| Metric | 5012416:solusd:double_slow_high_gx:zlema125_45 | 5012416:SOLUSD |
|---|---|---|
| Time in Market | 32.0% | 100.0% |
| Cumulative Return | 1.77% | -4.19% |
| Max Drawdown | -49.97% | -64.93% |
| Sharpe | 0.11 | 0.19 |
| Sortino | 0.16 | 0.28 |
| Payoff Ratio | 1.12 | 1.11 |
| Profit Factor | 1.03 | 1.03 |
| Common Sense Ratio | 1.11 | 1.04 |
| CPC Index | 0.51 | 0.57 |
| Tail Ratio | 1.07 | 1.02 |
| Outlier Win Ratio | 18.5 | 3.01 |
| Outlier Loss Ratio | 3.85 | 3.05 |
| Volatility (ann.) | 20.1% | 41.79% |
| R^2 | 0.22 | 0.22 |
| Calmar | 0.02 | -0.04 |
| Skew | -0.11 | 0.53 |
| Kurtosis | 14.22 | 7.67 |
| Expected Daily % | 0.0% | -0.0% |
| Expected Monthly % | 0.09% | -0.22% |
| Expected Yearly % | 0.88% | -2.12% |
| Kelly Criterion | -5.18% | 4.24% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.72% | -3.58% |
| Expected Shortfall (cVaR) | -1.72% | -3.58% |
| Year | 5012416:SOLUSD | 5012416:solusd:double_slow_high_gx:zlema125_45 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 28.75 | 25.48 | 0.89 | - |
| 2025 | -25.58 | -18.89 | 0.74 | + |
| Metric | 5012416:solusd:double_slow_high_gx:zlema125_45 | 5012416:SOLUSD |
|---|---|---|
| MTD | -6.17% | -24.91% |
| 3M | -5.19% | -25.93% |
| 6M | -6.1% | -15.36% |
| YTD | -18.89% | -25.58% |
| 1Y | -20.42% | -34.89% |
| 3Y (ann.) | 1.15% | -2.75% |
| 5Y (ann.) | 1.15% | -2.75% |
| Metric | 5012416:solusd:double_slow_high_gx:zlema125_45 | 5012416:SOLUSD |
|---|---|---|
| Max Drawdown | -49.97% | -64.93% |
| Longest DD Days | 301.0 | 301.0 |
| Avg. Drawdown | -8.09% | -11.2% |
| Avg. Drawdown Days | 32.0 | 29.0 |
| Recovery Factor | 0.04 | -0.06 |
| Ulcer Index | 1.02 | 1.02 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-19 | 2025-11-17 | -49.97 | 301 |
| 2024-06-28 | 2024-07-21 | -20.73 | 23 |
| 2024-05-07 | 2024-05-20 | -13.39 | 12 |
| 2024-09-20 | 2024-11-11 | -11.79 | 52 |
| 2024-11-12 | 2025-01-02 | -8.33 | 51 |
| 2024-07-29 | 2024-08-23 | -5.98 | 25 |
| 2024-07-22 | 2024-07-29 | -5.61 | 7 |
| 2024-05-21 | 2024-06-27 | -5.31 | 37 |
| 2024-09-14 | 2024-09-19 | -4.47 | 5 |
| 2024-08-24 | 2024-09-13 | -4.13 | 20 |
| Metric | 5012416:solusd:double_slow_high_gx:zlema125_45 | 5012416:SOLUSD |
|---|---|---|
| Best Day | 7.32% | 19.54% |
| Worst Day | -9.01% | -14.23% |
| Best Week | 18.58% | 21.25% |
| Worst Week | -13.16% | -18.95% |
| Best Month | 18.18% | 41.15% |
| Worst Month | -22.12% | -36.08% |
| Best Year | 25.48% | 28.75% |
| Worst Year | -18.89% | -25.58% |
| Avg. Up Day | 1.53% | 1.54% |
| Avg. Down Day | -1.37% | -1.39% |
| Avg. Up Week | 5.18% | 10.17% |
| Avg. Down Week | -3.74% | -8.36% |
| Avg. Up Month | 5.16% | 16.76% |
| Avg. Down Month | -5.82% | -18.15% |
| Win Days % | 44.54% | 49.67% |
| Win Month % | 57.89% | 57.89% |
| Win Week % | 48.21% | 50.0% |
| Win Quarter % | 57.14% | 57.14% |
| Win Year % | 50.0% | 50.0% |