| Metric | 5012416:solusd:double_slow_high_gx:zlema125_45 | 5012416:SOLUSD |
|---|---|---|
| Time in Market | 31.0% | 100.0% |
| Cumulative Return | 524.4% | -5.19% |
| Max Drawdown | -49.97% | -93.9% |
| Sharpe | 0.57 | 0.24 |
| Sortino | 0.94 | 0.35 |
| Payoff Ratio | 1.24 | 1.22 |
| Profit Factor | 1.18 | 1.04 |
| Common Sense Ratio | 1.34 | 1.03 |
| CPC Index | 0.66 | 0.64 |
| Tail Ratio | 1.14 | 0.99 |
| Outlier Win Ratio | 18.99 | 3.63 |
| Outlier Loss Ratio | 3.84 | 3.16 |
| Volatility (ann.) | 27.11% | 49.81% |
| R^2 | 0.29 | 0.29 |
| Calmar | 1.22 | -0.01 |
| Skew | 2.73 | 0.42 |
| Kurtosis | 49.79 | 10.77 |
| Expected Daily % | 0.03% | -0.0% |
| Expected Monthly % | 3.97% | -0.11% |
| Expected Yearly % | 58.08% | -1.32% |
| Kelly Criterion | 1.65% | 9.26% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.29% | -4.26% |
| Expected Shortfall (cVaR) | -2.29% | -4.26% |
| Year | 5012416:SOLUSD | 5012416:solusd:double_slow_high_gx:zlema125_45 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -93.27 | 28.97 | -0.31 | + |
| 2023 | 921.46 | 318.00 | 0.35 | - |
| 2024 | 85.41 | 42.80 | 0.50 | - |
| 2025 | -25.58 | -18.89 | 0.74 | + |
| Metric | 5012416:solusd:double_slow_high_gx:zlema125_45 | 5012416:SOLUSD |
|---|---|---|
| MTD | -6.17% | -24.91% |
| 3M | -5.19% | -25.93% |
| 6M | -6.1% | -15.36% |
| YTD | -18.89% | -25.58% |
| 1Y | -20.42% | -34.89% |
| 3Y (ann.) | 66.34% | 114.24% |
| 5Y (ann.) | 61.21% | -1.38% |
| Metric | 5012416:solusd:double_slow_high_gx:zlema125_45 | 5012416:SOLUSD |
|---|---|---|
| Max Drawdown | -49.97% | -93.9% |
| Longest DD Days | 301.0 | 781.0 |
| Avg. Drawdown | -7.56% | -18.61% |
| Avg. Drawdown Days | 22.0 | 93.0 |
| Recovery Factor | 10.49 | -0.06 |
| Ulcer Index | inf | 1.02 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-19 | 2025-11-17 | -49.97 | 301 |
| 2022-05-23 | 2022-06-24 | -29.85 | 32 |
| 2022-09-13 | 2023-01-14 | -26.73 | 122 |
| 2023-11-12 | 2023-12-24 | -22.36 | 41 |
| 2024-03-18 | 2024-07-21 | -21.23 | 125 |
| 2023-07-15 | 2023-10-01 | -18.73 | 78 |
| 2023-04-14 | 2023-07-07 | -16.02 | 84 |
| 2023-11-02 | 2023-11-10 | -15.32 | 8 |
| 2024-01-30 | 2024-03-14 | -13.99 | 44 |
| 2022-02-07 | 2022-03-02 | -13.20 | 22 |
| Metric | 5012416:solusd:double_slow_high_gx:zlema125_45 | 5012416:SOLUSD |
|---|---|---|
| Best Day | 30.09% | 30.09% |
| Worst Day | -9.62% | -26.94% |
| Best Week | 39.53% | 43.67% |
| Worst Week | -13.66% | -51.66% |
| Best Month | 53.51% | 140.02% |
| Worst Month | -22.12% | -56.44% |
| Best Year | 318.0% | 921.46% |
| Worst Year | -18.89% | -93.27% |
| Avg. Up Day | 2.02% | 2.03% |
| Avg. Down Day | -1.62% | -1.66% |
| Avg. Up Week | 7.8% | 15.42% |
| Avg. Down Week | -4.3% | -9.05% |
| Avg. Up Month | 13.48% | 33.29% |
| Avg. Down Month | -6.58% | -21.35% |
| Win Days % | 45.52% | 50.07% |
| Win Month % | 63.04% | 51.06% |
| Win Week % | 53.79% | 47.06% |
| Win Quarter % | 68.75% | 50.0% |
| Win Year % | 75.0% | 50.0% |