| Metric | 3831527:solusd:double_slow_high_gx:zlema45_5 | 3831527:SOLUSD |
|---|---|---|
| Time in Market | 56.0% | 100.0% |
| Cumulative Return | 29.38% | 6.86% |
| Max Drawdown | -33.7% | -54.78% |
| Sharpe | 0.75 | 0.52 |
| Sortino | 1.22 | 0.79 |
| Payoff Ratio | 1.41 | 1.0 |
| Profit Factor | 1.18 | 1.08 |
| Common Sense Ratio | 1.38 | 1.18 |
| CPC Index | 0.67 | 0.55 |
| Tail Ratio | 1.17 | 1.1 |
| Outlier Win Ratio | 8.79 | 3.46 |
| Outlier Loss Ratio | 3.61 | 2.48 |
| Volatility (ann.) | 66.81% | 88.33% |
| R^2 | 0.57 | 0.57 |
| Calmar | 0.98 | 0.14 |
| Skew | 1.22 | 0.46 |
| Kurtosis | 13.93 | 3.76 |
| Expected Daily % | 0.08% | 0.02% |
| Expected Monthly % | 2.37% | 0.6% |
| Expected Yearly % | 13.74% | 3.37% |
| Kelly Criterion | -2.24% | 1.71% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -5.61% | -7.48% |
| Expected Shortfall (cVaR) | -5.61% | -7.48% |
| Year | 3831527:SOLUSD | 3831527:solusd:double_slow_high_gx:zlema45_5 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 40.43 | -4.99 | -0.12 | - |
| 2025 | -23.91 | 36.18 | -1.51 | + |
| Metric | 3831527:solusd:double_slow_high_gx:zlema45_5 | 3831527:SOLUSD |
|---|---|---|
| MTD | 7.0% | -2.98% |
| 3M | 36.18% | -20.33% |
| 6M | 55.91% | -0.66% |
| YTD | 36.18% | -23.91% |
| 1Y | 29.38% | 6.86% |
| 3Y (ann.) | 33.19% | 7.66% |
| 5Y (ann.) | 33.19% | 7.66% |
| Metric | 3831527:solusd:double_slow_high_gx:zlema45_5 | 3831527:SOLUSD |
|---|---|---|
| Max Drawdown | -33.7% | -54.78% |
| Longest DD Days | 175.0 | 169.0 |
| Avg. Drawdown | -15.52% | -16.77% |
| Avg. Drawdown Days | 39.0 | 38.0 |
| Recovery Factor | 0.87 | 0.13 |
| Ulcer Index | 1.03 | 1.04 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-05-20 | 2024-11-11 | -33.70 | 175 |
| 2024-12-12 | 2025-01-18 | -27.38 | 37 |
| 2025-03-03 | 2025-03-25 | -20.52 | 22 |
| 2025-02-04 | 2025-03-02 | -14.97 | 26 |
| 2024-05-07 | 2024-05-17 | -12.70 | 10 |
| 2025-01-19 | 2025-02-03 | -7.59 | 15 |
| 2024-11-12 | 2024-12-05 | -5.77 | 23 |
| 2024-12-09 | 2024-12-11 | -1.55 | 2 |
| Metric | 3831527:solusd:double_slow_high_gx:zlema45_5 | 3831527:SOLUSD |
|---|---|---|
| Best Day | 24.47% | 24.47% |
| Worst Day | -20.52% | -20.52% |
| Best Week | 26.07% | 21.25% |
| Worst Week | -13.03% | -17.1% |
| Best Month | 32.85% | 41.15% |
| Worst Month | -18.91% | -36.08% |
| Best Year | 36.18% | 40.43% |
| Worst Year | -4.99% | -23.91% |
| Avg. Up Day | 4.03% | 4.08% |
| Avg. Down Day | -2.86% | -4.09% |
| Avg. Up Week | 8.79% | 9.52% |
| Avg. Down Week | -5.72% | -9.51% |
| Avg. Up Month | 20.26% | 23.49% |
| Avg. Down Month | -11.97% | -22.35% |
| Win Days % | 40.22% | 50.91% |
| Win Month % | 45.45% | 54.55% |
| Win Week % | 47.73% | 51.02% |
| Win Quarter % | 50.0% | 75.0% |
| Win Year % | 50.0% | 50.0% |