
| Sharpe | 0.8 | 0.34 |
| Sortino | 1.62 | 0.5 |
| Payoff Ratio | 1.51 | 1.28 |
| Profit Factor | 1.73 | 1.05 |
| Common Sense Ratio | NaN | 1.08 |
| CPC Index | 1.33 | 0.68 |
| Tail Ratio | NaN | 1.02 |
| Outlier Win Ratio | 73.09 | 2.66 |
| Outlier Loss Ratio | 3.35 | 2.3 |
| Volatility (ann.) | 12.42% | 50.68% |
| R^2 | 0.06 | 0.06 |
| Calmar | 2.47 | 0.21 |
| Skew | 8.86 | 0.45 |
| Kurtosis | 213.24 | 10.91 |
| Expected Daily % | 0.03% | 0.01% |
| Expected Monthly % | 3.0% | 1.46% |
| Expected Yearly % | 37.46% | 16.87% |
| Kelly Criterion | 18.42% | 11.09% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.04% | -4.32% |
| Expected Shortfall (cVaR) | -1.04% | -4.32% |
| Year | 12336241:SOLUSD | 12336241:solusd:triple_med_gx:zlema75_110 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -89.19 | 42.15 | -0.47 | + |
| 2023 | 921.46 | 58.90 | 0.06 | - |
| 2024 | 85.41 | 1.59 | 0.02 | - |
| 2025 | -8.87 | 55.60 | -6.27 | + |
| Metric | 12336241:solusd:triple_med_gx:zlema75_110 | 12336241:SOLUSD |
|---|---|---|
| MTD | 0.0% | 11.11% |
| 3M | 9.37% | 36.47% |
| 6M | 54.13% | -8.22% |
| YTD | 55.6% | -8.87% |
| 1Y | 55.99% | 7.09% |
| 3Y (ann.) | 54.74% | 63.14% |
| 5Y (ann.) | 44.12% | 19.61% |
| Metric | 12336241:solusd:triple_med_gx:zlema75_110 | 12336241:SOLUSD |
|---|---|---|
| Max Drawdown | -17.84% | -93.44% |
| Longest DD Days | 185.0 | 703.0 |
| Avg. Drawdown | -4.38% | -14.47% |
| Avg. Drawdown Days | 34.0 | 50.0 |
| Recovery Factor | 14.41 | 0.93 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-05-06 | 2024-11-07 | -17.84 | 185 |
| 2023-02-02 | 2023-07-26 | -13.56 | 173 |
| 2023-12-20 | 2024-05-06 | -11.20 | 137 |
| 2022-04-14 | 2022-08-11 | -10.75 | 118 |
| 2025-03-15 | 2025-05-08 | -10.41 | 54 |
| 2024-11-08 | 2025-01-15 | -8.26 | 68 |
| 2022-11-10 | 2022-11-10 | -6.73 | 0 |
| 2025-02-02 | 2025-02-03 | -5.74 | 1 |
| 2023-02-01 | 2023-02-01 | -5.12 | 0 |
| 2022-04-12 | 2022-04-14 | -4.38 | 1 |
| Metric | 12336241:solusd:triple_med_gx:zlema75_110 | 12336241:SOLUSD |
|---|---|---|
| Best Day | 18.73% | 30.09% |
| Worst Day | -6.73% | -26.94% |
| Best Week | 25.75% | 43.67% |
| Worst Week | -6.81% | -51.66% |
| Best Month | 35.4% | 140.02% |
| Worst Month | -7.41% | -56.44% |
| Best Year | 58.9% | 921.46% |
| Worst Year | 1.59% | -89.19% |
| Avg. Up Day | 2.0% | 2.02% |
| Avg. Down Day | -1.33% | -1.58% |
| Avg. Up Week | 8.62% | 15.46% |
| Avg. Down Week | -3.01% | -4.96% |
| Avg. Up Month | 12.57% | 48.64% |
| Avg. Down Month | -4.54% | -15.41% |
| Win Days % | 50.94% | 50.14% |
| Win Month % | 62.07% | 53.49% |
| Win Week % | 61.9% | 47.03% |
| Win Quarter % | 76.92% | 60.0% |
| Win Year % | 100.0% | 50.0% |