| Metric | 12340020:solusd:triple_med_gx:zlema90_120 | 12340020:SOLUSD |
|---|---|---|
| Time in Market | 8.0% | 100.0% |
| Cumulative Return | 96.14% | 21.75% |
| Max Drawdown | -24.86% | -93.54% |
| Sharpe | 0.43 | 0.28 |
| Sortino | 0.67 | 0.42 |
| Payoff Ratio | 1.26 | 1.13 |
| Profit Factor | 1.29 | 1.05 |
| Common Sense Ratio | NaN | 1.06 |
| CPC Index | 0.78 | 0.59 |
| Tail Ratio | NaN | 1.01 |
| Outlier Win Ratio | 70.52 | 2.88 |
| Outlier Loss Ratio | 2.85 | 2.39 |
| Volatility (ann.) | 13.8% | 51.41% |
| R^2 | 0.07 | 0.07 |
| Calmar | 0.89 | 0.06 |
| Skew | 2.75 | 0.43 |
| Kurtosis | 138.82 | 10.66 |
| Expected Daily % | 0.01% | 0.0% |
| Expected Monthly % | 1.66% | 0.48% |
| Expected Yearly % | 18.34% | 5.04% |
| Kelly Criterion | 6.85% | 6.17% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.17% | -4.39% |
| Expected Shortfall (cVaR) | -1.17% | -4.39% |
| Year | 12340020:SOLUSD | 12340020:solusd:triple_med_gx:zlema90_120 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -92.95 | -0.18 | 0.00 | + |
| 2023 | 921.46 | 19.45 | 0.02 | - |
| 2024 | 85.41 | 17.66 | 0.21 | - |
| 2025 | -8.86 | 39.81 | -4.49 | + |
| Metric | 12340020:solusd:triple_med_gx:zlema90_120 | 12340020:SOLUSD |
|---|---|---|
| MTD | 16.8% | 16.63% |
| 3M | 3.17% | 19.37% |
| 6M | 30.24% | -25.37% |
| YTD | 39.81% | -8.86% |
| 1Y | 52.26% | 2.09% |
| 3Y (ann.) | 31.37% | 57.2% |
| 5Y (ann.) | 22.21% | 6.03% |
| Metric | 12340020:solusd:triple_med_gx:zlema90_120 | 12340020:SOLUSD |
|---|---|---|
| Max Drawdown | -24.86% | -93.54% |
| Longest DD Days | 330.0 | 778.0 |
| Avg. Drawdown | -4.88% | -17.59% |
| Avg. Drawdown Days | 45.0 | 76.0 |
| Recovery Factor | 3.87 | 0.23 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-01-19 | 2022-11-10 | -24.86 | 295 |
| 2025-02-01 | 2025-05-29 | -24.69 | 116 |
| 2022-12-28 | 2023-11-24 | -17.53 | 330 |
| 2024-11-30 | 2025-01-15 | -8.40 | 46 |
| 2024-01-06 | 2024-03-29 | -7.86 | 83 |
| 2024-07-15 | 2024-09-04 | -7.27 | 51 |
| 2023-11-25 | 2023-12-21 | -3.51 | 25 |
| 2024-03-30 | 2024-05-06 | -2.44 | 36 |
| 2023-11-24 | 2023-11-25 | -2.00 | 0 |
| 2024-01-05 | 2024-01-05 | -1.95 | 0 |
| Metric | 12340020:solusd:triple_med_gx:zlema90_120 | 12340020:SOLUSD |
|---|---|---|
| Best Day | 18.52% | 30.09% |
| Worst Day | -11.2% | -26.94% |
| Best Week | 29.94% | 43.67% |
| Worst Week | -11.67% | -51.66% |
| Best Month | 51.89% | 140.02% |
| Worst Month | -15.42% | -56.44% |
| Best Year | 39.81% | 921.46% |
| Worst Year | -0.18% | -92.95% |
| Avg. Up Day | 2.09% | 2.12% |
| Avg. Down Day | -1.67% | -1.87% |
| Avg. Up Week | 7.64% | 14.64% |
| Avg. Down Week | -4.33% | -8.37% |
| Avg. Up Month | 8.9% | 31.89% |
| Avg. Down Month | -5.63% | -16.51% |
| Win Days % | 48.15% | 50.13% |
| Win Month % | 60.61% | 51.22% |
| Win Week % | 54.55% | 45.81% |
| Win Quarter % | 78.57% | 50.0% |
| Win Year % | 75.0% | 50.0% |