| Metric | 12336242:solusd:triple_med_gx:zlema70_110 | 12336242:SOLUSD |
|---|---|---|
| Time in Market | 8.0% | 100.0% |
| Cumulative Return | 210.48% | 86.56% |
| Max Drawdown | -21.23% | -93.44% |
| Sharpe | 0.68 | 0.34 |
| Sortino | 1.25 | 0.5 |
| Payoff Ratio | 1.34 | 1.04 |
| Profit Factor | 1.53 | 1.05 |
| Common Sense Ratio | NaN | 1.08 |
| CPC Index | 1.05 | 0.55 |
| Tail Ratio | NaN | 1.02 |
| Outlier Win Ratio | 67.02 | 2.71 |
| Outlier Loss Ratio | 3.15 | 2.36 |
| Volatility (ann.) | 13.13% | 50.68% |
| R^2 | 0.07 | 0.07 |
| Calmar | 1.81 | 0.21 |
| Skew | 6.96 | 0.45 |
| Kurtosis | 175.38 | 10.91 |
| Expected Daily % | 0.02% | 0.01% |
| Expected Monthly % | 2.67% | 1.46% |
| Expected Yearly % | 32.74% | 16.87% |
| Kelly Criterion | 14.71% | 2.39% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.11% | -4.32% |
| Expected Shortfall (cVaR) | -1.11% | -4.32% |
| Year | 12336242:SOLUSD | 12336242:solusd:triple_med_gx:zlema70_110 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -89.19 | 31.54 | -0.35 | + |
| 2023 | 921.46 | 71.79 | 0.08 | - |
| 2024 | 85.41 | -6.06 | -0.07 | - |
| 2025 | -8.87 | 46.27 | -5.22 | + |
| Metric | 12336242:solusd:triple_med_gx:zlema70_110 | 12336242:SOLUSD |
|---|---|---|
| MTD | 0.0% | 11.11% |
| 3M | 10.9% | 36.47% |
| 6M | 37.79% | -8.22% |
| YTD | 46.27% | -8.87% |
| 1Y | 39.87% | 7.09% |
| 3Y (ann.) | 44.91% | 63.14% |
| 5Y (ann.) | 38.45% | 19.61% |
| Metric | 12336242:solusd:triple_med_gx:zlema70_110 | 12336242:SOLUSD |
|---|---|---|
| Max Drawdown | -21.23% | -93.44% |
| Longest DD Days | 308.0 | 703.0 |
| Avg. Drawdown | -4.32% | -14.47% |
| Avg. Drawdown Days | 33.0 | 50.0 |
| Recovery Factor | 9.92 | 0.93 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-01-05 | 2024-11-08 | -21.23 | 308 |
| 2025-04-06 | 2025-07-17 | -15.59 | 101 |
| 2023-02-02 | 2023-07-26 | -14.27 | 173 |
| 2022-04-14 | 2022-08-11 | -10.75 | 118 |
| 2024-11-08 | 2025-01-15 | -8.94 | 68 |
| 2022-08-11 | 2022-11-10 | -8.87 | 91 |
| 2025-02-01 | 2025-02-03 | -7.66 | 2 |
| 2023-01-31 | 2023-02-01 | -6.65 | 1 |
| 2022-04-12 | 2022-04-14 | -4.21 | 1 |
| 2023-11-25 | 2023-12-20 | -4.04 | 24 |
| Metric | 12336242:solusd:triple_med_gx:zlema70_110 | 12336242: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 | -11.7% | -56.44% |
| Best Year | 71.79% | 921.46% |
| Worst Year | -6.06% | -89.19% |
| Avg. Up Day | 1.92% | 1.94% |
| Avg. Down Day | -1.44% | -1.86% |
| Avg. Up Week | 8.74% | 15.46% |
| Avg. Down Week | -3.05% | -5.38% |
| Avg. Up Month | 10.49% | 44.08% |
| Avg. Down Month | -4.22% | -10.29% |
| Win Days % | 51.23% | 50.14% |
| Win Month % | 65.52% | 53.49% |
| Win Week % | 59.09% | 47.03% |
| Win Quarter % | 76.92% | 60.0% |
| Win Year % | 75.0% | 50.0% |