| Metric | 12339845:solusd:triple_med_gx:zlema240_120 | 12339845:SOLUSD |
|---|---|---|
| Time in Market | 14.0% | 100.0% |
| Cumulative Return | 281.31% | 44.29% |
| Max Drawdown | -22.54% | -93.44% |
| Sharpe | 0.54 | 0.29 |
| Sortino | 0.91 | 0.43 |
| Payoff Ratio | 1.27 | 1.14 |
| Profit Factor | 1.28 | 1.05 |
| Common Sense Ratio | 2.3 | 1.05 |
| CPC Index | 0.78 | 0.6 |
| Tail Ratio | 1.8 | 1.0 |
| Outlier Win Ratio | 38.78 | 3.1 |
| Outlier Loss Ratio | 3.19 | 2.79 |
| Volatility (ann.) | 19.43% | 49.51% |
| R^2 | 0.15 | 0.15 |
| Calmar | 1.84 | 0.11 |
| Skew | 3.88 | 0.45 |
| Kurtosis | 86.18 | 10.92 |
| Expected Daily % | 0.02% | 0.01% |
| Expected Monthly % | 2.83% | 0.77% |
| Expected Yearly % | 39.74% | 9.6% |
| Kelly Criterion | 6.78% | 6.39% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.64% | -4.22% |
| Expected Shortfall (cVaR) | -1.64% | -4.22% |
| Year | 12339845:SOLUSD | 12339845:solusd:triple_med_gx:zlema240_120 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -89.52 | 13.98 | -0.16 | + |
| 2023 | 921.46 | 45.76 | 0.05 | - |
| 2024 | 85.41 | 39.17 | 0.46 | - |
| 2025 | -27.33 | 64.92 | -2.37 | + |
| Metric | 12339845:solusd:triple_med_gx:zlema240_120 | 12339845:SOLUSD |
|---|---|---|
| MTD | 0.0% | 2.76% |
| 3M | 7.21% | -36.8% |
| 6M | 21.21% | -14.9% |
| YTD | 64.92% | -27.33% |
| 1Y | 64.92% | -36.69% |
| 3Y (ann.) | 44.21% | 116.03% |
| 5Y (ann.) | 41.44% | 9.96% |
| Metric | 12339845:solusd:triple_med_gx:zlema240_120 | 12339845:SOLUSD |
|---|---|---|
| Max Drawdown | -22.54% | -93.44% |
| Longest DD Days | 302.0 | 703.0 |
| Avg. Drawdown | -8.51% | -13.96% |
| Avg. Drawdown Days | 48.0 | 56.0 |
| Recovery Factor | 12.48 | 0.47 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-04-01 | 2024-11-05 | -22.54 | 218 |
| 2025-01-19 | 2025-04-12 | -21.34 | 83 |
| 2022-11-11 | 2023-01-03 | -20.48 | 53 |
| 2023-01-30 | 2023-11-29 | -19.13 | 302 |
| 2022-08-13 | 2022-11-10 | -18.14 | 89 |
| 2025-05-10 | 2025-09-11 | -17.29 | 124 |
| 2022-07-09 | 2022-08-13 | -17.04 | 34 |
| 2022-06-16 | 2022-06-24 | -15.45 | 8 |
| 2022-02-05 | 2022-03-18 | -14.53 | 41 |
| 2022-06-06 | 2022-06-14 | -13.27 | 7 |
| Metric | 12339845:solusd:triple_med_gx:zlema240_120 | 12339845:SOLUSD |
|---|---|---|
| Best Day | 18.73% | 30.09% |
| Worst Day | -14.23% | -26.94% |
| Best Week | 36.56% | 43.67% |
| Worst Week | -11.73% | -51.66% |
| Best Month | 44.49% | 140.02% |
| Worst Month | -11.73% | -56.44% |
| Best Year | 64.92% | 921.46% |
| Worst Year | 13.98% | -89.52% |
| Avg. Up Day | 2.11% | 2.12% |
| Avg. Down Day | -1.65% | -1.86% |
| Avg. Up Week | 7.7% | 12.2% |
| Avg. Down Week | -3.89% | -8.22% |
| Avg. Up Month | 11.37% | 33.61% |
| Avg. Down Month | -4.97% | -20.22% |
| Win Days % | 47.77% | 50.11% |
| Win Month % | 60.0% | 54.17% |
| Win Week % | 53.12% | 47.32% |
| Win Quarter % | 66.67% | 56.25% |
| Win Year % | 100.0% | 50.0% |