| Metric | 12340017:solusd:triple_med_gx:zlema75_120 | 12340017:SOLUSD |
|---|---|---|
| Time in Market | 10.0% | 100.0% |
| Cumulative Return | 63.61% | 21.75% |
| Max Drawdown | -27.48% | -93.54% |
| Sharpe | 0.32 | 0.28 |
| Sortino | 0.49 | 0.42 |
| Payoff Ratio | 1.19 | 0.97 |
| Profit Factor | 1.17 | 1.05 |
| Common Sense Ratio | 0.0 | 1.06 |
| CPC Index | 0.67 | 0.51 |
| Tail Ratio | 0.0 | 1.01 |
| Outlier Win Ratio | 56.86 | 2.92 |
| Outlier Loss Ratio | 3.17 | 2.62 |
| Volatility (ann.) | 14.8% | 51.41% |
| R^2 | 0.08 | 0.08 |
| Calmar | 0.57 | 0.06 |
| Skew | 2.48 | 0.43 |
| Kurtosis | 103.92 | 10.66 |
| Expected Daily % | 0.01% | 0.0% |
| Expected Monthly % | 1.21% | 0.48% |
| Expected Yearly % | 13.1% | 5.04% |
| Kelly Criterion | 3.87% | -1.04% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.26% | -4.39% |
| Expected Shortfall (cVaR) | -1.26% | -4.39% |
| Year | 12340017:SOLUSD | 12340017:solusd:triple_med_gx:zlema75_120 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -92.95 | -16.60 | 0.18 | + |
| 2023 | 921.46 | 52.62 | 0.06 | - |
| 2024 | 85.41 | 6.34 | 0.07 | - |
| 2025 | -8.86 | 20.87 | -2.36 | + |
| Metric | 12340017:solusd:triple_med_gx:zlema75_120 | 12340017:SOLUSD |
|---|---|---|
| MTD | 11.82% | 16.63% |
| 3M | -2.97% | 19.37% |
| 6M | 15.08% | -25.37% |
| YTD | 20.87% | -8.86% |
| 1Y | 18.73% | 2.09% |
| 3Y (ann.) | 23.7% | 57.2% |
| 5Y (ann.) | 15.79% | 6.03% |
| Metric | 12340017:solusd:triple_med_gx:zlema75_120 | 12340017:SOLUSD |
|---|---|---|
| Max Drawdown | -27.48% | -93.54% |
| Longest DD Days | 631.0 | 778.0 |
| Avg. Drawdown | -5.91% | -17.59% |
| Avg. Drawdown Days | 55.0 | 76.0 |
| Recovery Factor | 2.32 | 0.23 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-02-01 | 2025-05-29 | -27.48 | 116 |
| 2022-01-23 | 2023-10-16 | -26.17 | 631 |
| 2024-01-05 | 2024-05-06 | -12.63 | 122 |
| 2024-08-02 | 2024-11-28 | -11.05 | 118 |
| 2024-11-29 | 2025-01-15 | -8.69 | 47 |
| 2022-01-19 | 2022-01-23 | -7.72 | 4 |
| 2023-11-25 | 2023-12-20 | -7.60 | 24 |
| 2024-01-04 | 2024-01-04 | -2.81 | 0 |
| 2023-11-24 | 2023-11-25 | -2.00 | 0 |
| 2024-05-31 | 2024-07-13 | -1.97 | 43 |
| Metric | 12340017:solusd:triple_med_gx:zlema75_120 | 12340017:SOLUSD |
|---|---|---|
| Best Day | 18.52% | 30.09% |
| Worst Day | -11.2% | -26.94% |
| Best Week | 21.22% | 43.67% |
| Worst Week | -13.23% | -51.66% |
| Best Month | 42.12% | 140.02% |
| Worst Month | -14.56% | -56.44% |
| Best Year | 52.62% | 921.46% |
| Worst Year | -16.6% | -92.95% |
| Avg. Up Day | 1.89% | 1.91% |
| Avg. Down Day | -1.59% | -1.96% |
| Avg. Up Week | 6.77% | 13.26% |
| Avg. Down Week | -4.56% | -8.16% |
| Avg. Up Month | 9.18% | 42.01% |
| Avg. Down Month | -5.95% | -18.13% |
| Win Days % | 47.74% | 50.13% |
| Win Month % | 55.88% | 51.22% |
| Win Week % | 54.39% | 45.81% |
| Win Quarter % | 64.29% | 50.0% |
| Win Year % | 75.0% | 50.0% |