| Metric | 12340045:solusd:triple_med_gx:zlema80_120 | 12340045:SOLUSD |
|---|---|---|
| Time in Market | 10.0% | 100.0% |
| Cumulative Return | 46.41% | 26.3% |
| Max Drawdown | -35.26% | -93.49% |
| Sharpe | 0.26 | 0.29 |
| Sortino | 0.39 | 0.43 |
| Payoff Ratio | 1.2 | 1.06 |
| Profit Factor | 1.14 | 1.05 |
| Common Sense Ratio | NaN | 1.06 |
| CPC Index | 0.64 | 0.55 |
| Tail Ratio | NaN | 1.01 |
| Outlier Win Ratio | 58.11 | 2.92 |
| Outlier Loss Ratio | 3.06 | 2.67 |
| Volatility (ann.) | 15.27% | 51.42% |
| R^2 | 0.09 | 0.09 |
| Calmar | 0.34 | 0.08 |
| Skew | 2.33 | 0.43 |
| Kurtosis | 102.94 | 10.66 |
| Expected Daily % | 0.01% | 0.0% |
| Expected Monthly % | 0.93% | 0.57% |
| Expected Yearly % | 10.0% | 6.01% |
| Kelly Criterion | 2.75% | 2.93% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.3% | -4.39% |
| Expected Shortfall (cVaR) | -1.3% | -4.39% |
| Year | 12340045:SOLUSD | 12340045:solusd:triple_med_gx:zlema80_120 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -92.68 | -24.21 | 0.26 | + |
| 2023 | 921.46 | 54.87 | 0.06 | - |
| 2024 | 85.41 | 1.85 | 0.02 | - |
| 2025 | -8.86 | 22.46 | -2.53 | + |
| Metric | 12340045:solusd:triple_med_gx:zlema80_120 | 12340045:SOLUSD |
|---|---|---|
| MTD | 13.98% | 16.63% |
| 3M | 1.2% | 19.37% |
| 6M | 11.79% | -25.37% |
| YTD | 22.46% | -8.86% |
| 1Y | 13.47% | 2.09% |
| 3Y (ann.) | 25.24% | 57.2% |
| 5Y (ann.) | 12.03% | 7.21% |
| Metric | 12340045:solusd:triple_med_gx:zlema80_120 | 12340045:SOLUSD |
|---|---|---|
| Max Drawdown | -35.26% | -93.49% |
| Longest DD Days | 698.0 | 776.0 |
| Avg. Drawdown | -7.79% | -16.64% |
| Avg. Drawdown Days | 77.0 | 71.0 |
| Recovery Factor | 1.32 | 0.28 |
| Ulcer Index | 1.01 | 1.03 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-01-20 | 2023-12-20 | -35.26 | 698 |
| 2025-02-01 | 2025-05-29 | -26.95 | 116 |
| 2024-07-14 | 2024-11-06 | -16.36 | 114 |
| 2024-01-05 | 2024-05-03 | -12.63 | 119 |
| 2024-11-29 | 2025-01-16 | -10.43 | 47 |
| 2024-05-31 | 2024-07-14 | -4.02 | 43 |
| 2024-11-09 | 2024-11-29 | -2.25 | 20 |
| 2024-05-06 | 2024-05-07 | -1.59 | 0 |
| 2025-01-16 | 2025-01-17 | -1.56 | 0 |
| 2022-01-19 | 2022-01-20 | -1.51 | 0 |
| Metric | 12340045:solusd:triple_med_gx:zlema80_120 | 12340045:SOLUSD |
|---|---|---|
| Best Day | 18.52% | 30.09% |
| Worst Day | -11.2% | -26.94% |
| Best Week | 28.02% | 43.67% |
| Worst Week | -13.91% | -51.66% |
| Best Month | 40.56% | 140.02% |
| Worst Month | -18.16% | -56.44% |
| Best Year | 54.87% | 921.46% |
| Worst Year | -24.21% | -92.68% |
| Avg. Up Day | 2.0% | 2.02% |
| Avg. Down Day | -1.67% | -1.91% |
| Avg. Up Week | 8.8% | 14.8% |
| Avg. Down Week | -4.93% | -7.86% |
| Avg. Up Month | 10.15% | 44.27% |
| Avg. Down Month | -6.2% | -18.44% |
| Win Days % | 47.05% | 50.15% |
| Win Month % | 48.48% | 51.22% |
| Win Week % | 49.12% | 45.81% |
| Win Quarter % | 64.29% | 50.0% |
| Win Year % | 75.0% | 50.0% |