| Metric | 5011574:solusd:double_slow_high_gx:zlema130_40 | 5011574:SOLUSD |
|---|---|---|
| Time in Market | 31.0% | 100.0% |
| Cumulative Return | 463.48% | -5.05% |
| Max Drawdown | -42.65% | -93.83% |
| Sharpe | 0.55 | 0.24 |
| Sortino | 0.91 | 0.35 |
| Payoff Ratio | 1.25 | 1.24 |
| Profit Factor | 1.17 | 1.04 |
| Common Sense Ratio | 1.34 | 1.03 |
| CPC Index | 0.65 | 0.65 |
| Tail Ratio | 1.14 | 0.99 |
| Outlier Win Ratio | 19.13 | 3.62 |
| Outlier Loss Ratio | 3.88 | 3.14 |
| Volatility (ann.) | 27.16% | 49.82% |
| R^2 | 0.29 | 0.29 |
| Calmar | 1.34 | -0.01 |
| Skew | 2.97 | 0.42 |
| Kurtosis | 52.08 | 10.77 |
| Expected Daily % | 0.03% | -0.0% |
| Expected Monthly % | 3.75% | -0.11% |
| Expected Yearly % | 54.07% | -1.29% |
| Kelly Criterion | 0.37% | 9.94% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.3% | -4.26% |
| Expected Shortfall (cVaR) | -2.3% | -4.26% |
| Year | 5011574:SOLUSD | 5011574:solusd:double_slow_high_gx:zlema130_40 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -93.26 | 44.47 | -0.48 | + |
| 2023 | 921.46 | 247.06 | 0.27 | - |
| 2024 | 85.41 | 33.57 | 0.39 | - |
| 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.) | 54.13% | 114.24% |
| 5Y (ann.) | 56.95% | -1.34% |
| Metric | 5011574:solusd:double_slow_high_gx:zlema130_40 | 5011574:SOLUSD |
|---|---|---|
| Max Drawdown | -42.65% | -93.83% |
| Longest DD Days | 301.0 | 781.0 |
| Avg. Drawdown | -7.79% | -18.6% |
| Avg. Drawdown Days | 26.0 | 93.0 |
| Recovery Factor | 10.87 | -0.05 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-19 | 2025-11-17 | -42.65 | 301 |
| 2022-09-13 | 2023-01-14 | -28.71 | 122 |
| 2023-11-12 | 2024-03-07 | -27.87 | 116 |
| 2022-04-03 | 2022-06-24 | -24.71 | 81 |
| 2024-03-18 | 2024-10-24 | -24.09 | 220 |
| 2023-02-20 | 2023-07-13 | -20.04 | 143 |
| 2023-11-02 | 2023-11-10 | -15.69 | 8 |
| 2023-07-15 | 2023-10-01 | -15.26 | 77 |
| 2022-07-19 | 2022-09-12 | -14.26 | 54 |
| 2024-11-12 | 2025-01-18 | -13.50 | 67 |
| Metric | 5011574:solusd:double_slow_high_gx:zlema130_40 | 5011574:SOLUSD |
|---|---|---|
| Best Day | 30.09% | 30.09% |
| Worst Day | -9.62% | -26.94% |
| Best Week | 36.46% | 43.67% |
| Worst Week | -17.11% | -51.66% |
| Best Month | 50.38% | 140.02% |
| Worst Month | -20.19% | -56.44% |
| Best Year | 247.06% | 921.46% |
| Worst Year | -15.87% | -93.26% |
| Avg. Up Day | 2.04% | 2.05% |
| Avg. Down Day | -1.64% | -1.65% |
| Avg. Up Week | 7.88% | 15.8% |
| Avg. Down Week | -4.23% | -9.36% |
| Avg. Up Month | 16.19% | 35.29% |
| Avg. Down Month | -6.52% | -18.03% |
| Win Days % | 44.72% | 50.07% |
| Win Month % | 57.78% | 51.06% |
| Win Week % | 51.56% | 47.06% |
| Win Quarter % | 56.25% | 50.0% |
| Win Year % | 75.0% | 50.0% |