| Metric | 5012413:solusd:double_slow_high_gx:zlema120_45 | 5012413:SOLUSD |
|---|---|---|
| Time in Market | 32.0% | 100.0% |
| Cumulative Return | 369.75% | -5.37% |
| Max Drawdown | -52.13% | -93.9% |
| Sharpe | 0.5 | 0.24 |
| Sortino | 0.82 | 0.35 |
| Payoff Ratio | 1.23 | 1.22 |
| Profit Factor | 1.15 | 1.04 |
| Common Sense Ratio | 1.29 | 1.03 |
| CPC Index | 0.64 | 0.64 |
| Tail Ratio | 1.12 | 0.99 |
| Outlier Win Ratio | 18.95 | 3.62 |
| Outlier Loss Ratio | 3.85 | 3.17 |
| Volatility (ann.) | 27.15% | 49.8% |
| R^2 | 0.29 | 0.29 |
| Calmar | 0.95 | -0.02 |
| Skew | 2.68 | 0.42 |
| Kurtosis | 49.6 | 10.78 |
| Expected Daily % | 0.03% | -0.0% |
| Expected Monthly % | 3.35% | -0.12% |
| Expected Yearly % | 47.22% | -1.37% |
| Kelly Criterion | 0.6% | 9.22% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.3% | -4.25% |
| Expected Shortfall (cVaR) | -2.3% | -4.25% |
| Year | 5012413:SOLUSD | 5012413:solusd:double_slow_high_gx:zlema120_45 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -93.29 | 33.43 | -0.36 | + |
| 2023 | 921.46 | 264.19 | 0.29 | - |
| 2024 | 85.41 | 27.97 | 0.33 | - |
| 2025 | -25.58 | -24.46 | 0.96 | + |
| Metric | 5012413:solusd:double_slow_high_gx:zlema120_45 | 5012413:SOLUSD |
|---|---|---|
| MTD | -6.17% | -24.91% |
| 3M | -7.75% | -25.93% |
| 6M | -8.6% | -15.36% |
| YTD | -24.46% | -25.58% |
| 1Y | -28.23% | -34.89% |
| 3Y (ann.) | 49.21% | 114.24% |
| 5Y (ann.) | 49.64% | -1.43% |
| Metric | 5012413:solusd:double_slow_high_gx:zlema120_45 | 5012413:SOLUSD |
|---|---|---|
| Max Drawdown | -52.13% | -93.9% |
| Longest DD Days | 301.0 | 781.0 |
| Avg. Drawdown | -9.07% | -17.52% |
| Avg. Drawdown Days | 24.0 | 87.0 |
| Recovery Factor | 7.09 | -0.06 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-19 | 2025-11-17 | -52.13 | 301 |
| 2022-05-23 | 2022-06-24 | -28.80 | 32 |
| 2022-09-13 | 2022-11-26 | -24.78 | 73 |
| 2022-11-26 | 2023-01-14 | -24.36 | 48 |
| 2023-11-12 | 2023-12-24 | -23.51 | 41 |
| 2024-06-28 | 2024-07-21 | -20.73 | 23 |
| 2024-03-18 | 2024-06-27 | -19.67 | 101 |
| 2023-07-15 | 2023-10-01 | -19.57 | 78 |
| 2023-04-14 | 2023-07-14 | -18.10 | 90 |
| 2023-02-20 | 2023-04-13 | -16.81 | 52 |
| Metric | 5012413:solusd:double_slow_high_gx:zlema120_45 | 5012413:SOLUSD |
|---|---|---|
| Best Day | 30.09% | 30.09% |
| Worst Day | -9.62% | -26.94% |
| Best Week | 41.61% | 43.67% |
| Worst Week | -13.66% | -51.66% |
| Best Month | 52.09% | 140.02% |
| Worst Month | -24.74% | -56.44% |
| Best Year | 264.19% | 921.46% |
| Worst Year | -24.46% | -93.29% |
| Avg. Up Day | 2.01% | 2.02% |
| Avg. Down Day | -1.63% | -1.65% |
| Avg. Up Week | 7.26% | 15.6% |
| Avg. Down Week | -4.44% | -8.93% |
| Avg. Up Month | 13.19% | 33.29% |
| Avg. Down Month | -7.91% | -22.73% |
| Win Days % | 45.16% | 50.06% |
| Win Month % | 65.22% | 51.06% |
| Win Week % | 54.48% | 47.06% |
| Win Quarter % | 56.25% | 50.0% |
| Win Year % | 75.0% | 50.0% |