| Metric | 12340004:solusd:triple_med_gx:zlema130_120 | 12340004:SOLUSD |
|---|---|---|
| Time in Market | 3.0% | 100.0% |
| Cumulative Return | -6.76% | 23.69% |
| Max Drawdown | -16.08% | -93.54% |
| Sharpe | -0.04 | 0.29 |
| Sortino | -0.07 | 0.42 |
| Payoff Ratio | 1.44 | 1.11 |
| Profit Factor | 0.95 | 1.05 |
| Common Sense Ratio | NaN | 1.06 |
| CPC Index | 0.49 | 0.58 |
| Tail Ratio | NaN | 1.01 |
| Outlier Win Ratio | 228.58 | 2.13 |
| Outlier Loss Ratio | 3.16 | 1.97 |
| Volatility (ann.) | 6.71% | 51.41% |
| R^2 | 0.02 | 0.02 |
| Calmar | -0.13 | 0.07 |
| Skew | 3.42 | 0.43 |
| Kurtosis | 289.48 | 10.66 |
| Expected Daily % | -0.0% | 0.0% |
| Expected Monthly % | -0.17% | 0.52% |
| Expected Yearly % | -1.74% | 5.46% |
| Kelly Criterion | -9.15% | 5.37% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.58% | -4.39% |
| Expected Shortfall (cVaR) | -0.58% | -4.39% |
| Year | 12340004:SOLUSD | 12340004:solusd:triple_med_gx:zlema130_120 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -92.83 | -6.35 | 0.07 | + |
| 2023 | 921.46 | 2.14 | 0.00 | - |
| 2024 | 85.41 | 6.40 | 0.07 | - |
| 2025 | -8.86 | -8.39 | 0.95 | + |
| Metric | 12340004:solusd:triple_med_gx:zlema130_120 | 12340004:SOLUSD |
|---|---|---|
| MTD | 0.0% | 16.63% |
| 3M | -1.54% | 19.37% |
| 6M | -8.39% | -25.37% |
| YTD | -8.39% | -8.86% |
| 1Y | -11.34% | 2.09% |
| 3Y (ann.) | 0.19% | 57.2% |
| 5Y (ann.) | -2.06% | 6.53% |
| Metric | 12340004:solusd:triple_med_gx:zlema130_120 | 12340004:SOLUSD |
|---|---|---|
| Max Drawdown | -16.08% | -93.54% |
| Longest DD Days | 360.0 | 778.0 |
| Avg. Drawdown | -8.41% | -16.67% |
| Avg. Drawdown Days | 186.0 | 71.0 |
| Recovery Factor | -0.42 | 0.25 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-08-27 | 2025-05-29 | -16.08 | 275 |
| 2022-03-20 | 2023-01-02 | -14.38 | 288 |
| 2023-05-07 | 2024-05-02 | -10.18 | 360 |
| 2024-05-11 | 2024-08-20 | -6.59 | 100 |
| 2023-02-03 | 2023-05-07 | -3.03 | 92 |
| 2024-05-11 | 2024-05-11 | -0.18 | 0 |
| Metric | 12340004:solusd:triple_med_gx:zlema130_120 | 12340004:SOLUSD |
|---|---|---|
| Best Day | 10.11% | 30.09% |
| Worst Day | -6.68% | -26.94% |
| Best Week | 12.36% | 43.67% |
| Worst Week | -9.02% | -51.66% |
| Best Month | 12.9% | 140.02% |
| Worst Month | -9.02% | -56.44% |
| Best Year | 6.4% | 921.46% |
| Worst Year | -8.39% | -92.83% |
| Avg. Up Day | 1.92% | 2.01% |
| Avg. Down Day | -1.33% | -1.8% |
| Avg. Up Week | 4.24% | 12.17% |
| Avg. Down Week | -3.26% | -10.81% |
| Avg. Up Month | 4.61% | 42.94% |
| Avg. Down Month | -3.2% | -20.19% |
| Win Days % | 35.54% | 50.12% |
| Win Month % | 37.04% | 51.22% |
| Win Week % | 40.54% | 45.81% |
| Win Quarter % | 42.86% | 50.0% |
| Win Year % | 50.0% | 50.0% |