| Metric | 12340050:solusd:triple_med_gx:zlema90_120 | 12340050:SOLUSD |
|---|---|---|
| Time in Market | 7.0% | 100.0% |
| Cumulative Return | 57.4% | 26.3% |
| Max Drawdown | -27.84% | -93.49% |
| Sharpe | 0.32 | 0.29 |
| Sortino | 0.5 | 0.43 |
| Payoff Ratio | 1.26 | 1.18 |
| Profit Factor | 1.21 | 1.05 |
| Common Sense Ratio | NaN | 1.06 |
| CPC Index | 0.7 | 0.62 |
| Tail Ratio | NaN | 1.01 |
| Outlier Win Ratio | 74.88 | 2.86 |
| Outlier Loss Ratio | 2.92 | 2.4 |
| Volatility (ann.) | 13.6% | 51.42% |
| R^2 | 0.07 | 0.07 |
| Calmar | 0.52 | 0.08 |
| Skew | 3.76 | 0.43 |
| Kurtosis | 150.96 | 10.66 |
| Expected Daily % | 0.01% | 0.0% |
| Expected Monthly % | 1.11% | 0.57% |
| Expected Yearly % | 12.01% | 6.01% |
| Kelly Criterion | 2.58% | 7.84% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.16% | -4.39% |
| Expected Shortfall (cVaR) | -1.16% | -4.39% |
| Year | 12340050:SOLUSD | 12340050:solusd:triple_med_gx:zlema90_120 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -92.68 | -13.33 | 0.14 | + |
| 2023 | 921.46 | 13.43 | 0.01 | - |
| 2024 | 85.41 | 15.31 | 0.18 | - |
| 2025 | -8.86 | 38.85 | -4.38 | + |
| Metric | 12340050:solusd:triple_med_gx:zlema90_120 | 12340050:SOLUSD |
|---|---|---|
| MTD | 13.5% | 16.63% |
| 3M | 0.25% | 19.37% |
| 6M | 25.29% | -25.37% |
| YTD | 38.85% | -8.86% |
| 1Y | 45.04% | 2.09% |
| 3Y (ann.) | 22.47% | 57.2% |
| 5Y (ann.) | 14.47% | 7.21% |
| Metric | 12340050:solusd:triple_med_gx:zlema90_120 | 12340050:SOLUSD |
|---|---|---|
| Max Drawdown | -27.84% | -93.49% |
| Longest DD Days | 631.0 | 776.0 |
| Avg. Drawdown | -6.58% | -16.64% |
| Avg. Drawdown Days | 73.0 | 71.0 |
| Recovery Factor | 2.06 | 0.28 |
| Ulcer Index | 1.01 | 1.03 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-01-23 | 2023-10-17 | -27.84 | 631 |
| 2025-02-01 | 2025-05-29 | -22.19 | 116 |
| 2024-11-09 | 2025-01-16 | -12.49 | 68 |
| 2024-07-15 | 2024-10-07 | -11.91 | 83 |
| 2023-11-25 | 2024-03-30 | -8.08 | 125 |
| 2024-10-07 | 2024-11-06 | -5.43 | 29 |
| 2024-06-01 | 2024-07-14 | -3.03 | 43 |
| 2023-10-17 | 2023-11-25 | -2.96 | 38 |
| 2024-03-30 | 2024-05-06 | -2.71 | 36 |
| 2023-11-25 | 2023-11-25 | -1.80 | 0 |
| Metric | 12340050:solusd:triple_med_gx:zlema90_120 | 12340050: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 | 50.25% | 140.02% |
| Worst Month | -11.67% | -56.44% |
| Best Year | 38.85% | 921.46% |
| Worst Year | -13.33% | -92.68% |
| Avg. Up Day | 2.12% | 2.14% |
| Avg. Down Day | -1.67% | -1.82% |
| Avg. Up Week | 8.83% | 14.4% |
| Avg. Down Week | -4.17% | -7.06% |
| Avg. Up Month | 9.21% | 36.7% |
| Avg. Down Month | -4.55% | -17.75% |
| Win Days % | 45.61% | 50.15% |
| Win Month % | 46.88% | 51.22% |
| Win Week % | 47.06% | 45.81% |
| Win Quarter % | 71.43% | 50.0% |
| Win Year % | 75.0% | 50.0% |