| Metric | 5018148:solusd:double_slow_high_gx:lsma105_60 | 5018148:SOLUSD |
|---|---|---|
| Time in Market | 37.0% | 100.0% |
| Cumulative Return | 8.93% | -5.55% |
| Max Drawdown | -29.03% | -61.75% |
| Sharpe | 0.34 | 0.38 |
| Sortino | 0.51 | 0.56 |
| Payoff Ratio | 1.25 | 1.35 |
| Profit Factor | 1.08 | 1.06 |
| Common Sense Ratio | 1.37 | 1.13 |
| CPC Index | 0.6 | 0.69 |
| Tail Ratio | 1.27 | 1.07 |
| Outlier Win Ratio | 15.82 | 2.87 |
| Outlier Loss Ratio | 3.53 | 2.58 |
| Volatility (ann.) | 40.35% | 84.83% |
| R^2 | 0.23 | 0.23 |
| Calmar | 0.2 | -0.06 |
| Skew | 0.27 | 0.15 |
| Kurtosis | 9.85 | 2.91 |
| Expected Daily % | 0.02% | -0.01% |
| Expected Monthly % | 0.45% | -0.3% |
| Expected Yearly % | 4.37% | -2.82% |
| Kelly Criterion | -0.01% | 10.45% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -3.44% | -7.22% |
| Expected Shortfall (cVaR) | -3.44% | -7.22% |
| Year | 5018148:SOLUSD | 5018148:solusd:double_slow_high_gx:lsma105_60 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 26.52 | 17.03 | 0.64 | - |
| 2025 | -25.35 | -6.92 | 0.27 | + |
| Metric | 5018148:solusd:double_slow_high_gx:lsma105_60 | 5018148:SOLUSD |
|---|---|---|
| MTD | 0.0% | -24.32% |
| 3M | -7.49% | -24.59% |
| 6M | -7.76% | -16.15% |
| YTD | -6.92% | -25.35% |
| 1Y | -14.83% | -36.41% |
| 3Y (ann.) | 5.73% | -3.65% |
| 5Y (ann.) | 5.73% | -3.65% |
| Metric | 5018148:solusd:double_slow_high_gx:lsma105_60 | 5018148:SOLUSD |
|---|---|---|
| Max Drawdown | -29.03% | -61.75% |
| Longest DD Days | 369.0 | 301.0 |
| Avg. Drawdown | -10.57% | -18.91% |
| Avg. Drawdown Days | 78.0 | 54.0 |
| Recovery Factor | 0.31 | -0.09 |
| Ulcer Index | 1.05 | 1.03 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-11-13 | 2025-11-17 | -29.03 | 369 |
| 2024-07-23 | 2024-10-20 | -14.84 | 89 |
| 2024-05-08 | 2024-05-18 | -7.51 | 10 |
| 2024-10-22 | 2024-11-12 | -7.14 | 21 |
| 2024-07-04 | 2024-07-21 | -7.13 | 17 |
| 2024-06-29 | 2024-07-01 | -4.62 | 2 |
| 2024-05-22 | 2024-06-28 | -3.77 | 37 |
| Metric | 5018148:solusd:double_slow_high_gx:lsma105_60 | 5018148:SOLUSD |
|---|---|---|
| Best Day | 12.37% | 20.8% |
| Worst Day | -14.56% | -18.74% |
| Best Week | 10.87% | 25.06% |
| Worst Week | -13.13% | -26.95% |
| Best Month | 10.28% | 39.21% |
| Worst Month | -13.05% | -46.12% |
| Best Year | 17.03% | 26.52% |
| Worst Year | -6.92% | -25.35% |
| Avg. Up Day | 3.18% | 3.83% |
| Avg. Down Day | -2.54% | -2.84% |
| Avg. Up Week | 4.31% | 9.55% |
| Avg. Down Week | -3.36% | -8.63% |
| Avg. Up Month | 4.98% | 18.09% |
| Avg. Down Month | -7.39% | -20.62% |
| Win Days % | 44.39% | 48.57% |
| Win Month % | 66.67% | 57.89% |
| Win Week % | 49.06% | 50.0% |
| Win Quarter % | 42.86% | 57.14% |
| Win Year % | 50.0% | 50.0% |