| Metric | 5012413:solusd:double_slow_high_gx:zlema120_45 | 5012413:SOLUSD |
|---|---|---|
| Time in Market | 32.0% | 100.0% |
| Cumulative Return | -12.32% | -4.19% |
| Max Drawdown | -52.13% | -64.93% |
| Sharpe | -0.01 | 0.19 |
| Sortino | -0.01 | 0.28 |
| Payoff Ratio | 1.11 | 1.11 |
| Profit Factor | 1.0 | 1.03 |
| Common Sense Ratio | 1.06 | 1.04 |
| CPC Index | 0.49 | 0.57 |
| Tail Ratio | 1.06 | 1.02 |
| Outlier Win Ratio | 18.49 | 3.01 |
| Outlier Loss Ratio | 3.82 | 3.05 |
| Volatility (ann.) | 20.16% | 41.79% |
| R^2 | 0.23 | 0.23 |
| Calmar | -0.16 | -0.04 |
| Skew | -0.14 | 0.53 |
| Kurtosis | 14.0 | 7.67 |
| Expected Daily % | -0.01% | -0.0% |
| Expected Monthly % | -0.69% | -0.22% |
| Expected Yearly % | -6.36% | -2.12% |
| Kelly Criterion | -6.55% | 4.52% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.74% | -3.58% |
| Expected Shortfall (cVaR) | -1.74% | -3.58% |
| Year | 5012413:SOLUSD | 5012413:solusd:double_slow_high_gx:zlema120_45 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 28.75 | 16.07 | 0.56 | - |
| 2025 | -25.58 | -24.46 | 0.96 | + |
| Metric | 5012413:solusd:double_slow_high_gx:zlema120_45 | 5012413:SOLUSD |
|---|---|---|
| MTD | -6.17% | -24.91% |
| 3M | -7.75% | -25.93% |
| 6M | -8.6% | -15.36% |
| YTD | -24.46% | -25.58% |
| 1Y | -28.23% | -34.89% |
| 3Y (ann.) | -8.21% | -2.75% |
| 5Y (ann.) | -8.21% | -2.75% |
| Metric | 5012413:solusd:double_slow_high_gx:zlema120_45 | 5012413:SOLUSD |
|---|---|---|
| Max Drawdown | -52.13% | -64.93% |
| Longest DD Days | 301.0 | 301.0 |
| Avg. Drawdown | -9.65% | -11.2% |
| Avg. Drawdown Days | 36.0 | 29.0 |
| Recovery Factor | -0.24 | -0.06 |
| Ulcer Index | 1.02 | 1.02 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-19 | 2025-11-17 | -52.13 | 301 |
| 2024-06-28 | 2024-07-21 | -20.73 | 23 |
| 2024-05-07 | 2024-05-20 | -13.39 | 12 |
| 2024-09-20 | 2024-11-11 | -11.79 | 51 |
| 2024-11-12 | 2025-01-03 | -11.15 | 52 |
| 2024-07-29 | 2024-08-24 | -10.91 | 26 |
| 2024-08-24 | 2024-09-19 | -7.00 | 25 |
| 2024-07-22 | 2024-07-29 | -5.61 | 7 |
| 2024-05-21 | 2024-06-27 | -5.31 | 37 |
| 2025-01-04 | 2025-01-06 | -2.44 | 2 |
| Metric | 5012413:solusd:double_slow_high_gx:zlema120_45 | 5012413:SOLUSD |
|---|---|---|
| Best Day | 7.32% | 19.54% |
| Worst Day | -9.01% | -14.23% |
| Best Week | 18.58% | 21.25% |
| Worst Week | -13.16% | -18.95% |
| Best Month | 18.18% | 41.15% |
| Worst Month | -24.74% | -36.08% |
| Best Year | 16.07% | 28.75% |
| Worst Year | -24.46% | -25.58% |
| Avg. Up Day | 1.53% | 1.54% |
| Avg. Down Day | -1.38% | -1.38% |
| Avg. Up Week | 4.68% | 11.11% |
| Avg. Down Week | -4.52% | -8.67% |
| Avg. Up Month | 5.1% | 16.76% |
| Avg. Down Month | -7.26% | -18.15% |
| Win Days % | 44.03% | 49.67% |
| Win Month % | 57.89% | 57.89% |
| Win Week % | 51.79% | 50.0% |
| Win Quarter % | 28.57% | 57.14% |
| Win Year % | 50.0% | 50.0% |