| Metric | 12340024:solusd:triple_med_gx:zlema115_120 | 12340024:SOLUSD |
|---|---|---|
| Time in Market | 2.0% | 100.0% |
| Cumulative Return | 18.59% | 21.75% |
| Max Drawdown | -10.6% | -93.54% |
| Sharpe | 0.22 | 0.28 |
| Sortino | 0.46 | 0.42 |
| Payoff Ratio | 2.34 | 1.29 |
| Profit Factor | 1.41 | 1.05 |
| Common Sense Ratio | NaN | 1.06 |
| CPC Index | 1.12 | 0.68 |
| Tail Ratio | NaN | 1.01 |
| Outlier Win Ratio | 274.25 | 2.14 |
| Outlier Loss Ratio | 3.86 | 1.97 |
| Volatility (ann.) | 6.94% | 51.41% |
| R^2 | 0.02 | 0.02 |
| Calmar | 0.49 | 0.06 |
| Skew | 26.97 | 0.43 |
| Kurtosis | 1445.12 | 10.66 |
| Expected Daily % | 0.0% | 0.0% |
| Expected Monthly % | 0.42% | 0.48% |
| Expected Yearly % | 4.35% | 5.04% |
| Kelly Criterion | 5.98% | 11.43% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.59% | -4.39% |
| Expected Shortfall (cVaR) | -0.59% | -4.39% |
| Year | 12340024:SOLUSD | 12340024:solusd:triple_med_gx:zlema115_120 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -92.95 | 11.73 | -0.13 | + |
| 2023 | 921.46 | 1.07 | 0.00 | - |
| 2024 | 85.41 | 7.14 | 0.08 | - |
| 2025 | -8.86 | -1.99 | 0.22 | + |
| Metric | 12340024:solusd:triple_med_gx:zlema115_120 | 12340024:SOLUSD |
|---|---|---|
| MTD | -1.47% | 16.63% |
| 3M | -10.05% | 19.37% |
| 6M | -1.99% | -25.37% |
| YTD | -1.99% | -8.86% |
| 1Y | 3.85% | 2.09% |
| 3Y (ann.) | 8.31% | 57.2% |
| 5Y (ann.) | 5.21% | 6.03% |
| Metric | 12340024:solusd:triple_med_gx:zlema115_120 | 12340024:SOLUSD |
|---|---|---|
| Max Drawdown | -10.6% | -93.54% |
| Longest DD Days | 470.0 | 778.0 |
| Avg. Drawdown | -4.18% | -17.59% |
| Avg. Drawdown Days | 143.0 | 76.0 |
| Recovery Factor | 1.75 | 0.23 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-01-19 | 2022-11-10 | -10.60 | 295 |
| 2025-02-02 | 2025-05-29 | -10.17 | 115 |
| 2023-05-11 | 2024-08-23 | -4.37 | 470 |
| 2022-12-30 | 2023-04-27 | -3.56 | 118 |
| 2025-01-18 | 2025-01-18 | -0.18 | 0 |
| 2024-09-04 | 2024-09-04 | -0.18 | 0 |
| 2022-12-29 | 2022-12-29 | -0.18 | 0 |
| Metric | 12340024:solusd:triple_med_gx:zlema115_120 | 12340024:SOLUSD |
|---|---|---|
| Best Day | 18.52% | 30.09% |
| Worst Day | -6.01% | -26.94% |
| Best Week | 18.31% | 43.67% |
| Worst Week | -6.94% | -51.66% |
| Best Month | 18.31% | 140.02% |
| Worst Month | -9.76% | -56.44% |
| Best Year | 11.73% | 921.46% |
| Worst Year | -1.99% | -92.95% |
| Avg. Up Day | 2.48% | 2.6% |
| Avg. Down Day | -1.06% | -2.02% |
| Avg. Up Week | 3.05% | 15.43% |
| Avg. Down Week | -1.72% | -9.13% |
| Avg. Up Month | 2.97% | 42.8% |
| Avg. Down Month | -1.39% | -24.21% |
| Win Days % | 34.15% | 50.13% |
| Win Month % | 52.0% | 51.22% |
| Win Week % | 50.0% | 45.81% |
| Win Quarter % | 58.33% | 50.0% |
| Win Year % | 75.0% | 50.0% |