| Metric | 12340003:solusd:triple_med_gx:zlema125_120 | 12340003:SOLUSD |
|---|---|---|
| Time in Market | 3.0% | 100.0% |
| Cumulative Return | 3.75% | 23.69% |
| Max Drawdown | -15.36% | -93.54% |
| Sharpe | 0.07 | 0.29 |
| Sortino | 0.13 | 0.42 |
| Payoff Ratio | 1.57 | 1.28 |
| Profit Factor | 1.09 | 1.05 |
| Common Sense Ratio | NaN | 1.06 |
| CPC Index | 0.6 | 0.67 |
| Tail Ratio | NaN | 1.01 |
| Outlier Win Ratio | 207.95 | 2.13 |
| Outlier Loss Ratio | 2.91 | 1.97 |
| Volatility (ann.) | 8.0% | 51.41% |
| R^2 | 0.02 | 0.02 |
| Calmar | 0.07 | 0.07 |
| Skew | 14.81 | 0.43 |
| Kurtosis | 712.77 | 10.66 |
| Expected Daily % | 0.0% | 0.0% |
| Expected Monthly % | 0.09% | 0.52% |
| Expected Yearly % | 0.92% | 5.46% |
| Kelly Criterion | -6.59% | 11.02% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.69% | -4.39% |
| Expected Shortfall (cVaR) | -0.69% | -4.39% |
| Year | 12340003:SOLUSD | 12340003:solusd:triple_med_gx:zlema125_120 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -92.83 | 1.77 | -0.02 | + |
| 2023 | 921.46 | 5.01 | 0.01 | - |
| 2024 | 85.41 | -2.57 | -0.03 | - |
| 2025 | -8.86 | -0.37 | 0.04 | + |
| Metric | 12340003:solusd:triple_med_gx:zlema125_120 | 12340003:SOLUSD |
|---|---|---|
| MTD | 0.0% | 16.63% |
| 3M | -0.13% | 19.37% |
| 6M | -0.37% | -25.37% |
| YTD | -0.37% | -8.86% |
| 1Y | -4.7% | 2.09% |
| 3Y (ann.) | 2.86% | 57.2% |
| 5Y (ann.) | 1.1% | 6.53% |
| Metric | 12340003:solusd:triple_med_gx:zlema125_120 | 12340003:SOLUSD |
|---|---|---|
| Max Drawdown | -15.36% | -93.54% |
| Longest DD Days | 726.0 | 778.0 |
| Avg. Drawdown | -7.93% | -16.67% |
| Avg. Drawdown Days | 217.0 | 71.0 |
| Recovery Factor | 0.24 | 0.25 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-06-16 | 2023-01-02 | -15.36 | 200 |
| 2023-06-02 | 2025-05-29 | -12.97 | 726 |
| 2022-03-20 | 2022-06-15 | -8.49 | 87 |
| 2023-02-25 | 2023-05-07 | -2.64 | 71 |
| 2022-02-27 | 2022-02-27 | -0.18 | 0 |
| Metric | 12340003:solusd:triple_med_gx:zlema125_120 | 12340003:SOLUSD |
|---|---|---|
| Best Day | 17.18% | 30.09% |
| Worst Day | -7.13% | -26.94% |
| Best Week | 9.91% | 43.67% |
| Worst Week | -6.5% | -51.66% |
| Best Month | 9.91% | 140.02% |
| Worst Month | -5.87% | -56.44% |
| Best Year | 5.01% | 921.46% |
| Worst Year | -2.57% | -92.83% |
| Avg. Up Day | 2.46% | 2.54% |
| Avg. Down Day | -1.57% | -1.99% |
| Avg. Up Week | 3.2% | 14.21% |
| Avg. Down Week | -3.13% | -10.24% |
| Avg. Up Month | 3.56% | 33.62% |
| Avg. Down Month | -2.48% | -18.82% |
| Win Days % | 34.91% | 50.12% |
| Win Month % | 40.74% | 51.22% |
| Win Week % | 45.71% | 45.81% |
| Win Quarter % | 46.15% | 50.0% |
| Win Year % | 50.0% | 50.0% |