| Metric | 5018148:solusd:double_slow_high_gx:lsma105_60 | 5018148:SOLUSD |
|---|---|---|
| Time in Market | 32.0% | 100.0% |
| Cumulative Return | 469.91% | 58.8% |
| Max Drawdown | -30.64% | -93.44% |
| Sharpe | 0.56 | 0.31 |
| Sortino | 0.92 | 0.45 |
| Payoff Ratio | 1.19 | 1.16 |
| Profit Factor | 1.17 | 1.05 |
| Common Sense Ratio | 1.32 | 1.05 |
| CPC Index | 0.65 | 0.61 |
| Tail Ratio | 1.13 | 1.0 |
| Outlier Win Ratio | 18.53 | 3.49 |
| Outlier Loss Ratio | 3.69 | 3.1 |
| Volatility (ann.) | 26.2% | 49.53% |
| R^2 | 0.28 | 0.28 |
| Calmar | 1.89 | 0.14 |
| Skew | 2.77 | 0.46 |
| Kurtosis | 53.97 | 11.02 |
| Expected Daily % | 0.03% | 0.01% |
| Expected Monthly % | 3.77% | 0.99% |
| Expected Yearly % | 54.51% | 12.26% |
| Kelly Criterion | 2.58% | 7.23% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.22% | -4.22% |
| Expected Shortfall (cVaR) | -2.22% | -4.22% |
| Year | 5018148:SOLUSD | 5018148:solusd:double_slow_high_gx:lsma105_60 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -88.73 | 52.60 | -0.59 | + |
| 2023 | 921.46 | 207.72 | 0.23 | - |
| 2024 | 85.41 | 30.79 | 0.36 | - |
| 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.) | 59.05% | 114.24% |
| 5Y (ann.) | 57.93% | 12.91% |
| Metric | 5018148:solusd:double_slow_high_gx:lsma105_60 | 5018148:SOLUSD |
|---|---|---|
| Max Drawdown | -30.64% | -93.44% |
| Longest DD Days | 370.0 | 703.0 |
| Avg. Drawdown | -8.82% | -12.83% |
| Avg. Drawdown Days | 26.0 | 49.0 |
| Recovery Factor | 15.33 | 0.63 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-11-12 | 2025-11-17 | -30.64 | 370 |
| 2022-04-03 | 2022-07-19 | -29.78 | 106 |
| 2023-04-17 | 2023-10-01 | -23.49 | 167 |
| 2022-09-13 | 2022-11-24 | -23.31 | 72 |
| 2023-12-25 | 2024-03-14 | -22.55 | 79 |
| 2024-03-18 | 2024-07-02 | -21.67 | 106 |
| 2023-02-20 | 2023-03-20 | -18.04 | 28 |
| 2024-07-22 | 2024-10-20 | -17.75 | 90 |
| 2022-07-19 | 2022-09-12 | -17.35 | 54 |
| 2023-12-09 | 2023-12-25 | -16.77 | 16 |
| Metric | 5018148:solusd:double_slow_high_gx:lsma105_60 | 5018148:SOLUSD |
|---|---|---|
| Best Day | 30.09% | 30.09% |
| Worst Day | -9.62% | -26.94% |
| Best Week | 36.38% | 43.67% |
| Worst Week | -14.16% | -51.66% |
| Best Month | 43.22% | 140.02% |
| Worst Month | -14.07% | -56.44% |
| Best Year | 207.72% | 921.46% |
| Worst Year | -7.21% | -88.73% |
| Avg. Up Day | 1.9% | 1.91% |
| Avg. Down Day | -1.6% | -1.64% |
| Avg. Up Week | 7.42% | 14.08% |
| Avg. Down Week | -4.35% | -9.59% |
| Avg. Up Month | 12.01% | 32.37% |
| Avg. Down Month | -7.28% | -19.06% |
| Win Days % | 47.15% | 50.14% |
| Win Month % | 68.89% | 53.19% |
| Win Week % | 56.1% | 47.78% |
| Win Quarter % | 68.75% | 56.25% |
| Win Year % | 75.0% | 50.0% |