| Metric | 11370097:solusd:slow_gx:zlema145_50 | 11370097:SOLUSD |
|---|---|---|
| Time in Market | 53.0% | 100.0% |
| Cumulative Return | -86.07% | 497.29% |
| Max Drawdown | -94.24% | -66.05% |
| Sharpe | -0.22 | 0.28 |
| Sortino | -0.3 | 0.4 |
| Payoff Ratio | 1.01 | 0.88 |
| Profit Factor | 0.95 | 1.04 |
| Common Sense Ratio | 0.89 | 1.08 |
| CPC Index | 0.47 | 0.47 |
| Tail Ratio | 0.93 | 1.03 |
| Outlier Win Ratio | 10.66 | 3.6 |
| Outlier Loss Ratio | 3.84 | 3.65 |
| Volatility (ann.) | 13.45% | 19.1% |
| R^2 | 0.52 | 0.52 |
| Calmar | -0.64 | 2.0 |
| Skew | -0.25 | 0.26 |
| Kurtosis | 18.4 | 8.7 |
| Expected Daily % | -0.01% | 0.01% |
| Expected Monthly % | -7.3% | 7.12% |
| Expected Yearly % | -48.16% | 81.44% |
| Kelly Criterion | -2.55% | -4.8% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.17% | -1.63% |
| Expected Shortfall (cVaR) | -1.17% | -1.63% |
| Year | 11370097:SOLUSD | 11370097:solusd:slow_gx:zlema145_50 | Multiplier | Won |
|---|---|---|---|---|
| 2023 | 331.16 | 70.28 | 0.21 | - |
| 2024 | 85.41 | -52.61 | -0.62 | - |
| 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.) | -60.43% | 131.79% |
| 5Y (ann.) | -60.43% | 131.79% |
| Metric | 11370097:solusd:slow_gx:zlema145_50 | 11370097:SOLUSD |
|---|---|---|
| Max Drawdown | -94.24% | -66.05% |
| Longest DD Days | 609.0 | 303.0 |
| Avg. Drawdown | -3.43% | -5.0% |
| Avg. Drawdown Days | 10.0 | 7.0 |
| Recovery Factor | -0.91 | 7.53 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-03-18 | 2025-11-18 | -94.24 | 609 |
| 2024-01-03 | 2024-03-06 | -19.69 | 62 |
| 2023-11-16 | 2023-12-10 | -15.56 | 24 |
| 2023-12-26 | 2024-01-03 | -15.25 | 7 |
| 2023-12-11 | 2023-12-23 | -14.13 | 12 |
| 2023-11-13 | 2023-11-16 | -12.97 | 3 |
| 2023-10-08 | 2023-10-23 | -9.37 | 14 |
| 2023-11-02 | 2023-11-04 | -7.14 | 1 |
| 2024-03-10 | 2024-03-11 | -6.59 | 1 |
| 2023-10-26 | 2023-10-26 | -5.26 | 0 |
| Metric | 11370097:solusd:slow_gx:zlema145_50 | 11370097:SOLUSD |
|---|---|---|
| Best Day | 9.64% | 11.82% |
| Worst Day | -9.91% | -9.91% |
| Best Week | 21.98% | 43.67% |
| Worst Week | -17.29% | -18.95% |
| Best Month | 29.42% | 71.77% |
| Worst Month | -36.2% | -37.4% |
| Best Year | 70.28% | 331.16% |
| Worst Year | -82.74% | -25.28% |
| Avg. Up Day | 0.66% | 0.68% |
| Avg. Down Day | -0.66% | -0.78% |
| Avg. Up Week | 5.32% | 13.22% |
| Avg. Down Week | -7.2% | -7.6% |
| Avg. Up Month | 14.74% | 43.99% |
| Avg. Down Month | -21.06% | -18.36% |
| Win Days % | 48.58% | 50.96% |
| Win Month % | 30.77% | 61.54% |
| Win Week % | 41.23% | 52.63% |
| Win Quarter % | 22.22% | 66.67% |
| Win Year % | 33.33% | 66.67% |