| Metric | 4020923:solusd:double_slow_high_gx:lsma120_45 | 4020923:SOLUSD |
|---|---|---|
| Time in Market | 33.0% | 100.0% |
| Cumulative Return | 35.45% | -4.33% |
| Max Drawdown | -22.8% | -58.89% |
| Sharpe | 0.52 | 0.19 |
| Sortino | 0.81 | 0.28 |
| Payoff Ratio | 1.3 | 1.3 |
| Profit Factor | 1.14 | 1.03 |
| Common Sense Ratio | 1.37 | 1.06 |
| CPC Index | 0.65 | 0.66 |
| Tail Ratio | 1.2 | 1.03 |
| Outlier Win Ratio | 17.42 | 3.08 |
| Outlier Loss Ratio | 4.14 | 2.97 |
| Volatility (ann.) | 20.86% | 44.32% |
| R^2 | 0.22 | 0.22 |
| Calmar | 1.85 | -0.08 |
| Skew | 0.77 | 0.6 |
| Kurtosis | 12.16 | 8.32 |
| Expected Daily % | 0.02% | -0.0% |
| Expected Monthly % | 2.8% | -0.4% |
| Expected Yearly % | 16.38% | -2.19% |
| Kelly Criterion | 0.03% | 10.53% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.77% | -3.79% |
| Expected Shortfall (cVaR) | -1.77% | -3.79% |
| Year | 4020923:SOLUSD | 4020923:solusd:double_slow_high_gx:lsma120_45 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 30.93 | 20.26 | 0.65 | - |
| 2025 | -26.94 | 12.63 | -0.47 | + |
| Metric | 4020923:solusd:double_slow_high_gx:lsma120_45 | 4020923:SOLUSD |
|---|---|---|
| MTD | 3.08% | -6.84% |
| 3M | 7.07% | -29.95% |
| 6M | 7.85% | -9.68% |
| YTD | 12.63% | -26.94% |
| 1Y | 35.45% | -4.33% |
| 3Y (ann.) | 42.13% | -5.0% |
| 5Y (ann.) | 42.13% | -5.0% |
| Metric | 4020923:solusd:double_slow_high_gx:lsma120_45 | 4020923:SOLUSD |
|---|---|---|
| Max Drawdown | -22.8% | -58.89% |
| Longest DD Days | 66.0 | 101.0 |
| Avg. Drawdown | -6.32% | -12.09% |
| Avg. Drawdown Days | 20.0 | 19.0 |
| Recovery Factor | 1.56 | -0.07 |
| Ulcer Index | inf | 1.02 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-19 | 2025-03-26 | -22.80 | 66 |
| 2024-06-28 | 2024-07-20 | -17.11 | 22 |
| 2024-07-22 | 2024-08-24 | -11.68 | 33 |
| 2024-11-12 | 2025-01-03 | -10.91 | 52 |
| 2024-09-20 | 2024-11-11 | -10.72 | 52 |
| 2024-08-24 | 2024-09-19 | -6.20 | 25 |
| 2024-05-21 | 2024-06-27 | -5.40 | 37 |
| 2025-01-04 | 2025-01-18 | -3.01 | 14 |
| 2024-05-16 | 2024-05-17 | -2.79 | 0 |
| 2024-05-18 | 2024-05-20 | -2.65 | 1 |
| Metric | 4020923:solusd:double_slow_high_gx:lsma120_45 | 4020923:SOLUSD |
|---|---|---|
| Best Day | 7.32% | 19.54% |
| Worst Day | -7.2% | -14.23% |
| Best Week | 16.39% | 21.25% |
| Worst Week | -8.84% | -17.1% |
| Best Month | 16.41% | 41.15% |
| Worst Month | -6.13% | -36.08% |
| Best Year | 20.26% | 30.93% |
| Worst Year | 12.63% | -26.94% |
| Avg. Up Day | 1.67% | 1.68% |
| Avg. Down Day | -1.29% | -1.28% |
| Avg. Up Week | 5.96% | 10.52% |
| Avg. Down Week | -3.58% | -10.64% |
| Avg. Up Month | 6.64% | 21.75% |
| Avg. Down Month | -5.53% | -28.33% |
| Win Days % | 43.58% | 49.37% |
| Win Month % | 72.73% | 54.55% |
| Win Week % | 51.61% | 48.94% |
| Win Quarter % | 75.0% | 75.0% |
| Win Year % | 100.0% | 50.0% |