| Metric | 12339797:solusd:triple_med_gx:zlema275_120 | 12339797:SOLUSD |
|---|---|---|
| Time in Market | 16.0% | 100.0% |
| Cumulative Return | 101.89% | 63.84% |
| Max Drawdown | -39.81% | -93.44% |
| Sharpe | 0.36 | 0.33 |
| Sortino | 0.58 | 0.48 |
| Payoff Ratio | 1.21 | 1.12 |
| Profit Factor | 1.16 | 1.05 |
| Common Sense Ratio | 1.62 | 1.07 |
| CPC Index | 0.66 | 0.59 |
| Tail Ratio | 1.4 | 1.02 |
| Outlier Win Ratio | 35.53 | 3.11 |
| Outlier Loss Ratio | 3.3 | 2.86 |
| Volatility (ann.) | 20.38% | 51.05% |
| R^2 | 0.16 | 0.16 |
| Calmar | 0.59 | 0.17 |
| Skew | 2.9 | 0.47 |
| Kurtosis | 68.9 | 11.04 |
| Expected Daily % | 0.01% | 0.01% |
| Expected Monthly % | 1.77% | 1.24% |
| Expected Yearly % | 19.2% | 13.14% |
| Kelly Criterion | 3.85% | 5.64% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.73% | -4.35% |
| Expected Shortfall (cVaR) | -1.73% | -4.35% |
| Year | 12339797:SOLUSD | 12339797:solusd:triple_med_gx:zlema275_120 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -90.51 | -16.77 | 0.19 | + |
| 2023 | 921.46 | 33.65 | 0.04 | - |
| 2024 | 85.41 | 37.53 | 0.44 | - |
| 2025 | -8.86 | 31.97 | -3.61 | + |
| Metric | 12339797:solusd:triple_med_gx:zlema275_120 | 12339797:SOLUSD |
|---|---|---|
| MTD | 13.96% | 16.63% |
| 3M | 38.44% | 19.37% |
| 6M | 29.62% | -25.37% |
| YTD | 31.97% | -8.86% |
| 1Y | 80.5% | 2.09% |
| 3Y (ann.) | 23.35% | 57.2% |
| 5Y (ann.) | 23.61% | 16.06% |
| Metric | 12339797:solusd:triple_med_gx:zlema275_120 | 12339797:SOLUSD |
|---|---|---|
| Max Drawdown | -39.81% | -93.44% |
| Longest DD Days | 709.0 | 703.0 |
| Avg. Drawdown | -7.15% | -13.81% |
| Avg. Drawdown Days | 52.0 | 50.0 |
| Recovery Factor | 2.56 | 0.68 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-03-18 | 2024-02-26 | -39.81 | 709 |
| 2024-04-01 | 2024-11-05 | -32.59 | 218 |
| 2025-01-19 | 2025-05-08 | -28.56 | 109 |
| 2022-02-21 | 2022-03-02 | -14.12 | 8 |
| 2024-11-08 | 2025-01-18 | -9.06 | 70 |
| 2025-05-23 | 2025-05-29 | -6.22 | 6 |
| 2022-02-19 | 2022-02-21 | -6.06 | 1 |
| 2022-03-17 | 2022-03-18 | -5.35 | 0 |
| 2022-03-02 | 2022-03-15 | -3.99 | 13 |
| 2024-03-30 | 2024-03-31 | -2.26 | 1 |
| Metric | 12339797:solusd:triple_med_gx:zlema275_120 | 12339797:SOLUSD |
|---|---|---|
| Best Day | 18.73% | 30.09% |
| Worst Day | -14.23% | -26.94% |
| Best Week | 23.18% | 43.67% |
| Worst Week | -18.66% | -51.66% |
| Best Month | 33.28% | 140.02% |
| Worst Month | -14.51% | -56.44% |
| Best Year | 37.53% | 921.46% |
| Worst Year | -16.77% | -90.51% |
| Avg. Up Day | 1.97% | 1.98% |
| Avg. Down Day | -1.63% | -1.77% |
| Avg. Up Week | 7.81% | 14.16% |
| Avg. Down Week | -4.47% | -7.65% |
| Avg. Up Month | 13.46% | 42.41% |
| Avg. Down Month | -6.3% | -18.89% |
| Win Days % | 47.3% | 50.1% |
| Win Month % | 45.71% | 50.0% |
| Win Week % | 46.15% | 46.33% |
| Win Quarter % | 50.0% | 57.14% |
| Win Year % | 75.0% | 50.0% |