| Metric | 5018150:solusd:double_slow_high_gx:lsma110_60 | 5018150:SOLUSD |
|---|---|---|
| Time in Market | 37.0% | 100.0% |
| Cumulative Return | 1.14% | -5.55% |
| Max Drawdown | -33.63% | -61.75% |
| Sharpe | 0.22 | 0.38 |
| Sortino | 0.33 | 0.56 |
| Payoff Ratio | 1.28 | 1.39 |
| Profit Factor | 1.05 | 1.06 |
| Common Sense Ratio | 1.36 | 1.13 |
| CPC Index | 0.58 | 0.71 |
| Tail Ratio | 1.3 | 1.07 |
| Outlier Win Ratio | 15.93 | 2.87 |
| Outlier Loss Ratio | 3.53 | 2.58 |
| Volatility (ann.) | 40.51% | 84.83% |
| R^2 | 0.24 | 0.24 |
| Calmar | 0.02 | -0.06 |
| Skew | 0.34 | 0.15 |
| Kurtosis | 9.5 | 2.91 |
| Expected Daily % | 0.0% | -0.01% |
| Expected Monthly % | 0.06% | -0.3% |
| Expected Yearly % | 0.57% | -2.82% |
| Kelly Criterion | -1.84% | 11.59% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -3.46% | -7.22% |
| Expected Shortfall (cVaR) | -3.46% | -7.22% |
| Year | 5018150:SOLUSD | 5018150:solusd:double_slow_high_gx:lsma110_60 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 26.52 | 17.07 | 0.64 | - |
| 2025 | -25.35 | -13.61 | 0.54 | + |
| Metric | 5018150:solusd:double_slow_high_gx:lsma110_60 | 5018150:SOLUSD |
|---|---|---|
| MTD | 0.0% | -24.32% |
| 3M | -8.35% | -24.59% |
| 6M | -5.82% | -16.15% |
| YTD | -13.61% | -25.35% |
| 1Y | -20.43% | -36.41% |
| 3Y (ann.) | 0.74% | -3.65% |
| 5Y (ann.) | 0.74% | -3.65% |
| Metric | 5018150:solusd:double_slow_high_gx:lsma110_60 | 5018150:SOLUSD |
|---|---|---|
| Max Drawdown | -33.63% | -61.75% |
| Longest DD Days | 369.0 | 301.0 |
| Avg. Drawdown | -10.36% | -18.91% |
| Avg. Drawdown Days | 68.0 | 54.0 |
| Recovery Factor | 0.03 | -0.09 |
| Ulcer Index | 1.03 | 1.03 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-11-13 | 2025-11-17 | -33.63 | 369 |
| 2024-07-23 | 2024-09-27 | -13.84 | 66 |
| 2024-07-04 | 2024-07-22 | -8.15 | 18 |
| 2024-05-08 | 2024-05-18 | -7.51 | 10 |
| 2024-10-22 | 2024-11-12 | -7.14 | 21 |
| 2024-06-29 | 2024-07-01 | -4.62 | 2 |
| 2024-05-22 | 2024-06-28 | -4.13 | 37 |
| 2024-09-29 | 2024-10-21 | -3.83 | 22 |
| Metric | 5018150:solusd:double_slow_high_gx:lsma110_60 | 5018150:SOLUSD |
|---|---|---|
| Best Day | 12.37% | 20.8% |
| Worst Day | -14.56% | -18.74% |
| Best Week | 12.24% | 25.06% |
| Worst Week | -13.13% | -26.95% |
| Best Month | 10.5% | 39.21% |
| Worst Month | -12.07% | -46.12% |
| Best Year | 17.07% | 26.52% |
| Worst Year | -13.61% | -25.35% |
| Avg. Up Day | 3.27% | 3.9% |
| Avg. Down Day | -2.56% | -2.81% |
| Avg. Up Week | 4.44% | 9.52% |
| Avg. Down Week | -3.48% | -8.63% |
| Avg. Up Month | 5.95% | 15.45% |
| Avg. Down Month | -7.0% | -19.93% |
| Win Days % | 42.86% | 48.57% |
| Win Month % | 55.56% | 57.89% |
| Win Week % | 48.08% | 50.0% |
| Win Quarter % | 42.86% | 57.14% |
| Win Year % | 50.0% | 50.0% |