| Metric | 3831527:solusd:double_slow_high_gx:zlema45_5 | 3831527:SOLUSD |
|---|---|---|
| Time in Market | 22.0% | 100.0% |
| Cumulative Return | 160.31% | 51.61% |
| Max Drawdown | -33.7% | -92.96% |
| Sharpe | 0.92 | 0.65 |
| Sortino | 1.58 | 0.97 |
| Payoff Ratio | 1.59 | 1.05 |
| Profit Factor | 1.38 | 1.1 |
| Common Sense Ratio | 1.96 | 1.31 |
| CPC Index | 0.9 | 0.57 |
| Tail Ratio | 1.42 | 1.19 |
| Outlier Win Ratio | 27.68 | 3.09 |
| Outlier Loss Ratio | 4.18 | 2.58 |
| Volatility (ann.) | 42.6% | 102.6% |
| R^2 | 0.17 | 0.17 |
| Calmar | 1.04 | 0.15 |
| Skew | 2.21 | 0.07 |
| Kurtosis | 32.7 | 6.51 |
| Expected Daily % | 0.08% | 0.04% |
| Expected Monthly % | 2.48% | 1.07% |
| Expected Yearly % | 27.02% | 10.96% |
| Kelly Criterion | 4.12% | 1.81% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -3.56% | -8.65% |
| Expected Shortfall (cVaR) | -3.56% | -8.65% |
| Year | 3831527:SOLUSD | 3831527:solusd:double_slow_high_gx:zlema45_5 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -89.48 | 25.72 | -0.29 | + |
| 2023 | 921.46 | -11.89 | -0.01 | - |
| 2024 | 85.41 | 72.57 | 0.85 | - |
| 2025 | -23.91 | 36.18 | -1.51 | + |
| Metric | 3831527:solusd:double_slow_high_gx:zlema45_5 | 3831527:SOLUSD |
|---|---|---|
| MTD | 7.0% | -2.98% |
| 3M | 36.18% | -20.33% |
| 6M | 55.91% | -0.66% |
| YTD | 36.18% | -23.91% |
| 1Y | 35.77% | -21.86% |
| 3Y (ann.) | 37.52% | 11.95% |
| 5Y (ann.) | 35.19% | 14.02% |
| Metric | 3831527:solusd:double_slow_high_gx:zlema45_5 | 3831527:SOLUSD |
|---|---|---|
| Max Drawdown | -33.7% | -92.96% |
| Longest DD Days | 698.0 | 703.0 |
| Avg. Drawdown | -10.63% | -22.54% |
| Avg. Drawdown Days | 66.0 | 87.0 |
| Recovery Factor | 4.76 | 0.56 |
| Ulcer Index | inf | 1.03 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-05-20 | 2024-11-11 | -33.70 | 175 |
| 2024-12-12 | 2025-01-18 | -27.38 | 37 |
| 2024-03-21 | 2024-05-03 | -21.12 | 43 |
| 2025-03-03 | 2025-03-25 | -20.52 | 22 |
| 2022-04-08 | 2024-03-06 | -18.02 | 698 |
| 2025-02-04 | 2025-03-02 | -14.97 | 26 |
| 2024-05-07 | 2024-05-17 | -12.70 | 10 |
| 2025-01-19 | 2025-02-03 | -7.59 | 15 |
| 2024-11-12 | 2024-12-05 | -5.77 | 23 |
| 2024-03-18 | 2024-03-20 | -3.19 | 2 |
| Metric | 3831527:solusd:double_slow_high_gx:zlema45_5 | 3831527:SOLUSD |
|---|---|---|
| Best Day | 24.47% | 32.67% |
| Worst Day | -20.52% | -42.6% |
| Best Week | 26.07% | 43.67% |
| Worst Week | -13.03% | -51.66% |
| Best Month | 57.54% | 141.93% |
| Worst Month | -18.91% | -56.44% |
| Best Year | 72.57% | 921.46% |
| Worst Year | -11.89% | -89.48% |
| Avg. Up Day | 4.42% | 4.47% |
| Avg. Down Day | -2.78% | -4.27% |
| Avg. Up Week | 11.19% | 12.85% |
| Avg. Down Week | -5.17% | -9.95% |
| Avg. Up Month | 20.54% | 29.82% |
| Avg. Down Month | -9.8% | -25.36% |
| Win Days % | 41.13% | 49.74% |
| Win Month % | 58.82% | 51.28% |
| Win Week % | 49.15% | 46.15% |
| Win Quarter % | 62.5% | 53.85% |
| Win Year % | 75.0% | 50.0% |