| Metric | 12339617:solusd:triple_med_gx:zlema215_120 | 12339617:SOLUSD |
|---|---|---|
| Time in Market | 13.0% | 100.0% |
| Cumulative Return | 218.63% | 120.7% |
| Max Drawdown | -31.67% | -93.44% |
| Sharpe | 0.53 | 0.36 |
| Sortino | 0.85 | 0.53 |
| Payoff Ratio | 1.23 | 1.09 |
| Profit Factor | 1.25 | 1.06 |
| Common Sense Ratio | 2.31 | 1.07 |
| CPC Index | 0.76 | 0.58 |
| Tail Ratio | 1.84 | 1.01 |
| Outlier Win Ratio | 39.89 | 3.1 |
| Outlier Loss Ratio | 3.04 | 2.77 |
| Volatility (ann.) | 18.3% | 50.15% |
| R^2 | 0.13 | 0.13 |
| Calmar | 1.2 | 0.26 |
| Skew | 2.16 | 0.47 |
| Kurtosis | 65.65 | 11.02 |
| Expected Daily % | 0.02% | 0.02% |
| Expected Monthly % | 2.61% | 1.77% |
| Expected Yearly % | 33.6% | 21.88% |
| Kelly Criterion | 7.96% | 4.51% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.55% | -4.27% |
| Expected Shortfall (cVaR) | -1.55% | -4.27% |
| Year | 12339617:SOLUSD | 12339617:solusd:triple_med_gx:zlema215_120 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -88.97 | 25.66 | -0.29 | + |
| 2023 | 921.46 | 136.09 | 0.15 | - |
| 2024 | 85.41 | -14.48 | -0.17 | - |
| 2025 | 5.60 | 25.58 | 4.57 | + |
| Metric | 12339617:solusd:triple_med_gx:zlema215_120 | 12339617:SOLUSD |
|---|---|---|
| MTD | 0.0% | -0.61% |
| 3M | 6.67% | 26.39% |
| 6M | -0.32% | 38.87% |
| YTD | 25.58% | 5.6% |
| 1Y | 41.7% | 47.35% |
| 3Y (ann.) | 33.62% | 84.92% |
| 5Y (ann.) | 38.04% | 24.64% |
| Metric | 12339617:solusd:triple_med_gx:zlema215_120 | 12339617:SOLUSD |
|---|---|---|
| Max Drawdown | -31.67% | -93.44% |
| Longest DD Days | 264.0 | 703.0 |
| Avg. Drawdown | -6.43% | -12.79% |
| Avg. Drawdown Days | 36.0 | 46.0 |
| Recovery Factor | 6.9 | 1.29 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-19 | 2025-09-01 | -31.67 | 224 |
| 2024-07-16 | 2025-01-18 | -29.95 | 186 |
| 2022-04-14 | 2023-01-03 | -24.45 | 264 |
| 2022-02-01 | 2022-02-28 | -19.37 | 27 |
| 2023-12-22 | 2024-07-15 | -15.00 | 206 |
| 2023-01-29 | 2023-02-02 | -10.68 | 3 |
| 2023-02-02 | 2023-04-26 | -9.63 | 82 |
| 2023-11-25 | 2023-12-21 | -7.76 | 25 |
| 2022-01-30 | 2022-01-31 | -6.31 | 1 |
| 2023-04-26 | 2023-06-10 | -6.26 | 44 |
| Metric | 12339617:solusd:triple_med_gx:zlema215_120 | 12339617:SOLUSD |
|---|---|---|
| Best Day | 18.52% | 30.09% |
| Worst Day | -14.23% | -26.94% |
| Best Week | 29.06% | 43.67% |
| Worst Week | -24.12% | -51.66% |
| Best Month | 40.72% | 140.02% |
| Worst Month | -25.1% | -56.44% |
| Best Year | 136.09% | 921.46% |
| Worst Year | -14.48% | -88.97% |
| Avg. Up Day | 2.05% | 2.07% |
| Avg. Down Day | -1.67% | -1.89% |
| Avg. Up Week | 9.88% | 13.69% |
| Avg. Down Week | -4.27% | -8.01% |
| Avg. Up Month | 14.98% | 36.86% |
| Avg. Down Month | -7.59% | -21.46% |
| Win Days % | 49.19% | 50.16% |
| Win Month % | 51.35% | 53.33% |
| Win Week % | 50.0% | 48.44% |
| Win Quarter % | 60.0% | 60.0% |
| Win Year % | 75.0% | 75.0% |