| Metric | 5011496:solusd:double_slow_high_gx:zlema130_30 | 5011496:SOLUSD |
|---|---|---|
| Time in Market | 39.0% | 100.0% |
| Cumulative Return | -1.65% | -5.55% |
| Max Drawdown | -44.38% | -61.75% |
| Sharpe | 0.19 | 0.38 |
| Sortino | 0.28 | 0.56 |
| Payoff Ratio | 1.0 | 1.38 |
| Profit Factor | 1.05 | 1.06 |
| Common Sense Ratio | 1.27 | 1.13 |
| CPC Index | 0.48 | 0.71 |
| Tail Ratio | 1.21 | 1.07 |
| Outlier Win Ratio | 14.71 | 2.79 |
| Outlier Loss Ratio | 3.55 | 2.72 |
| Volatility (ann.) | 42.74% | 84.83% |
| R^2 | 0.26 | 0.26 |
| Calmar | -0.02 | -0.06 |
| Skew | 0.01 | 0.15 |
| Kurtosis | 17.59 | 2.91 |
| Expected Daily % | -0.0% | -0.01% |
| Expected Monthly % | -0.09% | -0.3% |
| Expected Yearly % | -0.83% | -2.82% |
| Kelly Criterion | -8.74% | 11.35% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -3.66% | -7.22% |
| Expected Shortfall (cVaR) | -3.66% | -7.22% |
| Year | 5011496:SOLUSD | 5011496:solusd:double_slow_high_gx:zlema130_30 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 26.52 | 26.99 | 1.02 | + |
| 2025 | -25.35 | -22.56 | 0.89 | + |
| Metric | 5011496:solusd:double_slow_high_gx:zlema130_30 | 5011496:SOLUSD |
|---|---|---|
| MTD | 0.0% | -24.32% |
| 3M | -11.76% | -24.59% |
| 6M | -9.64% | -16.15% |
| YTD | -22.56% | -25.35% |
| 1Y | -27.42% | -36.41% |
| 3Y (ann.) | -1.08% | -3.65% |
| 5Y (ann.) | -1.08% | -3.65% |
| Metric | 5011496:solusd:double_slow_high_gx:zlema130_30 | 5011496:SOLUSD |
|---|---|---|
| Max Drawdown | -44.38% | -61.75% |
| Longest DD Days | 301.0 | 301.0 |
| Avg. Drawdown | -9.43% | -18.91% |
| Avg. Drawdown Days | 49.0 | 54.0 |
| Recovery Factor | -0.04 | -0.09 |
| Ulcer Index | 1.02 | 1.03 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-20 | 2025-11-17 | -44.38 | 301 |
| 2024-05-08 | 2024-07-15 | -14.73 | 68 |
| 2024-11-13 | 2025-01-04 | -10.92 | 52 |
| 2024-07-23 | 2024-08-25 | -9.29 | 33 |
| 2024-08-27 | 2024-09-20 | -7.27 | 24 |
| 2024-09-21 | 2024-09-27 | -4.49 | 6 |
| 2024-07-18 | 2024-07-20 | -4.04 | 2 |
| 2024-10-30 | 2024-11-12 | -3.18 | 13 |
| 2024-10-22 | 2024-10-29 | -2.88 | 7 |
| 2025-01-05 | 2025-01-18 | -1.69 | 13 |
| Metric | 5011496:solusd:double_slow_high_gx:zlema130_30 | 5011496:SOLUSD |
|---|---|---|
| Best Day | 17.78% | 20.8% |
| Worst Day | -18.88% | -18.74% |
| Best Week | 10.38% | 25.06% |
| Worst Week | -23.07% | -26.95% |
| Best Month | 13.09% | 39.21% |
| Worst Month | -25.7% | -46.12% |
| Best Year | 26.99% | 26.52% |
| Worst Year | -22.56% | -25.35% |
| Avg. Up Day | 2.93% | 4.0% |
| Avg. Down Day | -2.92% | -2.89% |
| Avg. Up Week | 3.9% | 11.11% |
| Avg. Down Week | -3.29% | -7.02% |
| Avg. Up Month | 7.4% | 17.55% |
| Avg. Down Month | -8.26% | -16.8% |
| Win Days % | 45.58% | 48.57% |
| Win Month % | 50.0% | 57.89% |
| Win Week % | 49.09% | 50.0% |
| Win Quarter % | 57.14% | 57.14% |
| Win Year % | 50.0% | 50.0% |