| Metric | 5018950:solusd:double_slow_high_gx:lsma110_60 | 5018950:SOLUSD |
|---|---|---|
| Time in Market | 36.0% | 100.0% |
| Cumulative Return | 13.27% | -5.55% |
| Max Drawdown | -32.76% | -61.75% |
| Sharpe | 0.4 | 0.38 |
| Sortino | 0.61 | 0.56 |
| Payoff Ratio | 1.27 | 1.36 |
| Profit Factor | 1.1 | 1.06 |
| Common Sense Ratio | 1.57 | 1.13 |
| CPC Index | 0.62 | 0.7 |
| Tail Ratio | 1.43 | 1.07 |
| Outlier Win Ratio | 15.78 | 2.87 |
| Outlier Loss Ratio | 3.54 | 2.61 |
| Volatility (ann.) | 40.61% | 84.83% |
| R^2 | 0.23 | 0.23 |
| Calmar | 0.26 | -0.06 |
| Skew | 0.26 | 0.15 |
| Kurtosis | 9.72 | 2.91 |
| Expected Daily % | 0.02% | -0.01% |
| Expected Monthly % | 0.66% | -0.3% |
| Expected Yearly % | 6.43% | -2.82% |
| Kelly Criterion | 0.53% | 10.83% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -3.45% | -7.22% |
| Expected Shortfall (cVaR) | -3.45% | -7.22% |
| Year | 5018950:SOLUSD | 5018950:solusd:double_slow_high_gx:lsma110_60 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 26.52 | 26.41 | 1.00 | - |
| 2025 | -25.35 | -10.40 | 0.41 | + |
| Metric | 5018950:solusd:double_slow_high_gx:lsma110_60 | 5018950:SOLUSD |
|---|---|---|
| MTD | 0.0% | -24.32% |
| 3M | -6.75% | -24.59% |
| 6M | -2.95% | -16.15% |
| YTD | -10.4% | -25.35% |
| 1Y | -18.21% | -36.41% |
| 3Y (ann.) | 8.46% | -3.65% |
| 5Y (ann.) | 8.46% | -3.65% |
| Metric | 5018950:solusd:double_slow_high_gx:lsma110_60 | 5018950:SOLUSD |
|---|---|---|
| Max Drawdown | -32.76% | -61.75% |
| Longest DD Days | 369.0 | 301.0 |
| Avg. Drawdown | -9.63% | -18.91% |
| Avg. Drawdown Days | 68.0 | 54.0 |
| Recovery Factor | 0.4 | -0.09 |
| Ulcer Index | 1.03 | 1.03 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-11-13 | 2025-11-17 | -32.76 | 369 |
| 2024-07-23 | 2024-09-27 | -11.58 | 66 |
| 2024-05-08 | 2024-05-18 | -7.51 | 10 |
| 2024-10-22 | 2024-11-12 | -7.14 | 21 |
| 2024-07-04 | 2024-07-20 | -7.13 | 16 |
| 2024-06-29 | 2024-07-01 | -4.62 | 2 |
| 2024-09-29 | 2024-10-21 | -3.83 | 22 |
| 2024-05-22 | 2024-06-28 | -2.52 | 37 |
| Metric | 5018950:solusd:double_slow_high_gx:lsma110_60 | 5018950:SOLUSD |
|---|---|---|
| Best Day | 12.37% | 20.8% |
| Worst Day | -14.56% | -18.74% |
| Best Week | 12.24% | 25.06% |
| Worst Week | -13.13% | -26.95% |
| Best Month | 12.94% | 39.21% |
| Worst Month | -13.05% | -46.12% |
| Best Year | 26.41% | 26.52% |
| Worst Year | -10.4% | -25.35% |
| Avg. Up Day | 3.26% | 3.85% |
| Avg. Down Day | -2.56% | -2.82% |
| Avg. Up Week | 4.73% | 10.15% |
| Avg. Down Week | -3.67% | -8.58% |
| Avg. Up Month | 6.91% | 19.74% |
| Avg. Down Month | -6.52% | -19.93% |
| Win Days % | 44.28% | 48.57% |
| Win Month % | 55.56% | 57.89% |
| Win Week % | 49.02% | 50.0% |
| Win Quarter % | 42.86% | 57.14% |
| Win Year % | 50.0% | 50.0% |