| Metric | 12338230:solusd:triple_med_gx:zlema75_115 | 12338230:SOLUSD |
|---|---|---|
| Time in Market | 7.0% | 100.0% |
| Cumulative Return | 163.06% | 76.69% |
| Max Drawdown | -25.58% | -93.44% |
| Sharpe | 0.59 | 0.33 |
| Sortino | 1.03 | 0.49 |
| Payoff Ratio | 1.37 | 1.19 |
| Profit Factor | 1.49 | 1.05 |
| Common Sense Ratio | NaN | 1.07 |
| CPC Index | 1.02 | 0.63 |
| Tail Ratio | NaN | 1.02 |
| Outlier Win Ratio | 71.83 | 2.65 |
| Outlier Loss Ratio | 3.11 | 2.31 |
| Volatility (ann.) | 13.18% | 50.68% |
| R^2 | 0.07 | 0.07 |
| Calmar | 1.25 | 0.19 |
| Skew | 5.37 | 0.45 |
| Kurtosis | 206.71 | 10.91 |
| Expected Daily % | 0.02% | 0.01% |
| Expected Monthly % | 2.27% | 1.33% |
| Expected Yearly % | 27.35% | 15.29% |
| Kelly Criterion | 13.17% | 8.16% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.11% | -4.32% |
| Expected Shortfall (cVaR) | -1.11% | -4.32% |
| Year | 12338230:SOLUSD | 12338230:solusd:triple_med_gx:zlema75_115 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -89.76 | 35.43 | -0.39 | + |
| 2023 | 921.46 | 67.39 | 0.07 | - |
| 2024 | 85.41 | -10.59 | -0.12 | - |
| 2025 | -8.87 | 29.78 | -3.36 | + |
| Metric | 12338230:solusd:triple_med_gx:zlema75_115 | 12338230:SOLUSD |
|---|---|---|
| MTD | 0.0% | 11.11% |
| 3M | 1.7% | 36.47% |
| 6M | 28.56% | -8.22% |
| YTD | 29.78% | -8.87% |
| 1Y | 16.12% | 7.09% |
| 3Y (ann.) | 39.64% | 63.14% |
| 5Y (ann.) | 32.02% | 17.76% |
| Metric | 12338230:solusd:triple_med_gx:zlema75_115 | 12338230:SOLUSD |
|---|---|---|
| Max Drawdown | -25.58% | -93.44% |
| Longest DD Days | 255.0 | 703.0 |
| Avg. Drawdown | -5.13% | -14.47% |
| Avg. Drawdown Days | 43.0 | 50.0 |
| Recovery Factor | 6.37 | 0.82 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-05-06 | 2025-01-16 | -25.58 | 255 |
| 2023-02-02 | 2023-06-10 | -13.42 | 127 |
| 2025-02-04 | 2025-07-17 | -13.19 | 163 |
| 2024-01-06 | 2024-03-31 | -10.68 | 85 |
| 2023-11-25 | 2023-12-20 | -7.76 | 24 |
| 2022-04-14 | 2022-08-11 | -7.66 | 118 |
| 2022-11-10 | 2022-11-10 | -6.73 | 0 |
| 2025-02-02 | 2025-02-03 | -5.74 | 1 |
| 2022-08-11 | 2022-11-10 | -5.62 | 90 |
| 2024-04-01 | 2024-05-06 | -5.08 | 35 |
| Metric | 12338230:solusd:triple_med_gx:zlema75_115 | 12338230:SOLUSD |
|---|---|---|
| Best Day | 18.73% | 30.09% |
| Worst Day | -14.38% | -26.94% |
| Best Week | 25.8% | 43.67% |
| Worst Week | -17.0% | -51.66% |
| Best Month | 35.4% | 140.02% |
| Worst Month | -17.0% | -56.44% |
| Best Year | 67.39% | 921.46% |
| Worst Year | -10.59% | -89.76% |
| Avg. Up Day | 1.95% | 1.96% |
| Avg. Down Day | -1.43% | -1.65% |
| Avg. Up Week | 10.72% | 16.3% |
| Avg. Down Week | -3.46% | -8.66% |
| Avg. Up Month | 11.92% | 46.92% |
| Avg. Down Month | -5.69% | -20.75% |
| Win Days % | 49.85% | 50.12% |
| Win Month % | 60.0% | 53.49% |
| Win Week % | 58.97% | 47.03% |
| Win Quarter % | 69.23% | 60.0% |
| Win Year % | 75.0% | 50.0% |