| Metric | 12338199:solusd:triple_med_gx:zlema75_115 | 12338199:SOLUSD |
|---|---|---|
| Time in Market | 8.0% | 100.0% |
| Cumulative Return | 179.31% | 86.56% |
| Max Drawdown | -25.29% | -93.44% |
| Sharpe | 0.61 | 0.34 |
| Sortino | 1.06 | 0.5 |
| Payoff Ratio | 1.38 | 1.2 |
| Profit Factor | 1.48 | 1.05 |
| Common Sense Ratio | NaN | 1.08 |
| CPC Index | 1.01 | 0.63 |
| Tail Ratio | NaN | 1.02 |
| Outlier Win Ratio | 68.97 | 2.75 |
| Outlier Loss Ratio | 3.15 | 2.36 |
| Volatility (ann.) | 13.54% | 50.68% |
| R^2 | 0.07 | 0.07 |
| Calmar | 1.36 | 0.21 |
| Skew | 5.1 | 0.45 |
| Kurtosis | 187.0 | 10.91 |
| Expected Daily % | 0.02% | 0.01% |
| Expected Monthly % | 2.42% | 1.46% |
| Expected Yearly % | 29.28% | 16.87% |
| Kelly Criterion | 12.65% | 8.45% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.14% | -4.32% |
| Expected Shortfall (cVaR) | -1.14% | -4.32% |
| Year | 12338199:SOLUSD | 12338199:solusd:triple_med_gx:zlema75_115 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -89.19 | 39.74 | -0.45 | + |
| 2023 | 921.46 | 69.70 | 0.08 | - |
| 2024 | 85.41 | -13.63 | -0.16 | - |
| 2025 | -8.87 | 36.37 | -4.10 | + |
| Metric | 12338199:solusd:triple_med_gx:zlema75_115 | 12338199:SOLUSD |
|---|---|---|
| MTD | 0.0% | 11.11% |
| 3M | 9.33% | 36.47% |
| 6M | 35.08% | -8.22% |
| YTD | 36.37% | -8.87% |
| 1Y | 23.73% | 7.09% |
| 3Y (ann.) | 42.69% | 63.14% |
| 5Y (ann.) | 34.31% | 19.61% |
| Metric | 12338199:solusd:triple_med_gx:zlema75_115 | 12338199:SOLUSD |
|---|---|---|
| Max Drawdown | -25.29% | -93.44% |
| Longest DD Days | 393.0 | 703.0 |
| Avg. Drawdown | -5.23% | -14.47% |
| Avg. Drawdown Days | 48.0 | 50.0 |
| Recovery Factor | 7.09 | 0.93 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2023-12-20 | 2025-01-17 | -25.29 | 393 |
| 2025-02-04 | 2025-07-17 | -15.15 | 163 |
| 2023-02-02 | 2023-06-10 | -14.10 | 128 |
| 2022-04-14 | 2022-08-11 | -8.12 | 118 |
| 2023-11-25 | 2023-12-20 | -8.09 | 24 |
| 2022-11-10 | 2022-11-10 | -6.73 | 0 |
| 2022-08-11 | 2022-10-14 | -6.12 | 63 |
| 2025-02-02 | 2025-02-03 | -5.74 | 1 |
| 2022-11-11 | 2022-12-30 | -5.48 | 49 |
| 2023-02-01 | 2023-02-01 | -5.12 | 0 |
| Metric | 12338199:solusd:triple_med_gx:zlema75_115 | 12338199:SOLUSD |
|---|---|---|
| Best Day | 18.73% | 30.09% |
| Worst Day | -14.38% | -26.94% |
| Best Week | 24.16% | 43.67% |
| Worst Week | -17.0% | -51.66% |
| Best Month | 35.4% | 140.02% |
| Worst Month | -12.32% | -56.44% |
| Best Year | 69.7% | 921.46% |
| Worst Year | -13.63% | -89.19% |
| Avg. Up Day | 1.99% | 2.01% |
| Avg. Down Day | -1.44% | -1.68% |
| Avg. Up Week | 10.17% | 15.92% |
| Avg. Down Week | -3.56% | -6.74% |
| Avg. Up Month | 12.91% | 46.92% |
| Avg. Down Month | -6.07% | -20.75% |
| Win Days % | 49.31% | 50.14% |
| Win Month % | 60.0% | 53.49% |
| Win Week % | 55.56% | 47.03% |
| Win Quarter % | 69.23% | 60.0% |
| Win Year % | 75.0% | 50.0% |