| Metric | 5011574:solusd:double_slow_high_gx:zlema130_40 | 5011574:SOLUSD |
|---|---|---|
| Time in Market | 37.0% | 100.0% |
| Cumulative Return | -7.32% | -5.55% |
| Max Drawdown | -38.34% | -61.75% |
| Sharpe | 0.09 | 0.38 |
| Sortino | 0.13 | 0.56 |
| Payoff Ratio | 1.05 | 1.26 |
| Profit Factor | 1.02 | 1.06 |
| Common Sense Ratio | 1.07 | 1.13 |
| CPC Index | 0.48 | 0.65 |
| Tail Ratio | 1.05 | 1.07 |
| Outlier Win Ratio | 15.38 | 2.81 |
| Outlier Loss Ratio | 3.45 | 2.7 |
| Volatility (ann.) | 41.41% | 84.83% |
| R^2 | 0.26 | 0.26 |
| Calmar | -0.13 | -0.06 |
| Skew | 0.7 | 0.15 |
| Kurtosis | 12.3 | 2.91 |
| Expected Daily % | -0.01% | -0.01% |
| Expected Monthly % | -0.4% | -0.3% |
| Expected Yearly % | -3.73% | -2.82% |
| Kelly Criterion | -7.39% | 7.84% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -3.56% | -7.22% |
| Expected Shortfall (cVaR) | -3.56% | -7.22% |
| Year | 5011574:SOLUSD | 5011574:solusd:double_slow_high_gx:zlema130_40 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 26.52 | 9.82 | 0.37 | - |
| 2025 | -25.35 | -15.60 | 0.62 | + |
| Metric | 5011574:solusd:double_slow_high_gx:zlema130_40 | 5011574:SOLUSD |
|---|---|---|
| MTD | -6.17% | -24.32% |
| 3M | -7.23% | -24.59% |
| 6M | -14.38% | -16.15% |
| YTD | -15.6% | -25.35% |
| 1Y | -20.98% | -36.41% |
| 3Y (ann.) | -4.83% | -3.65% |
| 5Y (ann.) | -4.83% | -3.65% |
| Metric | 5011574:solusd:double_slow_high_gx:zlema130_40 | 5011574:SOLUSD |
|---|---|---|
| Max Drawdown | -38.34% | -61.75% |
| Longest DD Days | 301.0 | 301.0 |
| Avg. Drawdown | -10.5% | -18.91% |
| Avg. Drawdown Days | 55.0 | 54.0 |
| Recovery Factor | -0.19 | -0.09 |
| Ulcer Index | 1.03 | 1.03 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-20 | 2025-11-17 | -38.34 | 301 |
| 2024-06-29 | 2024-07-22 | -15.43 | 23 |
| 2024-05-08 | 2024-06-28 | -13.19 | 51 |
| 2024-11-13 | 2025-01-04 | -11.72 | 52 |
| 2024-07-23 | 2024-09-20 | -11.40 | 59 |
| 2024-09-21 | 2024-10-21 | -6.03 | 30 |
| 2024-10-30 | 2024-11-10 | -3.35 | 11 |
| 2024-10-22 | 2024-10-29 | -2.70 | 7 |
| 2025-01-05 | 2025-01-18 | -2.49 | 13 |
| 2024-11-11 | 2024-11-12 | -0.30 | 1 |
| Metric | 5011574:solusd:double_slow_high_gx:zlema130_40 | 5011574:SOLUSD |
|---|---|---|
| Best Day | 17.78% | 20.8% |
| Worst Day | -11.95% | -18.74% |
| Best Week | 9.9% | 25.06% |
| Worst Week | -16.96% | -26.95% |
| Best Month | 16.25% | 39.21% |
| Worst Month | -18.2% | -46.12% |
| Best Year | 9.82% | 26.52% |
| Worst Year | -15.6% | -25.35% |
| Avg. Up Day | 3.05% | 3.82% |
| Avg. Down Day | -2.89% | -3.02% |
| Avg. Up Week | 4.94% | 10.44% |
| Avg. Down Week | -3.82% | -8.34% |
| Avg. Up Month | 8.12% | 15.12% |
| Avg. Down Month | -7.29% | -12.44% |
| Win Days % | 44.93% | 48.57% |
| Win Month % | 44.44% | 57.89% |
| Win Week % | 47.06% | 50.0% |
| Win Quarter % | 42.86% | 57.14% |
| Win Year % | 50.0% | 50.0% |