| Metric | 12336277:solusd:triple_med_gx:zlema80_110 | 12336277:SOLUSD |
|---|---|---|
| Time in Market | 6.0% | 100.0% |
| Cumulative Return | 195.72% | 76.69% |
| Max Drawdown | -17.69% | -93.44% |
| Sharpe | 0.72 | 0.33 |
| Sortino | 1.43 | 0.49 |
| Payoff Ratio | 1.5 | 1.31 |
| Profit Factor | 1.72 | 1.05 |
| Common Sense Ratio | NaN | 1.07 |
| CPC Index | 1.32 | 0.69 |
| Tail Ratio | NaN | 1.02 |
| Outlier Win Ratio | 81.37 | 2.54 |
| Outlier Loss Ratio | 3.23 | 2.18 |
| Volatility (ann.) | 11.72% | 50.68% |
| R^2 | 0.05 | 0.05 |
| Calmar | 2.07 | 0.19 |
| Skew | 9.58 | 0.45 |
| Kurtosis | 260.39 | 10.91 |
| Expected Daily % | 0.02% | 0.01% |
| Expected Monthly % | 2.55% | 1.33% |
| Expected Yearly % | 31.13% | 15.29% |
| Kelly Criterion | 18.25% | 11.98% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.99% | -4.32% |
| Expected Shortfall (cVaR) | -0.99% | -4.32% |
| Year | 12336277:SOLUSD | 12336277:solusd:triple_med_gx:zlema80_110 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -89.76 | 45.63 | -0.51 | + |
| 2023 | 921.46 | 32.32 | 0.04 | - |
| 2024 | 85.41 | 10.12 | 0.12 | - |
| 2025 | -8.87 | 39.36 | -4.44 | + |
| Metric | 12336277:solusd:triple_med_gx:zlema80_110 | 12336277:SOLUSD |
|---|---|---|
| MTD | 0.0% | 11.11% |
| 3M | 3.0% | 36.47% |
| 6M | 39.22% | -8.22% |
| YTD | 39.36% | -8.87% |
| 1Y | 53.62% | 7.09% |
| 3Y (ann.) | 44.28% | 63.14% |
| 5Y (ann.) | 36.53% | 17.76% |
| Metric | 12336277:solusd:triple_med_gx:zlema80_110 | 12336277:SOLUSD |
|---|---|---|
| Max Drawdown | -17.69% | -93.44% |
| Longest DD Days | 346.0 | 703.0 |
| Avg. Drawdown | -3.56% | -14.47% |
| Avg. Drawdown Days | 38.0 | 50.0 |
| Recovery Factor | 11.06 | 0.82 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2023-11-25 | 2024-11-06 | -17.69 | 346 |
| 2023-02-02 | 2023-10-20 | -14.50 | 259 |
| 2025-02-04 | 2025-04-08 | -9.77 | 63 |
| 2024-11-30 | 2025-01-15 | -7.79 | 46 |
| 2022-11-10 | 2022-11-10 | -6.73 | 0 |
| 2022-04-14 | 2022-08-10 | -6.61 | 118 |
| 2025-04-08 | 2025-07-17 | -5.90 | 99 |
| 2022-04-13 | 2022-04-13 | -3.37 | 0 |
| 2025-02-03 | 2025-02-03 | -3.17 | 0 |
| 2022-08-11 | 2022-08-21 | -2.28 | 10 |
| Metric | 12336277:solusd:triple_med_gx:zlema80_110 | 12336277:SOLUSD |
|---|---|---|
| Best Day | 18.73% | 30.09% |
| Worst Day | -6.73% | -26.94% |
| Best Week | 28.27% | 43.67% |
| Worst Week | -10.7% | -51.66% |
| Best Month | 34.25% | 140.02% |
| Worst Month | -8.96% | -56.44% |
| Best Year | 45.63% | 921.46% |
| Worst Year | 10.12% | -89.76% |
| Avg. Up Day | 1.98% | 2.0% |
| Avg. Down Day | -1.31% | -1.53% |
| Avg. Up Week | 10.3% | 14.73% |
| Avg. Down Week | -3.68% | -6.56% |
| Avg. Up Month | 10.69% | 44.43% |
| Avg. Down Month | -4.74% | -15.41% |
| Win Days % | 50.9% | 50.12% |
| Win Month % | 64.29% | 53.49% |
| Win Week % | 65.79% | 47.03% |
| Win Quarter % | 76.92% | 60.0% |
| Win Year % | 100.0% | 50.0% |