| Metric | 5011574:solusd:double_slow_high_gx:zlema130_40 | 5011574:SOLUSD |
|---|---|---|
| Time in Market | 31.0% | 100.0% |
| Cumulative Return | -5.98% | -4.19% |
| Max Drawdown | -42.65% | -64.93% |
| Sharpe | 0.05 | 0.19 |
| Sortino | 0.07 | 0.28 |
| Payoff Ratio | 1.12 | 1.13 |
| Profit Factor | 1.01 | 1.03 |
| Common Sense Ratio | 1.14 | 1.04 |
| CPC Index | 0.5 | 0.58 |
| Tail Ratio | 1.12 | 1.02 |
| Outlier Win Ratio | 18.68 | 2.98 |
| Outlier Loss Ratio | 3.9 | 3.05 |
| Volatility (ann.) | 19.81% | 41.79% |
| R^2 | 0.22 | 0.22 |
| Calmar | -0.09 | -0.04 |
| Skew | -0.04 | 0.53 |
| Kurtosis | 13.98 | 7.67 |
| Expected Daily % | -0.0% | -0.0% |
| Expected Monthly % | -0.32% | -0.22% |
| Expected Yearly % | -3.04% | -2.12% |
| Kelly Criterion | -6.54% | 5.06% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.7% | -3.58% |
| Expected Shortfall (cVaR) | -1.7% | -3.58% |
| Year | 5011574:SOLUSD | 5011574:solusd:double_slow_high_gx:zlema130_40 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 28.75 | 11.75 | 0.41 | - |
| 2025 | -25.58 | -15.87 | 0.62 | + |
| Metric | 5011574:solusd:double_slow_high_gx:zlema130_40 | 5011574:SOLUSD |
|---|---|---|
| MTD | -6.17% | -24.91% |
| 3M | -7.23% | -25.93% |
| 6M | -14.38% | -15.36% |
| YTD | -15.87% | -25.58% |
| 1Y | -18.87% | -34.89% |
| 3Y (ann.) | -3.94% | -2.75% |
| 5Y (ann.) | -3.94% | -2.75% |
| Metric | 5011574:solusd:double_slow_high_gx:zlema130_40 | 5011574:SOLUSD |
|---|---|---|
| Max Drawdown | -42.65% | -64.93% |
| Longest DD Days | 301.0 | 301.0 |
| Avg. Drawdown | -8.51% | -11.2% |
| Avg. Drawdown Days | 42.0 | 29.0 |
| Recovery Factor | -0.14 | -0.06 |
| Ulcer Index | 1.02 | 1.02 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-19 | 2025-11-17 | -42.65 | 301 |
| 2024-06-28 | 2024-09-20 | -18.88 | 84 |
| 2024-11-12 | 2025-01-18 | -13.50 | 67 |
| 2024-05-07 | 2024-06-27 | -13.39 | 51 |
| 2024-09-20 | 2024-10-20 | -7.41 | 30 |
| 2024-10-29 | 2024-11-10 | -4.00 | 11 |
| 2024-11-10 | 2024-11-11 | -3.21 | 0 |
| 2024-10-21 | 2024-10-24 | -2.70 | 3 |
| 2024-10-25 | 2024-10-28 | -2.33 | 3 |
| 2024-05-06 | 2024-05-07 | -1.59 | 0 |
| Metric | 5011574:solusd:double_slow_high_gx:zlema130_40 | 5011574:SOLUSD |
|---|---|---|
| Best Day | 7.32% | 19.54% |
| Worst Day | -9.01% | -14.23% |
| Best Week | 14.18% | 21.25% |
| Worst Week | -17.11% | -18.95% |
| Best Month | 15.89% | 41.15% |
| Worst Month | -18.2% | -36.08% |
| Best Year | 11.75% | 28.75% |
| Worst Year | -15.87% | -25.58% |
| Avg. Up Day | 1.53% | 1.54% |
| Avg. Down Day | -1.37% | -1.37% |
| Avg. Up Week | 4.44% | 11.17% |
| Avg. Down Week | -3.66% | -7.5% |
| Avg. Up Month | 6.59% | 13.2% |
| Avg. Down Month | -6.81% | -14.56% |
| Win Days % | 43.72% | 49.67% |
| Win Month % | 50.0% | 57.89% |
| Win Week % | 48.08% | 50.0% |
| Win Quarter % | 42.86% | 57.14% |
| Win Year % | 50.0% | 50.0% |