| Metric | 12338229:solusd:triple_med_gx:zlema70_115 | 12338229:SOLUSD |
|---|---|---|
| Time in Market | 8.0% | 100.0% |
| Cumulative Return | 184.96% | 76.69% |
| Max Drawdown | -26.77% | -93.44% |
| Sharpe | 0.62 | 0.33 |
| Sortino | 1.07 | 0.49 |
| Payoff Ratio | 1.35 | 1.11 |
| Profit Factor | 1.47 | 1.05 |
| Common Sense Ratio | NaN | 1.07 |
| CPC Index | 0.99 | 0.58 |
| Tail Ratio | NaN | 1.02 |
| Outlier Win Ratio | 67.22 | 2.78 |
| Outlier Loss Ratio | 3.16 | 2.37 |
| Volatility (ann.) | 13.62% | 50.68% |
| R^2 | 0.07 | 0.07 |
| Calmar | 1.31 | 0.19 |
| Skew | 4.94 | 0.45 |
| Kurtosis | 181.88 | 10.91 |
| Expected Daily % | 0.02% | 0.01% |
| Expected Monthly % | 2.47% | 1.33% |
| Expected Yearly % | 29.93% | 15.29% |
| Kelly Criterion | 12.84% | 5.11% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.15% | -4.32% |
| Expected Shortfall (cVaR) | -1.15% | -4.32% |
| Year | 12338229:SOLUSD | 12338229:solusd:triple_med_gx:zlema70_115 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -89.76 | 39.78 | -0.44 | + |
| 2023 | 921.46 | 77.11 | 0.08 | - |
| 2024 | 85.41 | -12.51 | -0.15 | - |
| 2025 | -8.87 | 31.56 | -3.56 | + |
| Metric | 12338229:solusd:triple_med_gx:zlema70_115 | 12338229:SOLUSD |
|---|---|---|
| MTD | 0.0% | 11.11% |
| 3M | 5.22% | 36.47% |
| 6M | 23.94% | -8.22% |
| YTD | 31.56% | -8.87% |
| 1Y | 22.06% | 7.09% |
| 3Y (ann.) | 42.16% | 63.14% |
| 5Y (ann.) | 35.08% | 17.76% |
| Metric | 12338229:solusd:triple_med_gx:zlema70_115 | 12338229:SOLUSD |
|---|---|---|
| Max Drawdown | -26.77% | -93.44% |
| Longest DD Days | 392.0 | 703.0 |
| Avg. Drawdown | -4.96% | -14.47% |
| Avg. Drawdown Days | 42.0 | 50.0 |
| Recovery Factor | 6.91 | 0.82 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2023-12-20 | 2025-01-15 | -26.77 | 392 |
| 2023-02-02 | 2023-06-10 | -14.29 | 127 |
| 2025-02-04 | 2025-07-17 | -13.19 | 163 |
| 2023-11-25 | 2023-12-20 | -7.76 | 24 |
| 2022-04-14 | 2022-08-11 | -7.66 | 118 |
| 2022-08-11 | 2022-10-14 | -7.54 | 63 |
| 2025-02-02 | 2025-02-03 | -7.34 | 1 |
| 2022-11-10 | 2022-11-10 | -6.73 | 0 |
| 2022-11-11 | 2022-12-30 | -5.48 | 49 |
| 2023-02-01 | 2023-02-01 | -5.12 | 0 |
| Metric | 12338229:solusd:triple_med_gx:zlema70_115 | 12338229:SOLUSD |
|---|---|---|
| Best Day | 18.73% | 30.09% |
| Worst Day | -14.38% | -26.94% |
| Best Week | 24.31% | 43.67% |
| Worst Week | -17.0% | -51.66% |
| Best Month | 34.96% | 140.02% |
| Worst Month | -17.0% | -56.44% |
| Best Year | 77.11% | 921.46% |
| Worst Year | -12.51% | -89.76% |
| Avg. Up Day | 1.94% | 1.95% |
| Avg. Down Day | -1.44% | -1.76% |
| Avg. Up Week | 10.07% | 16.33% |
| Avg. Down Week | -3.18% | -7.46% |
| Avg. Up Month | 11.51% | 44.08% |
| Avg. Down Month | -5.13% | -19.39% |
| Win Days % | 50.0% | 50.12% |
| Win Month % | 60.0% | 53.49% |
| Win Week % | 55.81% | 47.03% |
| Win Quarter % | 61.54% | 60.0% |
| Win Year % | 75.0% | 50.0% |