| Metric | 5018148:solusd:double_slow_high_gx:lsma105_60 | 5018148:SOLUSD |
|---|---|---|
| Time in Market | 31.0% | 100.0% |
| Cumulative Return | 8.9% | -4.19% |
| Max Drawdown | -30.64% | -64.93% |
| Sharpe | 0.17 | 0.19 |
| Sortino | 0.24 | 0.28 |
| Payoff Ratio | 1.14 | 1.12 |
| Profit Factor | 1.04 | 1.03 |
| Common Sense Ratio | 1.17 | 1.04 |
| CPC Index | 0.54 | 0.57 |
| Tail Ratio | 1.12 | 1.02 |
| Outlier Win Ratio | 18.75 | 2.98 |
| Outlier Loss Ratio | 3.88 | 3.03 |
| Volatility (ann.) | 19.13% | 41.79% |
| R^2 | 0.2 | 0.2 |
| Calmar | 0.19 | -0.04 |
| Skew | 0.21 | 0.53 |
| Kurtosis | 11.61 | 7.67 |
| Expected Daily % | 0.0% | -0.0% |
| Expected Monthly % | 0.45% | -0.22% |
| Expected Yearly % | 4.35% | -2.12% |
| Kelly Criterion | -2.71% | 4.63% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.64% | -3.58% |
| Expected Shortfall (cVaR) | -1.64% | -3.58% |
| Year | 5018148:SOLUSD | 5018148:solusd:double_slow_high_gx:lsma105_60 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 28.75 | 17.36 | 0.60 | - |
| 2025 | -25.58 | -7.21 | 0.28 | + |
| Metric | 5018148:solusd:double_slow_high_gx:lsma105_60 | 5018148:SOLUSD |
|---|---|---|
| MTD | 0.0% | -24.91% |
| 3M | -7.49% | -25.93% |
| 6M | -7.76% | -15.36% |
| YTD | -7.21% | -25.58% |
| 1Y | -14.83% | -34.89% |
| 3Y (ann.) | 5.71% | -2.75% |
| 5Y (ann.) | 5.71% | -2.75% |
| Metric | 5018148:solusd:double_slow_high_gx:lsma105_60 | 5018148:SOLUSD |
|---|---|---|
| Max Drawdown | -30.64% | -64.93% |
| Longest DD Days | 370.0 | 301.0 |
| Avg. Drawdown | -7.71% | -11.2% |
| Avg. Drawdown Days | 42.0 | 29.0 |
| Recovery Factor | 0.29 | -0.06 |
| Ulcer Index | inf | 1.02 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-11-12 | 2025-11-17 | -30.64 | 370 |
| 2024-07-22 | 2024-10-20 | -17.75 | 90 |
| 2024-07-03 | 2024-07-21 | -11.93 | 18 |
| 2024-05-07 | 2024-05-17 | -8.31 | 9 |
| 2024-10-25 | 2024-11-10 | -8.31 | 16 |
| 2024-06-28 | 2024-07-02 | -8.06 | 4 |
| 2024-05-21 | 2024-06-27 | -6.10 | 37 |
| 2024-11-10 | 2024-11-11 | -3.21 | 0 |
| 2024-10-21 | 2024-10-24 | -2.70 | 3 |
| 2024-05-18 | 2024-05-20 | -2.65 | 1 |
| Metric | 5018148:solusd:double_slow_high_gx:lsma105_60 | 5018148:SOLUSD |
|---|---|---|
| Best Day | 6.67% | 19.54% |
| Worst Day | -7.2% | -14.23% |
| Best Week | 15.42% | 21.25% |
| Worst Week | -14.16% | -18.95% |
| Best Month | 8.7% | 41.15% |
| Worst Month | -11.03% | -36.08% |
| Best Year | 17.36% | 28.75% |
| Worst Year | -7.21% | -25.58% |
| Avg. Up Day | 1.49% | 1.5% |
| Avg. Down Day | -1.3% | -1.34% |
| Avg. Up Week | 4.12% | 9.13% |
| Avg. Down Week | -3.75% | -8.96% |
| Avg. Up Month | 5.03% | 16.18% |
| Avg. Down Month | -6.81% | -17.02% |
| Win Days % | 45.22% | 49.67% |
| Win Month % | 61.11% | 57.89% |
| Win Week % | 54.9% | 50.0% |
| Win Quarter % | 42.86% | 57.14% |
| Win Year % | 50.0% | 50.0% |