| Metric | 12336244:solusd:triple_med_gx:zlema80_110 | 12336244:SOLUSD |
|---|---|---|
| Time in Market | 6.0% | 100.0% |
| Cumulative Return | 262.9% | 86.56% |
| Max Drawdown | -15.58% | -93.44% |
| Sharpe | 0.84 | 0.34 |
| Sortino | 1.74 | 0.5 |
| Payoff Ratio | 1.53 | 1.31 |
| Profit Factor | 1.86 | 1.05 |
| Common Sense Ratio | NaN | 1.08 |
| CPC Index | 1.49 | 0.69 |
| Tail Ratio | NaN | 1.02 |
| Outlier Win Ratio | 78.0 | 2.6 |
| Outlier Loss Ratio | 3.29 | 2.18 |
| Volatility (ann.) | 11.86% | 50.68% |
| R^2 | 0.05 | 0.05 |
| Calmar | 2.88 | 0.21 |
| Skew | 9.82 | 0.45 |
| Kurtosis | 250.33 | 10.91 |
| Expected Daily % | 0.03% | 0.01% |
| Expected Monthly % | 3.04% | 1.46% |
| Expected Yearly % | 38.02% | 16.87% |
| Kelly Criterion | 21.3% | 12.15% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.99% | -4.32% |
| Expected Shortfall (cVaR) | -0.99% | -4.32% |
| Year | 12336244:SOLUSD | 12336244:solusd:triple_med_gx:zlema80_110 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -89.19 | 39.65 | -0.44 | + |
| 2023 | 921.46 | 49.48 | 0.05 | - |
| 2024 | 85.41 | 9.03 | 0.11 | - |
| 2025 | -8.87 | 59.45 | -6.71 | + |
| Metric | 12336244:solusd:triple_med_gx:zlema80_110 | 12336244:SOLUSD |
|---|---|---|
| MTD | 0.0% | 11.11% |
| 3M | 7.31% | 36.47% |
| 6M | 59.3% | -8.22% |
| YTD | 59.45% | -8.87% |
| 1Y | 63.17% | 7.09% |
| 3Y (ann.) | 54.59% | 63.14% |
| 5Y (ann.) | 44.8% | 19.61% |
| Metric | 12336244:solusd:triple_med_gx:zlema80_110 | 12336244:SOLUSD |
|---|---|---|
| Max Drawdown | -15.58% | -93.44% |
| Longest DD Days | 184.0 | 703.0 |
| Avg. Drawdown | -3.21% | -14.47% |
| Avg. Drawdown Days | 24.0 | 50.0 |
| Recovery Factor | 16.88 | 0.93 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-05-06 | 2024-11-07 | -15.58 | 184 |
| 2023-02-02 | 2023-07-26 | -13.07 | 173 |
| 2024-11-08 | 2025-01-15 | -8.59 | 68 |
| 2024-01-06 | 2024-03-30 | -7.54 | 84 |
| 2022-11-10 | 2022-11-10 | -6.73 | 0 |
| 2022-04-14 | 2022-08-10 | -6.61 | 118 |
| 2025-04-08 | 2025-05-25 | -5.90 | 47 |
| 2025-02-02 | 2025-02-03 | -5.74 | 1 |
| 2025-03-15 | 2025-04-07 | -5.63 | 23 |
| 2023-11-25 | 2023-12-20 | -4.04 | 24 |
| Metric | 12336244:solusd:triple_med_gx:zlema80_110 | 12336244:SOLUSD |
|---|---|---|
| Best Day | 18.73% | 30.09% |
| Worst Day | -6.73% | -26.94% |
| Best Week | 26.23% | 43.67% |
| Worst Week | -6.86% | -51.66% |
| Best Month | 34.25% | 140.02% |
| Worst Month | -6.86% | -56.44% |
| Best Year | 59.45% | 921.46% |
| Worst Year | 9.03% | -89.19% |
| Avg. Up Day | 1.97% | 1.99% |
| Avg. Down Day | -1.29% | -1.52% |
| Avg. Up Week | 8.88% | 15.46% |
| Avg. Down Week | -2.6% | -5.45% |
| Avg. Up Month | 11.23% | 46.92% |
| Avg. Down Month | -3.99% | -15.41% |
| Win Days % | 52.41% | 50.14% |
| Win Month % | 65.52% | 53.49% |
| Win Week % | 65.85% | 47.03% |
| Win Quarter % | 84.62% | 60.0% |
| Win Year % | 100.0% | 50.0% |