| Metric | 12339974:solusd:triple_med_gx:zlema100_120 | 12339974:SOLUSD |
|---|---|---|
| Time in Market | 5.0% | 100.0% |
| Cumulative Return | -4.59% | 22.92% |
| Max Drawdown | -23.26% | -93.54% |
| Sharpe | 0.01 | 0.29 |
| Sortino | 0.01 | 0.42 |
| Payoff Ratio | 1.17 | 1.0 |
| Profit Factor | 1.01 | 1.05 |
| Common Sense Ratio | NaN | 1.06 |
| CPC Index | 0.5 | 0.52 |
| Tail Ratio | NaN | 1.01 |
| Outlier Win Ratio | 125.5 | 2.5 |
| Outlier Loss Ratio | 3.2 | 2.23 |
| Volatility (ann.) | 9.15% | 51.4% |
| R^2 | 0.03 | 0.03 |
| Calmar | -0.06 | 0.07 |
| Skew | 0.35 | 0.43 |
| Kurtosis | 110.22 | 10.66 |
| Expected Daily % | -0.0% | 0.0% |
| Expected Monthly % | -0.11% | 0.5% |
| Expected Yearly % | -1.17% | 5.29% |
| Kelly Criterion | -7.3% | 0.3% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.79% | -4.38% |
| Expected Shortfall (cVaR) | -0.79% | -4.38% |
| Year | 12339974:SOLUSD | 12339974:solusd:triple_med_gx:zlema100_120 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -92.88 | -9.51 | 0.10 | + |
| 2023 | 921.46 | 11.14 | 0.01 | - |
| 2024 | 85.41 | -4.36 | -0.05 | - |
| 2025 | -8.86 | -0.80 | 0.09 | + |
| Metric | 12339974:solusd:triple_med_gx:zlema100_120 | 12339974:SOLUSD |
|---|---|---|
| MTD | 1.3% | 16.63% |
| 3M | 4.09% | 19.37% |
| 6M | -6.46% | -25.37% |
| YTD | -0.8% | -8.86% |
| 1Y | -5.88% | 2.09% |
| 3Y (ann.) | -0.6% | 57.2% |
| 5Y (ann.) | -1.39% | 6.33% |
| Metric | 12339974:solusd:triple_med_gx:zlema100_120 | 12339974:SOLUSD |
|---|---|---|
| Max Drawdown | -23.26% | -93.54% |
| Longest DD Days | 874.0 | 778.0 |
| Avg. Drawdown | -10.76% | -16.7% |
| Avg. Drawdown Days | 243.0 | 71.0 |
| Recovery Factor | -0.2 | 0.25 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-07-16 | 2025-05-29 | -23.26 | 317 |
| 2022-02-21 | 2024-07-15 | -18.10 | 874 |
| 2022-01-26 | 2022-02-21 | -10.13 | 25 |
| 2022-01-25 | 2022-01-26 | -2.08 | 0 |
| 2024-07-15 | 2024-07-15 | -0.25 | 0 |
| Metric | 12339974:solusd:triple_med_gx:zlema100_120 | 12339974:SOLUSD |
|---|---|---|
| Best Day | 8.01% | 30.09% |
| Worst Day | -6.9% | -26.94% |
| Best Week | 8.96% | 43.67% |
| Worst Week | -12.9% | -51.66% |
| Best Month | 9.42% | 140.02% |
| Worst Month | -12.9% | -56.44% |
| Best Year | 11.14% | 921.46% |
| Worst Year | -9.51% | -92.88% |
| Avg. Up Day | 1.73% | 1.77% |
| Avg. Down Day | -1.47% | -1.76% |
| Avg. Up Week | 3.92% | 11.75% |
| Avg. Down Week | -3.64% | -7.24% |
| Avg. Up Month | 3.39% | 36.55% |
| Avg. Down Month | -3.88% | -18.46% |
| Win Days % | 42.08% | 50.1% |
| Win Month % | 54.29% | 51.22% |
| Win Week % | 52.0% | 45.81% |
| Win Quarter % | 50.0% | 50.0% |
| Win Year % | 25.0% | 50.0% |