| Metric | 12336306:solusd:triple_med_gx:zlema70_110 | 12336306:SOLUSD |
|---|---|---|
| Time in Market | 7.0% | 100.0% |
| Cumulative Return | 117.71% | 72.37% |
| Max Drawdown | -25.26% | -93.44% |
| Sharpe | 0.5 | 0.33 |
| Sortino | 0.83 | 0.49 |
| Payoff Ratio | 1.25 | 1.08 |
| Profit Factor | 1.39 | 1.05 |
| Common Sense Ratio | NaN | 1.07 |
| CPC Index | 0.87 | 0.57 |
| Tail Ratio | NaN | 1.02 |
| Outlier Win Ratio | 73.06 | 2.63 |
| Outlier Loss Ratio | 3.02 | 2.36 |
| Volatility (ann.) | 12.97% | 50.67% |
| R^2 | 0.07 | 0.07 |
| Calmar | 0.99 | 0.18 |
| Skew | 5.16 | 0.45 |
| Kurtosis | 215.58 | 10.93 |
| Expected Daily % | 0.02% | 0.01% |
| Expected Monthly % | 1.83% | 1.27% |
| Expected Yearly % | 21.47% | 14.58% |
| Kelly Criterion | 10.46% | 3.85% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.1% | -4.32% |
| Expected Shortfall (cVaR) | -1.1% | -4.32% |
| Year | 12336306:SOLUSD | 12336306:solusd:triple_med_gx:zlema70_110 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -90.01 | 35.22 | -0.39 | + |
| 2023 | 921.46 | 57.65 | 0.06 | - |
| 2024 | 85.41 | -13.02 | -0.15 | - |
| 2025 | -8.87 | 17.40 | -1.96 | + |
| Metric | 12336306:solusd:triple_med_gx:zlema70_110 | 12336306:SOLUSD |
|---|---|---|
| MTD | 0.0% | 11.11% |
| 3M | 1.76% | 36.47% |
| 6M | 14.81% | -8.22% |
| YTD | 17.4% | -8.87% |
| 1Y | 10.88% | 7.09% |
| 3Y (ann.) | 30.18% | 63.14% |
| 5Y (ann.) | 25.06% | 16.94% |
| Metric | 12336306:solusd:triple_med_gx:zlema70_110 | 12336306:SOLUSD |
|---|---|---|
| Max Drawdown | -25.26% | -93.44% |
| Longest DD Days | 377.0 | 703.0 |
| Avg. Drawdown | -4.75% | -14.4% |
| Avg. Drawdown Days | 43.0 | 50.0 |
| Recovery Factor | 4.66 | 0.77 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-01-04 | 2025-01-16 | -25.26 | 377 |
| 2025-02-04 | 2025-07-17 | -12.19 | 163 |
| 2023-02-02 | 2023-06-10 | -11.87 | 127 |
| 2022-04-14 | 2022-10-13 | -11.43 | 182 |
| 2023-11-25 | 2023-12-20 | -8.09 | 24 |
| 2025-02-02 | 2025-02-03 | -7.34 | 1 |
| 2022-11-10 | 2022-11-10 | -6.73 | 0 |
| 2022-04-12 | 2022-04-14 | -4.21 | 1 |
| 2023-02-01 | 2023-02-01 | -3.91 | 0 |
| 2022-10-14 | 2022-11-10 | -3.90 | 26 |
| Metric | 12336306:solusd:triple_med_gx:zlema70_110 | 12336306:SOLUSD |
|---|---|---|
| Best Day | 18.73% | 30.09% |
| Worst Day | -14.38% | -26.94% |
| Best Week | 25.8% | 43.67% |
| Worst Week | -17.06% | -51.66% |
| Best Month | 25.75% | 140.02% |
| Worst Month | -17.06% | -56.44% |
| Best Year | 57.65% | 921.46% |
| Worst Year | -13.02% | -90.01% |
| Avg. Up Day | 1.88% | 1.89% |
| Avg. Down Day | -1.5% | -1.76% |
| Avg. Up Week | 8.25% | 16.3% |
| Avg. Down Week | -2.88% | -6.64% |
| Avg. Up Month | 9.77% | 45.38% |
| Avg. Down Month | -6.04% | -18.06% |
| Win Days % | 50.29% | 50.11% |
| Win Month % | 58.62% | 51.16% |
| Win Week % | 53.66% | 47.03% |
| Win Quarter % | 76.92% | 60.0% |
| Win Year % | 75.0% | 50.0% |