| Metric | 4021029:solusd:double_slow_high_gx:lsma110_60 | 4021029:SOLUSD |
|---|---|---|
| Time in Market | 31.0% | 100.0% |
| Cumulative Return | 547.29% | 58.42% |
| Max Drawdown | -34.7% | -93.44% |
| Sharpe | 0.6 | 0.31 |
| Sortino | 0.98 | 0.45 |
| Payoff Ratio | 1.19 | 1.15 |
| Profit Factor | 1.18 | 1.05 |
| Common Sense Ratio | 1.38 | 1.05 |
| CPC Index | 0.67 | 0.61 |
| Tail Ratio | 1.16 | 1.0 |
| Outlier Win Ratio | 19.0 | 3.49 |
| Outlier Loss Ratio | 3.72 | 3.08 |
| Volatility (ann.) | 25.78% | 49.52% |
| R^2 | 0.27 | 0.27 |
| Calmar | 1.83 | 0.14 |
| Skew | 2.91 | 0.46 |
| Kurtosis | 57.28 | 11.04 |
| Expected Daily % | 0.03% | 0.01% |
| Expected Monthly % | 4.05% | 0.98% |
| Expected Yearly % | 59.51% | 12.19% |
| Kelly Criterion | 3.05% | 6.82% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.18% | -4.22% |
| Expected Shortfall (cVaR) | -2.18% | -4.22% |
| Year | 4021029:SOLUSD | 4021029:solusd:double_slow_high_gx:lsma110_60 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -88.76 | 48.61 | -0.55 | + |
| 2023 | 921.46 | 219.09 | 0.24 | - |
| 2024 | 85.41 | 52.82 | 0.62 | - |
| 2025 | -25.58 | -10.68 | 0.42 | + |
| Metric | 4021029:solusd:double_slow_high_gx:lsma110_60 | 4021029:SOLUSD |
|---|---|---|
| MTD | 0.0% | -24.91% |
| 3M | -6.75% | -25.93% |
| 6M | -2.95% | -15.36% |
| YTD | -10.68% | -25.58% |
| 1Y | -18.21% | -34.89% |
| 3Y (ann.) | 67.05% | 114.24% |
| 5Y (ann.) | 63.42% | 12.86% |
| Metric | 4021029:solusd:double_slow_high_gx:lsma110_60 | 4021029:SOLUSD |
|---|---|---|
| Max Drawdown | -34.7% | -93.44% |
| Longest DD Days | 370.0 | 703.0 |
| Avg. Drawdown | -7.99% | -13.56% |
| Avg. Drawdown Days | 23.0 | 53.0 |
| Recovery Factor | 15.77 | 0.63 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-11-12 | 2025-11-17 | -34.70 | 370 |
| 2022-05-23 | 2022-07-19 | -27.55 | 56 |
| 2022-07-19 | 2022-11-24 | -23.33 | 127 |
| 2023-04-17 | 2023-07-15 | -21.95 | 89 |
| 2024-03-18 | 2024-06-27 | -21.25 | 101 |
| 2023-07-15 | 2023-10-01 | -17.25 | 77 |
| 2023-12-25 | 2024-03-08 | -16.67 | 73 |
| 2022-11-26 | 2023-01-09 | -15.60 | 43 |
| 2023-12-09 | 2023-12-24 | -15.42 | 14 |
| 2023-11-12 | 2023-12-08 | -14.94 | 25 |
| Metric | 4021029:solusd:double_slow_high_gx:lsma110_60 | 4021029:SOLUSD |
|---|---|---|
| Best Day | 30.09% | 30.09% |
| Worst Day | -9.62% | -26.94% |
| Best Week | 27.84% | 43.67% |
| Worst Week | -13.13% | -51.66% |
| Best Month | 47.42% | 140.02% |
| Worst Month | -12.01% | -56.44% |
| Best Year | 219.09% | 921.46% |
| Worst Year | -10.68% | -88.76% |
| Avg. Up Day | 1.89% | 1.89% |
| Avg. Down Day | -1.58% | -1.65% |
| Avg. Up Week | 7.0% | 13.74% |
| Avg. Down Week | -4.17% | -9.1% |
| Avg. Up Month | 12.59% | 33.68% |
| Avg. Down Month | -6.87% | -19.06% |
| Win Days % | 47.3% | 50.14% |
| Win Month % | 66.67% | 53.19% |
| Win Week % | 55.65% | 47.78% |
| Win Quarter % | 68.75% | 56.25% |
| Win Year % | 75.0% | 50.0% |