| Metric | 5012413:solusd:double_slow_high_gx:zlema120_45 | 5012413:SOLUSD |
|---|---|---|
| Time in Market | 38.0% | 100.0% |
| Cumulative Return | -13.57% | -5.55% |
| Max Drawdown | -48.53% | -61.75% |
| Sharpe | -0.02 | 0.38 |
| Sortino | -0.03 | 0.56 |
| Payoff Ratio | 1.07 | 1.34 |
| Profit Factor | 1.0 | 1.06 |
| Common Sense Ratio | 1.21 | 1.13 |
| CPC Index | 0.47 | 0.69 |
| Tail Ratio | 1.21 | 1.07 |
| Outlier Win Ratio | 14.94 | 2.78 |
| Outlier Loss Ratio | 3.59 | 2.77 |
| Volatility (ann.) | 41.93% | 84.83% |
| R^2 | 0.28 | 0.28 |
| Calmar | -0.19 | -0.06 |
| Skew | 0.57 | 0.15 |
| Kurtosis | 12.08 | 2.91 |
| Expected Daily % | -0.03% | -0.01% |
| Expected Monthly % | -0.76% | -0.3% |
| Expected Yearly % | -7.03% | -2.82% |
| Kelly Criterion | -8.0% | 10.07% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -3.61% | -7.22% |
| Expected Shortfall (cVaR) | -3.61% | -7.22% |
| Year | 5012413:SOLUSD | 5012413:solusd:double_slow_high_gx:zlema120_45 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 26.52 | 14.06 | 0.53 | - |
| 2025 | -25.35 | -24.22 | 0.96 | + |
| Metric | 5012413:solusd:double_slow_high_gx:zlema120_45 | 5012413:SOLUSD |
|---|---|---|
| MTD | -6.17% | -24.32% |
| 3M | -7.75% | -24.59% |
| 6M | -8.6% | -16.15% |
| YTD | -24.22% | -25.35% |
| 1Y | -28.23% | -36.41% |
| 3Y (ann.) | -9.07% | -3.65% |
| 5Y (ann.) | -9.07% | -3.65% |
| Metric | 5012413:solusd:double_slow_high_gx:zlema120_45 | 5012413:SOLUSD |
|---|---|---|
| Max Drawdown | -48.53% | -61.75% |
| Longest DD Days | 301.0 | 301.0 |
| Avg. Drawdown | -12.93% | -18.91% |
| Avg. Drawdown Days | 61.0 | 54.0 |
| Recovery Factor | -0.28 | -0.09 |
| Ulcer Index | 1.02 | 1.03 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-20 | 2025-11-17 | -48.53 | 301 |
| 2024-06-29 | 2024-07-21 | -17.75 | 22 |
| 2024-05-08 | 2024-05-20 | -13.19 | 12 |
| 2024-07-30 | 2024-09-20 | -10.75 | 52 |
| 2024-09-21 | 2024-11-12 | -10.39 | 52 |
| 2024-11-13 | 2025-01-03 | -9.37 | 51 |
| 2024-05-22 | 2024-06-28 | -2.96 | 37 |
| 2024-07-23 | 2024-07-29 | -2.69 | 6 |
| 2025-01-05 | 2025-01-18 | -0.76 | 13 |
| Metric | 5012413:solusd:double_slow_high_gx:zlema120_45 | 5012413:SOLUSD |
|---|---|---|
| Best Day | 17.78% | 20.8% |
| Worst Day | -11.95% | -18.74% |
| Best Week | 13.47% | 25.06% |
| Worst Week | -13.16% | -26.95% |
| Best Month | 18.55% | 39.21% |
| Worst Month | -24.74% | -46.12% |
| Best Year | 14.06% | 26.52% |
| Worst Year | -24.22% | -25.35% |
| Avg. Up Day | 3.07% | 3.98% |
| Avg. Down Day | -2.86% | -2.98% |
| Avg. Up Week | 5.51% | 10.59% |
| Avg. Down Week | -4.65% | -8.24% |
| Avg. Up Month | 5.44% | 19.29% |
| Avg. Down Month | -7.68% | -18.06% |
| Win Days % | 44.13% | 48.57% |
| Win Month % | 57.89% | 57.89% |
| Win Week % | 46.3% | 50.0% |
| Win Quarter % | 42.86% | 57.14% |
| Win Year % | 50.0% | 50.0% |