| Metric | 12336274:solusd:triple_med_gx:zlema75_110 | 12336274:SOLUSD |
|---|---|---|
| Time in Market | 7.0% | 100.0% |
| Cumulative Return | 197.43% | 76.69% |
| Max Drawdown | -14.06% | -93.44% |
| Sharpe | 0.69 | 0.33 |
| Sortino | 1.34 | 0.49 |
| Payoff Ratio | 1.44 | 1.25 |
| Profit Factor | 1.62 | 1.05 |
| Common Sense Ratio | NaN | 1.07 |
| CPC Index | 1.18 | 0.66 |
| Tail Ratio | NaN | 1.02 |
| Outlier Win Ratio | 75.05 | 2.61 |
| Outlier Loss Ratio | 3.2 | 2.29 |
| Volatility (ann.) | 12.39% | 50.68% |
| R^2 | 0.06 | 0.06 |
| Calmar | 2.61 | 0.19 |
| Skew | 8.58 | 0.45 |
| Kurtosis | 216.36 | 10.91 |
| Expected Daily % | 0.02% | 0.01% |
| Expected Monthly % | 2.57% | 1.33% |
| Expected Yearly % | 31.33% | 15.29% |
| Kelly Criterion | 16.29% | 10.11% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.04% | -4.32% |
| Expected Shortfall (cVaR) | -1.04% | -4.32% |
| Year | 12336274:SOLUSD | 12336274:solusd:triple_med_gx:zlema75_110 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -89.76 | 42.80 | -0.48 | + |
| 2023 | 921.46 | 56.70 | 0.06 | - |
| 2024 | 85.41 | 2.05 | 0.02 | - |
| 2025 | -8.87 | 30.26 | -3.41 | + |
| Metric | 12336274:solusd:triple_med_gx:zlema75_110 | 12336274:SOLUSD |
|---|---|---|
| MTD | 0.0% | 11.11% |
| 3M | 3.0% | 36.47% |
| 6M | 29.02% | -8.22% |
| YTD | 30.26% | -8.87% |
| 1Y | 36.41% | 7.09% |
| 3Y (ann.) | 45.6% | 63.14% |
| 5Y (ann.) | 36.76% | 17.76% |
| Metric | 12336274:solusd:triple_med_gx:zlema75_110 | 12336274:SOLUSD |
|---|---|---|
| Max Drawdown | -14.06% | -93.44% |
| Longest DD Days | 346.0 | 703.0 |
| Avg. Drawdown | -4.25% | -14.47% |
| Avg. Drawdown Days | 44.0 | 50.0 |
| Recovery Factor | 14.04 | 0.82 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-02-04 | 2025-07-17 | -14.06 | 163 |
| 2023-11-25 | 2024-11-06 | -13.93 | 346 |
| 2023-02-02 | 2023-07-26 | -13.11 | 173 |
| 2022-04-14 | 2022-10-14 | -11.54 | 182 |
| 2024-11-08 | 2025-01-16 | -10.22 | 68 |
| 2022-11-10 | 2022-11-10 | -6.73 | 0 |
| 2025-02-02 | 2025-02-03 | -5.74 | 1 |
| 2022-04-12 | 2022-04-14 | -4.38 | 1 |
| 2023-10-18 | 2023-10-19 | -3.22 | 1 |
| 2023-07-27 | 2023-10-16 | -2.99 | 81 |
| Metric | 12336274:solusd:triple_med_gx:zlema75_110 | 12336274:SOLUSD |
|---|---|---|
| Best Day | 18.73% | 30.09% |
| Worst Day | -6.73% | -26.94% |
| Best Week | 25.8% | 43.67% |
| Worst Week | -10.7% | -51.66% |
| Best Month | 35.4% | 140.02% |
| Worst Month | -10.57% | -56.44% |
| Best Year | 56.7% | 921.46% |
| Worst Year | 2.05% | -89.76% |
| Avg. Up Day | 1.98% | 2.0% |
| Avg. Down Day | -1.38% | -1.6% |
| Avg. Up Week | 10.0% | 16.3% |
| Avg. Down Week | -4.22% | -7.52% |
| Avg. Up Month | 11.16% | 46.92% |
| Avg. Down Month | -4.81% | -18.37% |
| Win Days % | 50.65% | 50.12% |
| Win Month % | 62.07% | 53.49% |
| Win Week % | 64.1% | 47.03% |
| Win Quarter % | 69.23% | 60.0% |
| Win Year % | 100.0% | 50.0% |