| Metric | 4020923:solusd:double_slow_high_gx:lsma120_45 | 4020923:SOLUSD |
|---|---|---|
| Time in Market | 30.0% | 100.0% |
| Cumulative Return | 706.2% | 47.84% |
| Max Drawdown | -33.33% | -93.44% |
| Sharpe | 0.74 | 0.32 |
| Sortino | 1.27 | 0.47 |
| Payoff Ratio | 1.28 | 1.26 |
| Profit Factor | 1.25 | 1.05 |
| Common Sense Ratio | 1.54 | 1.08 |
| CPC Index | 0.73 | 0.66 |
| Tail Ratio | 1.24 | 1.03 |
| Outlier Win Ratio | 20.33 | 3.67 |
| Outlier Loss Ratio | 3.84 | 3.05 |
| Volatility (ann.) | 27.03% | 51.55% |
| R^2 | 0.27 | 0.27 |
| Calmar | 2.82 | 0.14 |
| Skew | 3.33 | 0.45 |
| Kurtosis | 58.42 | 10.9 |
| Expected Daily % | 0.05% | 0.01% |
| Expected Monthly % | 5.5% | 1.01% |
| Expected Yearly % | 68.5% | 10.27% |
| Kelly Criterion | 3.36% | 10.62% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.27% | -4.39% |
| Expected Shortfall (cVaR) | -2.27% | -4.39% |
| Year | 4020923:SOLUSD | 4020923:solusd:double_slow_high_gx:lsma120_45 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -89.32 | 29.19 | -0.33 | + |
| 2023 | 921.46 | 287.11 | 0.31 | - |
| 2024 | 85.41 | 43.12 | 0.50 | - |
| 2025 | -26.94 | 12.63 | -0.47 | + |
| Metric | 4020923:solusd:double_slow_high_gx:lsma120_45 | 4020923:SOLUSD |
|---|---|---|
| MTD | 3.08% | -6.84% |
| 3M | 7.07% | -29.95% |
| 6M | 7.85% | -9.68% |
| YTD | 12.63% | -26.94% |
| 1Y | 14.71% | -27.0% |
| 3Y (ann.) | 94.63% | 11.82% |
| 5Y (ann.) | 93.95% | 13.21% |
| Metric | 4020923:solusd:double_slow_high_gx:lsma120_45 | 4020923:SOLUSD |
|---|---|---|
| Max Drawdown | -33.33% | -93.44% |
| Longest DD Days | 161.0 | 703.0 |
| Avg. Drawdown | -7.59% | -13.65% |
| Avg. Drawdown Days | 20.0 | 45.0 |
| Recovery Factor | 21.19 | 0.51 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-04-03 | 2022-09-12 | -33.33 | 161 |
| 2023-11-12 | 2023-12-23 | -23.86 | 41 |
| 2025-01-19 | 2025-03-26 | -22.80 | 66 |
| 2024-03-18 | 2024-07-21 | -21.77 | 125 |
| 2022-09-13 | 2022-11-24 | -17.61 | 72 |
| 2023-07-15 | 2023-10-01 | -16.83 | 77 |
| 2022-03-02 | 2022-03-30 | -16.66 | 28 |
| 2023-11-02 | 2023-11-10 | -15.30 | 8 |
| 2022-11-26 | 2023-01-09 | -14.93 | 43 |
| 2023-04-14 | 2023-07-14 | -12.77 | 90 |
| Metric | 4020923:solusd:double_slow_high_gx:lsma120_45 | 4020923:SOLUSD |
|---|---|---|
| Best Day | 30.09% | 30.09% |
| Worst Day | -9.62% | -26.94% |
| Best Week | 28.32% | 43.67% |
| Worst Week | -16.99% | -51.66% |
| Best Month | 53.59% | 140.02% |
| Worst Month | -16.46% | -56.44% |
| Best Year | 287.11% | 921.46% |
| Worst Year | 12.63% | -89.32% |
| Avg. Up Day | 2.09% | 2.1% |
| Avg. Down Day | -1.64% | -1.67% |
| Avg. Up Week | 7.79% | 16.12% |
| Avg. Down Week | -3.98% | -9.9% |
| Avg. Up Month | 14.36% | 38.8% |
| Avg. Down Month | -6.67% | -27.84% |
| Win Days % | 45.79% | 50.16% |
| Win Month % | 71.79% | 51.28% |
| Win Week % | 56.6% | 46.43% |
| Win Quarter % | 76.92% | 53.85% |
| Win Year % | 100.0% | 50.0% |