| Metric | 11370097:solusd:slow_gx:zlema145_50 | 11370097:SOLUSD |
|---|---|---|
| Time in Market | 53.0% | 100.0% |
| Cumulative Return | -91.82% | 7.07% |
| Max Drawdown | -92.42% | -66.05% |
| Sharpe | -0.48 | 0.1 |
| Sortino | -0.64 | 0.14 |
| Payoff Ratio | 0.96 | 0.85 |
| Profit Factor | 0.9 | 1.02 |
| Common Sense Ratio | 0.8 | 1.01 |
| CPC Index | 0.42 | 0.44 |
| Tail Ratio | 0.89 | 0.99 |
| Outlier Win Ratio | 10.42 | 3.51 |
| Outlier Loss Ratio | 3.74 | 3.64 |
| Volatility (ann.) | 12.46% | 17.55% |
| R^2 | 0.53 | 0.53 |
| Calmar | -0.87 | 0.07 |
| Skew | -0.37 | 0.3 |
| Kurtosis | 18.46 | 11.21 |
| Expected Daily % | -0.02% | 0.0% |
| Expected Monthly % | -12.35% | 0.36% |
| Expected Yearly % | -71.4% | 3.47% |
| Kelly Criterion | -5.5% | -6.67% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.09% | -1.51% |
| Expected Shortfall (cVaR) | -1.09% | -1.51% |
| Year | 11370097:SOLUSD | 11370097:solusd:slow_gx:zlema145_50 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 43.30 | -52.63 | -1.22 | - |
| 2025 | -25.28 | -82.74 | 3.27 | - |
| Metric | 11370097:solusd:slow_gx:zlema145_50 | 11370097:SOLUSD |
|---|---|---|
| MTD | -24.46% | -24.61% |
| 3M | -46.54% | -22.92% |
| 6M | -68.54% | -15.47% |
| YTD | -82.74% | -25.28% |
| 1Y | -86.78% | -40.61% |
| 3Y (ann.) | -80.16% | 4.51% |
| 5Y (ann.) | -80.16% | 4.51% |
| Metric | 11370097:solusd:slow_gx:zlema145_50 | 11370097:SOLUSD |
|---|---|---|
| Max Drawdown | -92.42% | -66.05% |
| Longest DD Days | 545.0 | 303.0 |
| Avg. Drawdown | -10.68% | -5.38% |
| Avg. Drawdown Days | 56.0 | 11.0 |
| Recovery Factor | -0.99 | 0.11 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-05-22 | 2025-11-18 | -92.42 | 545 |
| 2024-05-07 | 2024-05-20 | -8.32 | 12 |
| 2024-05-21 | 2024-05-22 | -3.30 | 0 |
| 2024-05-05 | 2024-05-06 | -0.91 | 0 |
| 2024-05-20 | 2024-05-20 | -0.60 | 0 |
| 2024-05-06 | 2024-05-06 | -0.54 | 0 |
| 2024-05-20 | 2024-05-20 | -0.18 | 0 |
| 2024-05-05 | 2024-05-05 | -0.18 | 0 |
| 2024-05-07 | 2024-05-07 | -0.18 | 0 |
| 2024-05-05 | 2024-05-05 | -0.18 | 0 |
| Metric | 11370097:solusd:slow_gx:zlema145_50 | 11370097:SOLUSD |
|---|---|---|
| Best Day | 9.64% | 11.82% |
| Worst Day | -7.09% | -8.96% |
| Best Week | 12.4% | 21.25% |
| Worst Week | -17.29% | -18.95% |
| Best Month | 14.11% | 41.15% |
| Worst Month | -36.2% | -36.08% |
| Best Year | -52.63% | 43.3% |
| Worst Year | -82.74% | -25.28% |
| Avg. Up Day | 0.6% | 0.62% |
| Avg. Down Day | -0.62% | -0.73% |
| Avg. Up Week | 3.96% | 10.01% |
| Avg. Down Week | -7.57% | -8.04% |
| Avg. Up Month | 7.86% | 24.15% |
| Avg. Down Month | -22.72% | -17.67% |
| Win Days % | 48.43% | 50.95% |
| Win Month % | 15.79% | 57.89% |
| Win Week % | 34.15% | 51.81% |
| Win Quarter % | 0.0% | 71.43% |
| Win Year % | 0.0% | 50.0% |