| Metric | 5008596:solusd:double_slow_high_gx:hma100_75 | 5008596:SOLUSD |
|---|---|---|
| Time in Market | 41.0% | 100.0% |
| Cumulative Return | -20.06% | -5.55% |
| Max Drawdown | -41.83% | -61.75% |
| Sharpe | -0.12 | 0.38 |
| Sortino | -0.18 | 0.56 |
| Payoff Ratio | 1.13 | 1.21 |
| Profit Factor | 0.97 | 1.06 |
| Common Sense Ratio | 0.99 | 1.13 |
| CPC Index | 0.48 | 0.62 |
| Tail Ratio | 1.02 | 1.07 |
| Outlier Win Ratio | 14.16 | 2.87 |
| Outlier Loss Ratio | 3.51 | 2.7 |
| Volatility (ann.) | 43.33% | 84.83% |
| R^2 | 0.3 | 0.3 |
| Calmar | -0.32 | -0.06 |
| Skew | 0.7 | 0.15 |
| Kurtosis | 10.4 | 2.91 |
| Expected Daily % | -0.04% | -0.01% |
| Expected Monthly % | -1.17% | -0.3% |
| Expected Yearly % | -10.59% | -2.82% |
| Kelly Criterion | -6.36% | 6.21% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -3.74% | -7.22% |
| Expected Shortfall (cVaR) | -3.74% | -7.22% |
| Year | 5008596:SOLUSD | 5008596:solusd:double_slow_high_gx:hma100_75 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 26.52 | 5.13 | 0.19 | - |
| 2025 | -25.35 | -23.96 | 0.95 | + |
| Metric | 5008596:solusd:double_slow_high_gx:hma100_75 | 5008596:SOLUSD |
|---|---|---|
| MTD | -5.96% | -24.32% |
| 3M | -6.64% | -24.59% |
| 6M | -19.68% | -16.15% |
| YTD | -23.96% | -25.35% |
| 1Y | -31.93% | -36.41% |
| 3Y (ann.) | -13.58% | -3.65% |
| 5Y (ann.) | -13.58% | -3.65% |
| Metric | 5008596:solusd:double_slow_high_gx:hma100_75 | 5008596:SOLUSD |
|---|---|---|
| Max Drawdown | -41.83% | -61.75% |
| Longest DD Days | 301.0 | 301.0 |
| Avg. Drawdown | -12.75% | -18.91% |
| Avg. Drawdown Days | 68.0 | 54.0 |
| Recovery Factor | -0.48 | -0.09 |
| Ulcer Index | 1.24 | 1.03 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-20 | 2025-11-17 | -41.83 | 301 |
| 2024-11-13 | 2025-01-19 | -17.46 | 67 |
| 2024-07-23 | 2024-10-15 | -17.01 | 84 |
| 2024-05-08 | 2024-07-17 | -11.20 | 70 |
| 2024-10-26 | 2024-11-12 | -6.55 | 17 |
| 2024-10-16 | 2024-10-21 | -3.83 | 5 |
| 2024-10-22 | 2024-10-24 | -2.70 | 2 |
| 2024-07-18 | 2024-07-19 | -1.45 | 1 |
| Metric | 5008596:solusd:double_slow_high_gx:hma100_75 | 5008596:SOLUSD |
|---|---|---|
| Best Day | 17.78% | 20.8% |
| Worst Day | -11.79% | -18.74% |
| Best Week | 11.72% | 25.06% |
| Worst Week | -11.54% | -26.95% |
| Best Month | 21.6% | 39.21% |
| Worst Month | -11.4% | -46.12% |
| Best Year | 5.13% | 26.52% |
| Worst Year | -23.96% | -25.35% |
| Avg. Up Day | 3.0% | 3.63% |
| Avg. Down Day | -2.65% | -2.99% |
| Avg. Up Week | 4.55% | 11.24% |
| Avg. Down Week | -4.07% | -7.35% |
| Avg. Up Month | 9.83% | 17.33% |
| Avg. Down Month | -7.03% | -18.72% |
| Win Days % | 43.48% | 48.57% |
| Win Month % | 26.32% | 57.89% |
| Win Week % | 46.55% | 50.0% |
| Win Quarter % | 14.29% | 57.14% |
| Win Year % | 50.0% | 50.0% |