| Metric | 12340071:solusd:triple_med_gx:zlema75_120 | 12340071:SOLUSD |
|---|---|---|
| Time in Market | 10.0% | 100.0% |
| Cumulative Return | 131.01% | 25.5% |
| Max Drawdown | -26.29% | -93.49% |
| Sharpe | 0.48 | 0.29 |
| Sortino | 0.77 | 0.43 |
| Payoff Ratio | 1.26 | 1.04 |
| Profit Factor | 1.28 | 1.05 |
| Common Sense Ratio | NaN | 1.06 |
| CPC Index | 0.79 | 0.54 |
| Tail Ratio | NaN | 1.01 |
| Outlier Win Ratio | 54.85 | 2.94 |
| Outlier Loss Ratio | 3.1 | 2.55 |
| Volatility (ann.) | 15.25% | 51.43% |
| R^2 | 0.09 | 0.09 |
| Calmar | 1.08 | 0.07 |
| Skew | 3.02 | 0.43 |
| Kurtosis | 104.33 | 10.65 |
| Expected Daily % | 0.02% | 0.0% |
| Expected Monthly % | 2.06% | 0.56% |
| Expected Yearly % | 23.28% | 5.84% |
| Kelly Criterion | 8.34% | 2.14% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.29% | -4.39% |
| Expected Shortfall (cVaR) | -1.29% | -4.39% |
| Year | 12340071:SOLUSD | 12340071:solusd:triple_med_gx:zlema75_120 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -92.73 | 17.48 | -0.19 | + |
| 2023 | 921.46 | 45.05 | 0.05 | - |
| 2024 | 85.41 | 2.24 | 0.03 | - |
| 2025 | -8.86 | 32.60 | -3.68 | + |
| Metric | 12340071:solusd:triple_med_gx:zlema75_120 | 12340071:SOLUSD |
|---|---|---|
| MTD | 20.44% | 16.63% |
| 3M | 7.22% | 19.37% |
| 6M | 22.58% | -25.37% |
| YTD | 32.6% | -8.86% |
| 1Y | 26.89% | 2.09% |
| 3Y (ann.) | 34.29% | 57.2% |
| 5Y (ann.) | 28.34% | 7.0% |
| Metric | 12340071:solusd:triple_med_gx:zlema75_120 | 12340071:SOLUSD |
|---|---|---|
| Max Drawdown | -26.29% | -93.49% |
| Longest DD Days | 199.0 | 776.0 |
| Avg. Drawdown | -5.64% | -17.58% |
| Avg. Drawdown Days | 38.0 | 76.0 |
| Recovery Factor | 4.98 | 0.27 |
| Ulcer Index | 1.03 | 1.03 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-02-01 | 2025-05-29 | -26.29 | 116 |
| 2024-05-06 | 2024-11-07 | -18.38 | 184 |
| 2022-01-23 | 2022-08-11 | -17.58 | 199 |
| 2024-01-05 | 2024-05-06 | -13.91 | 122 |
| 2022-09-24 | 2022-11-10 | -13.88 | 47 |
| 2024-11-29 | 2025-01-15 | -10.43 | 47 |
| 2023-01-31 | 2023-06-10 | -9.27 | 129 |
| 2022-01-22 | 2022-01-23 | -6.83 | 1 |
| 2022-12-29 | 2022-12-30 | -6.24 | 1 |
| 2023-11-25 | 2023-12-20 | -6.20 | 24 |
| Metric | 12340071:solusd:triple_med_gx:zlema75_120 | 12340071:SOLUSD |
|---|---|---|
| Best Day | 18.73% | 30.09% |
| Worst Day | -11.2% | -26.94% |
| Best Week | 20.78% | 43.67% |
| Worst Week | -13.14% | -51.66% |
| Best Month | 42.37% | 140.02% |
| Worst Month | -13.14% | -56.44% |
| Best Year | 45.05% | 921.46% |
| Worst Year | 2.24% | -92.73% |
| Avg. Up Day | 1.96% | 1.98% |
| Avg. Down Day | -1.55% | -1.91% |
| Avg. Up Week | 8.87% | 14.67% |
| Avg. Down Week | -4.17% | -7.59% |
| Avg. Up Month | 11.07% | 44.62% |
| Avg. Down Month | -4.77% | -15.9% |
| Win Days % | 48.85% | 50.14% |
| Win Month % | 51.52% | 51.22% |
| Win Week % | 54.55% | 45.81% |
| Win Quarter % | 71.43% | 50.0% |
| Win Year % | 100.0% | 50.0% |