| Metric | 12339977:solusd:triple_med_gx:zlema115_120 | 12339977:SOLUSD |
|---|---|---|
| Time in Market | 3.0% | 100.0% |
| Cumulative Return | 2.85% | 22.92% |
| Max Drawdown | -15.13% | -93.54% |
| Sharpe | 0.06 | 0.29 |
| Sortino | 0.12 | 0.42 |
| Payoff Ratio | 1.8 | 1.35 |
| Profit Factor | 1.09 | 1.05 |
| Common Sense Ratio | NaN | 1.06 |
| CPC Index | 0.62 | 0.71 |
| Tail Ratio | NaN | 1.01 |
| Outlier Win Ratio | 260.03 | 2.13 |
| Outlier Loss Ratio | 3.93 | 1.97 |
| Volatility (ann.) | 6.74% | 51.4% |
| R^2 | 0.02 | 0.02 |
| Calmar | 0.06 | 0.07 |
| Skew | 20.92 | 0.43 |
| Kurtosis | 1160.89 | 10.66 |
| Expected Daily % | 0.0% | 0.0% |
| Expected Monthly % | 0.07% | 0.5% |
| Expected Yearly % | 0.7% | 5.29% |
| Kelly Criterion | -6.16% | 13.07% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.58% | -4.38% |
| Expected Shortfall (cVaR) | -0.58% | -4.38% |
| Year | 12339977:SOLUSD | 12339977:solusd:triple_med_gx:zlema115_120 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -92.88 | -2.21 | 0.02 | + |
| 2023 | 921.46 | 2.91 | 0.00 | - |
| 2024 | 85.41 | -0.61 | -0.01 | - |
| 2025 | -8.86 | 2.83 | -0.32 | + |
| Metric | 12339977:solusd:triple_med_gx:zlema115_120 | 12339977:SOLUSD |
|---|---|---|
| MTD | 1.66% | 16.63% |
| 3M | 3.36% | 19.37% |
| 6M | -1.14% | -25.37% |
| YTD | 2.83% | -8.86% |
| 1Y | 1.26% | 2.09% |
| 3Y (ann.) | 1.88% | 57.2% |
| 5Y (ann.) | 0.84% | 6.33% |
| Metric | 12339977:solusd:triple_med_gx:zlema115_120 | 12339977:SOLUSD |
|---|---|---|
| Max Drawdown | -15.13% | -93.54% |
| Longest DD Days | 1053.0 | 778.0 |
| Avg. Drawdown | -7.85% | -16.7% |
| Avg. Drawdown Days | 300.0 | 71.0 |
| Recovery Factor | 0.19 | 0.25 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-07-10 | 2025-05-29 | -15.13 | 1053 |
| 2022-01-19 | 2022-02-21 | -7.19 | 33 |
| 2022-02-21 | 2022-06-15 | -6.55 | 114 |
| 2022-01-17 | 2022-01-18 | -2.53 | 1 |
| Metric | 12339977:solusd:triple_med_gx:zlema115_120 | 12339977:SOLUSD |
|---|---|---|
| Best Day | 16.97% | 30.09% |
| Worst Day | -6.9% | -26.94% |
| Best Week | 16.76% | 43.67% |
| Worst Week | -7.06% | -51.66% |
| Best Month | 16.76% | 140.02% |
| Worst Month | -7.06% | -56.44% |
| Best Year | 2.91% | 921.46% |
| Worst Year | -2.21% | -92.88% |
| Avg. Up Day | 2.08% | 2.19% |
| Avg. Down Day | -1.16% | -1.63% |
| Avg. Up Week | 2.17% | 12.27% |
| Avg. Down Week | -2.68% | -10.25% |
| Avg. Up Month | 1.83% | 24.65% |
| Avg. Down Month | -3.03% | -28.1% |
| Win Days % | 31.82% | 50.1% |
| Win Month % | 51.72% | 51.22% |
| Win Week % | 48.65% | 45.81% |
| Win Quarter % | 53.85% | 50.0% |
| Win Year % | 50.0% | 50.0% |