| Metric | 5012416:solusd:double_slow_high_gx:zlema125_45 | 5012416:SOLUSD |
|---|---|---|
| Time in Market | 38.0% | 100.0% |
| Cumulative Return | 0.32% | -5.55% |
| Max Drawdown | -46.21% | -61.75% |
| Sharpe | 0.21 | 0.38 |
| Sortino | 0.31 | 0.56 |
| Payoff Ratio | 1.11 | 1.3 |
| Profit Factor | 1.05 | 1.06 |
| Common Sense Ratio | 1.24 | 1.13 |
| CPC Index | 0.52 | 0.67 |
| Tail Ratio | 1.18 | 1.07 |
| Outlier Win Ratio | 14.91 | 2.78 |
| Outlier Loss Ratio | 3.69 | 2.77 |
| Volatility (ann.) | 41.58% | 84.83% |
| R^2 | 0.28 | 0.28 |
| Calmar | 0.0 | -0.06 |
| Skew | 0.55 | 0.15 |
| Kurtosis | 12.47 | 2.91 |
| Expected Daily % | 0.0% | -0.01% |
| Expected Monthly % | 0.02% | -0.3% |
| Expected Yearly % | 0.16% | -2.82% |
| Kelly Criterion | -4.74% | 8.96% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -3.56% | -7.22% |
| Expected Shortfall (cVaR) | -3.56% | -7.22% |
| Year | 5012416:SOLUSD | 5012416:solusd:double_slow_high_gx:zlema125_45 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 26.52 | 23.31 | 0.88 | - |
| 2025 | -25.35 | -18.64 | 0.74 | + |
| Metric | 5012416:solusd:double_slow_high_gx:zlema125_45 | 5012416:SOLUSD |
|---|---|---|
| MTD | -6.17% | -24.32% |
| 3M | -5.19% | -24.59% |
| 6M | -6.1% | -16.15% |
| YTD | -18.64% | -25.35% |
| 1Y | -20.42% | -36.41% |
| 3Y (ann.) | 0.21% | -3.65% |
| 5Y (ann.) | 0.21% | -3.65% |
| Metric | 5012416:solusd:double_slow_high_gx:zlema125_45 | 5012416:SOLUSD |
|---|---|---|
| Max Drawdown | -46.21% | -61.75% |
| Longest DD Days | 301.0 | 301.0 |
| Avg. Drawdown | -10.25% | -18.91% |
| Avg. Drawdown Days | 49.0 | 54.0 |
| Recovery Factor | 0.01 | -0.09 |
| Ulcer Index | 1.02 | 1.03 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-20 | 2025-11-17 | -46.21 | 301 |
| 2024-06-29 | 2024-07-21 | -17.75 | 22 |
| 2024-05-08 | 2024-05-20 | -13.19 | 12 |
| 2024-09-21 | 2024-11-12 | -10.39 | 52 |
| 2024-11-13 | 2025-01-02 | -6.41 | 50 |
| 2024-07-30 | 2024-08-24 | -5.81 | 25 |
| 2024-09-15 | 2024-09-20 | -3.56 | 5 |
| 2024-08-27 | 2024-09-14 | -3.22 | 18 |
| 2024-05-22 | 2024-06-28 | -2.78 | 37 |
| 2024-07-23 | 2024-07-29 | -2.69 | 6 |
| Metric | 5012416:solusd:double_slow_high_gx:zlema125_45 | 5012416: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 | -22.12% | -46.12% |
| Best Year | 23.31% | 26.52% |
| Worst Year | -18.64% | -25.35% |
| Avg. Up Day | 3.11% | 3.98% |
| Avg. Down Day | -2.8% | -3.06% |
| Avg. Up Week | 5.12% | 10.48% |
| Avg. Down Week | -4.03% | -8.02% |
| Avg. Up Month | 5.49% | 19.29% |
| Avg. Down Month | -5.55% | -17.93% |
| Win Days % | 44.81% | 48.57% |
| Win Month % | 52.63% | 57.89% |
| Win Week % | 50.94% | 50.0% |
| Win Quarter % | 57.14% | 57.14% |
| Win Year % | 50.0% | 50.0% |