| Metric | 5011496:solusd:double_slow_high_gx:zlema130_30 | 5011496:SOLUSD |
|---|---|---|
| Time in Market | 31.0% | 100.0% |
| Cumulative Return | -0.23% | -4.19% |
| Max Drawdown | -48.44% | -64.93% |
| Sharpe | 0.09 | 0.19 |
| Sortino | 0.14 | 0.28 |
| Payoff Ratio | 1.13 | 1.13 |
| Profit Factor | 1.03 | 1.03 |
| Common Sense Ratio | 1.13 | 1.04 |
| CPC Index | 0.5 | 0.58 |
| Tail Ratio | 1.1 | 1.02 |
| Outlier Win Ratio | 19.03 | 2.96 |
| Outlier Loss Ratio | 3.96 | 3.0 |
| Volatility (ann.) | 19.24% | 41.79% |
| R^2 | 0.2 | 0.2 |
| Calmar | -0.0 | -0.04 |
| Skew | 0.03 | 0.53 |
| Kurtosis | 14.17 | 7.67 |
| Expected Daily % | -0.0% | -0.0% |
| Expected Monthly % | -0.01% | -0.22% |
| Expected Yearly % | -0.12% | -2.12% |
| Kelly Criterion | -6.45% | 5.13% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.65% | -3.58% |
| Expected Shortfall (cVaR) | -1.65% | -3.58% |
| Year | 5011496:SOLUSD | 5011496:solusd:double_slow_high_gx:zlema130_30 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 28.75 | 29.23 | 1.02 | + |
| 2025 | -25.58 | -22.80 | 0.89 | + |
| Metric | 5011496:solusd:double_slow_high_gx:zlema130_30 | 5011496:SOLUSD |
|---|---|---|
| MTD | 0.0% | -24.91% |
| 3M | -11.76% | -25.93% |
| 6M | -9.64% | -15.36% |
| YTD | -22.8% | -25.58% |
| 1Y | -25.55% | -34.89% |
| 3Y (ann.) | -0.15% | -2.75% |
| 5Y (ann.) | -0.15% | -2.75% |
| Metric | 5011496:solusd:double_slow_high_gx:zlema130_30 | 5011496:SOLUSD |
|---|---|---|
| Max Drawdown | -48.44% | -64.93% |
| Longest DD Days | 301.0 | 301.0 |
| Avg. Drawdown | -6.81% | -11.2% |
| Avg. Drawdown Days | 26.0 | 29.0 |
| Recovery Factor | -0.0 | -0.06 |
| Ulcer Index | 1.02 | 1.02 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-19 | 2025-11-17 | -48.44 | 301 |
| 2024-05-07 | 2024-06-27 | -14.93 | 51 |
| 2024-11-12 | 2025-01-17 | -12.67 | 66 |
| 2024-07-22 | 2024-08-24 | -11.83 | 33 |
| 2024-06-28 | 2024-07-15 | -9.89 | 17 |
| 2024-08-24 | 2024-09-20 | -8.19 | 26 |
| 2024-09-20 | 2024-10-14 | -7.19 | 24 |
| 2024-07-16 | 2024-07-19 | -4.49 | 2 |
| 2024-10-15 | 2024-10-19 | -3.51 | 4 |
| 2024-10-29 | 2024-11-08 | -3.42 | 9 |
| Metric | 5011496:solusd:double_slow_high_gx:zlema130_30 | 5011496:SOLUSD |
|---|---|---|
| Best Day | 7.32% | 19.54% |
| Worst Day | -9.01% | -14.23% |
| Best Week | 15.14% | 21.25% |
| Worst Week | -25.13% | -18.95% |
| Best Month | 12.74% | 41.15% |
| Worst Month | -25.7% | -36.08% |
| Best Year | 29.23% | 28.75% |
| Worst Year | -22.8% | -25.58% |
| Avg. Up Day | 1.52% | 1.53% |
| Avg. Down Day | -1.35% | -1.35% |
| Avg. Up Week | 4.69% | 10.91% |
| Avg. Down Week | -3.61% | -7.05% |
| Avg. Up Month | 7.93% | 14.28% |
| Avg. Down Month | -10.1% | -20.73% |
| Win Days % | 43.59% | 49.67% |
| Win Month % | 50.0% | 57.89% |
| Win Week % | 41.82% | 50.0% |
| Win Quarter % | 57.14% | 57.14% |
| Win Year % | 50.0% | 50.0% |