| Metric | 5011496:solusd:double_slow_high_gx:zlema130_30 | 5011496:SOLUSD |
|---|---|---|
| Time in Market | 32.0% | 100.0% |
| Cumulative Return | 580.68% | -5.05% |
| Max Drawdown | -48.44% | -93.83% |
| Sharpe | 0.6 | 0.24 |
| Sortino | 1.0 | 0.35 |
| Payoff Ratio | 1.29 | 1.25 |
| Profit Factor | 1.19 | 1.04 |
| Common Sense Ratio | 1.39 | 1.03 |
| CPC Index | 0.67 | 0.65 |
| Tail Ratio | 1.17 | 0.99 |
| Outlier Win Ratio | 19.24 | 3.62 |
| Outlier Loss Ratio | 4.02 | 3.09 |
| Volatility (ann.) | 26.85% | 49.82% |
| R^2 | 0.28 | 0.28 |
| Calmar | 1.34 | -0.01 |
| Skew | 3.2 | 0.42 |
| Kurtosis | 55.16 | 10.77 |
| Expected Daily % | 0.03% | -0.0% |
| Expected Monthly % | 4.17% | -0.11% |
| Expected Yearly % | 61.52% | -1.29% |
| Kelly Criterion | 0.17% | 10.25% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.27% | -4.26% |
| Expected Shortfall (cVaR) | -2.27% | -4.26% |
| Year | 5011496:SOLUSD | 5011496:solusd:double_slow_high_gx:zlema130_30 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -93.26 | 39.70 | -0.43 | + |
| 2023 | 921.46 | 338.39 | 0.37 | - |
| 2024 | 85.41 | 43.97 | 0.51 | - |
| 2025 | -25.58 | -22.80 | 0.89 | + |
| Metric | 5011496:solusd:double_slow_high_gx:zlema130_30 | 5011496:SOLUSD |
|---|---|---|
| MTD | 0.0% | -24.91% |
| 3M | -11.76% | -25.93% |
| 6M | -9.64% | -15.36% |
| YTD | -22.8% | -25.58% |
| 1Y | -25.55% | -34.89% |
| 3Y (ann.) | 75.07% | 114.24% |
| 5Y (ann.) | 64.88% | -1.34% |
| Metric | 5011496:solusd:double_slow_high_gx:zlema130_30 | 5011496:SOLUSD |
|---|---|---|
| Max Drawdown | -48.44% | -93.83% |
| Longest DD Days | 301.0 | 781.0 |
| Avg. Drawdown | -8.36% | -18.6% |
| Avg. Drawdown Days | 24.0 | 93.0 |
| Recovery Factor | 11.99 | -0.05 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-19 | 2025-11-17 | -48.44 | 301 |
| 2022-06-06 | 2022-07-16 | -29.62 | 40 |
| 2022-07-19 | 2023-01-04 | -27.05 | 168 |
| 2024-03-18 | 2024-08-24 | -27.02 | 159 |
| 2023-04-14 | 2023-07-14 | -26.77 | 90 |
| 2023-07-15 | 2023-10-02 | -20.58 | 78 |
| 2023-12-25 | 2024-03-14 | -18.04 | 79 |
| 2023-11-16 | 2023-12-23 | -15.86 | 37 |
| 2023-11-02 | 2023-11-10 | -15.44 | 7 |
| 2023-10-23 | 2023-11-01 | -14.61 | 9 |
| Metric | 5011496:solusd:double_slow_high_gx:zlema130_30 | 5011496:SOLUSD |
|---|---|---|
| Best Day | 30.09% | 30.09% |
| Worst Day | -9.62% | -26.94% |
| Best Week | 43.94% | 43.67% |
| Worst Week | -25.13% | -51.66% |
| Best Month | 79.29% | 140.02% |
| Worst Month | -25.7% | -56.44% |
| Best Year | 338.39% | 921.46% |
| Worst Year | -22.8% | -93.26% |
| Avg. Up Day | 2.04% | 2.05% |
| Avg. Down Day | -1.59% | -1.64% |
| Avg. Up Week | 8.65% | 15.61% |
| Avg. Down Week | -3.94% | -8.18% |
| Avg. Up Month | 16.5% | 34.03% |
| Avg. Down Month | -7.88% | -21.2% |
| Win Days % | 43.84% | 50.07% |
| Win Month % | 60.0% | 51.06% |
| Win Week % | 47.1% | 47.06% |
| Win Quarter % | 62.5% | 50.0% |
| Win Year % | 75.0% | 50.0% |