| Metric | 4020223:solusd:double_slow_high_gx:lsma110_60 | 4020223:SOLUSD |
|---|---|---|
| Time in Market | 31.0% | 100.0% |
| Cumulative Return | 541.25% | 58.42% |
| Max Drawdown | -35.64% | -93.44% |
| Sharpe | 0.6 | 0.31 |
| Sortino | 0.98 | 0.45 |
| Payoff Ratio | 1.19 | 1.16 |
| Profit Factor | 1.18 | 1.05 |
| Common Sense Ratio | 1.36 | 1.05 |
| CPC Index | 0.66 | 0.61 |
| Tail Ratio | 1.15 | 1.0 |
| Outlier Win Ratio | 18.85 | 3.5 |
| Outlier Loss Ratio | 3.7 | 3.08 |
| Volatility (ann.) | 25.92% | 49.52% |
| R^2 | 0.27 | 0.27 |
| Calmar | 1.77 | 0.14 |
| Skew | 2.9 | 0.46 |
| Kurtosis | 56.17 | 11.04 |
| Expected Daily % | 0.03% | 0.01% |
| Expected Monthly % | 4.03% | 0.98% |
| Expected Yearly % | 59.13% | 12.19% |
| Kelly Criterion | 2.8% | 7.05% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.19% | -4.22% |
| Expected Shortfall (cVaR) | -2.19% | -4.22% |
| Year | 4020223:SOLUSD | 4020223:solusd:double_slow_high_gx:lsma110_60 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -88.76 | 71.98 | -0.81 | + |
| 2023 | 921.46 | 219.59 | 0.24 | - |
| 2024 | 85.41 | 35.47 | 0.42 | - |
| 2025 | -25.58 | -13.88 | 0.54 | + |
| Metric | 4020223:solusd:double_slow_high_gx:lsma110_60 | 4020223:SOLUSD |
|---|---|---|
| MTD | 0.0% | -24.91% |
| 3M | -8.35% | -25.93% |
| 6M | -5.82% | -15.36% |
| YTD | -13.88% | -25.58% |
| 1Y | -20.43% | -34.89% |
| 3Y (ann.) | 62.41% | 114.24% |
| 5Y (ann.) | 63.01% | 12.86% |
| Metric | 4020223:solusd:double_slow_high_gx:lsma110_60 | 4020223:SOLUSD |
|---|---|---|
| Max Drawdown | -35.64% | -93.44% |
| Longest DD Days | 370.0 | 703.0 |
| Avg. Drawdown | -8.1% | -13.56% |
| Avg. Drawdown Days | 24.0 | 53.0 |
| Recovery Factor | 15.19 | 0.63 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-11-12 | 2025-11-17 | -35.64 | 370 |
| 2022-04-03 | 2022-07-19 | -29.25 | 106 |
| 2023-04-17 | 2023-10-01 | -24.38 | 167 |
| 2024-03-18 | 2024-07-02 | -23.88 | 106 |
| 2022-09-13 | 2022-11-23 | -19.19 | 71 |
| 2023-12-25 | 2024-03-08 | -18.24 | 73 |
| 2023-12-09 | 2023-12-24 | -17.47 | 15 |
| 2022-07-19 | 2022-09-12 | -17.21 | 54 |
| 2024-07-22 | 2024-10-20 | -16.78 | 90 |
| 2022-11-26 | 2023-01-09 | -15.04 | 43 |
| Metric | 4020223:solusd:double_slow_high_gx:lsma110_60 | 4020223:SOLUSD |
|---|---|---|
| Best Day | 30.09% | 30.09% |
| Worst Day | -9.62% | -26.94% |
| Best Week | 36.38% | 43.67% |
| Worst Week | -14.16% | -51.66% |
| Best Month | 43.22% | 140.02% |
| Worst Month | -12.97% | -56.44% |
| Best Year | 219.59% | 921.46% |
| Worst Year | -13.88% | -88.76% |
| Avg. Up Day | 1.9% | 1.91% |
| Avg. Down Day | -1.6% | -1.65% |
| Avg. Up Week | 7.84% | 14.17% |
| Avg. Down Week | -4.24% | -9.27% |
| Avg. Up Month | 13.32% | 31.93% |
| Avg. Down Month | -7.32% | -18.18% |
| Win Days % | 47.22% | 50.14% |
| Win Month % | 64.44% | 53.19% |
| Win Week % | 52.85% | 47.78% |
| Win Quarter % | 62.5% | 56.25% |
| Win Year % | 75.0% | 50.0% |