| Metric | 12340021:solusd:triple_med_gx:zlema85_120 | 12340021:SOLUSD |
|---|---|---|
| Time in Market | 9.0% | 100.0% |
| Cumulative Return | 41.94% | 21.75% |
| Max Drawdown | -43.49% | -93.54% |
| Sharpe | 0.25 | 0.28 |
| Sortino | 0.37 | 0.42 |
| Payoff Ratio | 1.15 | 1.09 |
| Profit Factor | 1.15 | 1.05 |
| Common Sense Ratio | NaN | 1.06 |
| CPC Index | 0.62 | 0.57 |
| Tail Ratio | NaN | 1.01 |
| Outlier Win Ratio | 63.74 | 2.89 |
| Outlier Loss Ratio | 2.81 | 2.56 |
| Volatility (ann.) | 14.81% | 51.41% |
| R^2 | 0.08 | 0.08 |
| Calmar | 0.25 | 0.06 |
| Skew | 1.64 | 0.43 |
| Kurtosis | 112.11 | 10.66 |
| Expected Daily % | 0.01% | 0.0% |
| Expected Monthly % | 0.86% | 0.48% |
| Expected Yearly % | 9.15% | 5.04% |
| Kelly Criterion | 1.71% | 4.42% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.27% | -4.39% |
| Expected Shortfall (cVaR) | -1.27% | -4.39% |
| Year | 12340021:SOLUSD | 12340021:solusd:triple_med_gx:zlema85_120 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -92.95 | -34.57 | 0.37 | + |
| 2023 | 921.46 | 54.16 | 0.06 | - |
| 2024 | 85.41 | 13.07 | 0.15 | - |
| 2025 | -8.86 | 24.46 | -2.76 | + |
| Metric | 12340021:solusd:triple_med_gx:zlema85_120 | 12340021:SOLUSD |
|---|---|---|
| MTD | 12.88% | 16.63% |
| 3M | -1.72% | 19.37% |
| 6M | 13.64% | -25.37% |
| YTD | 24.46% | -8.86% |
| 1Y | 30.71% | 2.09% |
| 3Y (ann.) | 27.33% | 57.2% |
| 5Y (ann.) | 10.99% | 6.03% |
| Metric | 12340021:solusd:triple_med_gx:zlema85_120 | 12340021:SOLUSD |
|---|---|---|
| Max Drawdown | -43.49% | -93.54% |
| Longest DD Days | 701.0 | 778.0 |
| Avg. Drawdown | -6.12% | -17.59% |
| Avg. Drawdown Days | 61.0 | 76.0 |
| Recovery Factor | 0.96 | 0.23 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-01-19 | 2023-12-21 | -43.49 | 701 |
| 2025-02-01 | 2025-05-29 | -26.03 | 116 |
| 2024-01-05 | 2024-03-30 | -9.39 | 85 |
| 2024-11-29 | 2025-01-15 | -8.85 | 47 |
| 2024-08-02 | 2024-10-06 | -6.87 | 65 |
| 2024-11-04 | 2024-11-05 | -3.89 | 1 |
| 2024-05-06 | 2024-05-07 | -1.59 | 0 |
| 2025-01-16 | 2025-01-17 | -1.56 | 0 |
| 2024-06-01 | 2024-07-13 | -1.44 | 42 |
| 2025-01-16 | 2025-01-16 | -1.43 | 0 |
| Metric | 12340021:solusd:triple_med_gx:zlema85_120 | 12340021:SOLUSD |
|---|---|---|
| Best Day | 18.52% | 30.09% |
| Worst Day | -11.2% | -26.94% |
| Best Week | 22.94% | 43.67% |
| Worst Week | -20.55% | -51.66% |
| Best Month | 42.44% | 140.02% |
| Worst Month | -34.34% | -56.44% |
| Best Year | 54.16% | 921.46% |
| Worst Year | -34.57% | -92.95% |
| Avg. Up Day | 2.06% | 2.08% |
| Avg. Down Day | -1.79% | -1.91% |
| Avg. Up Week | 7.34% | 14.1% |
| Avg. Down Week | -5.52% | -7.95% |
| Avg. Up Month | 8.84% | 40.29% |
| Avg. Down Month | -8.66% | -18.13% |
| Win Days % | 47.5% | 50.13% |
| Win Month % | 60.61% | 51.22% |
| Win Week % | 53.57% | 45.81% |
| Win Quarter % | 64.29% | 50.0% |
| Win Year % | 75.0% | 50.0% |