| Metric | 5008596:solusd:double_slow_high_gx:hma100_75 | 5008596:SOLUSD |
|---|---|---|
| Time in Market | 36.0% | 100.0% |
| Cumulative Return | -20.06% | -4.19% |
| Max Drawdown | -45.89% | -64.93% |
| Sharpe | -0.07 | 0.19 |
| Sortino | -0.1 | 0.28 |
| Payoff Ratio | 1.09 | 1.07 |
| Profit Factor | 0.98 | 1.03 |
| Common Sense Ratio | 1.02 | 1.04 |
| CPC Index | 0.48 | 0.55 |
| Tail Ratio | 1.04 | 1.02 |
| Outlier Win Ratio | 16.23 | 3.03 |
| Outlier Loss Ratio | 3.83 | 3.1 |
| Volatility (ann.) | 21.02% | 41.79% |
| R^2 | 0.25 | 0.25 |
| Calmar | -0.3 | -0.04 |
| Skew | -0.06 | 0.53 |
| Kurtosis | 11.24 | 7.67 |
| Expected Daily % | -0.01% | -0.0% |
| Expected Monthly % | -1.17% | -0.22% |
| Expected Yearly % | -10.59% | -2.12% |
| Kelly Criterion | -5.36% | 2.51% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.81% | -3.58% |
| Expected Shortfall (cVaR) | -1.81% | -3.58% |
| Year | 5008596:SOLUSD | 5008596:solusd:double_slow_high_gx:hma100_75 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 28.75 | 5.46 | 0.19 | - |
| 2025 | -25.58 | -24.20 | 0.95 | + |
| Metric | 5008596:solusd:double_slow_high_gx:hma100_75 | 5008596:SOLUSD |
|---|---|---|
| MTD | -5.96% | -24.91% |
| 3M | -6.64% | -25.93% |
| 6M | -19.68% | -15.36% |
| YTD | -24.2% | -25.58% |
| 1Y | -31.93% | -34.89% |
| 3Y (ann.) | -13.58% | -2.75% |
| 5Y (ann.) | -13.58% | -2.75% |
| Metric | 5008596:solusd:double_slow_high_gx:hma100_75 | 5008596:SOLUSD |
|---|---|---|
| Max Drawdown | -45.89% | -64.93% |
| Longest DD Days | 301.0 | 301.0 |
| Avg. Drawdown | -10.49% | -11.2% |
| Avg. Drawdown Days | 42.0 | 29.0 |
| Recovery Factor | -0.44 | -0.06 |
| Ulcer Index | inf | 1.02 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-19 | 2025-11-17 | -45.89 | 301 |
| 2024-07-22 | 2024-10-20 | -19.85 | 90 |
| 2024-11-12 | 2025-01-18 | -19.09 | 67 |
| 2024-05-21 | 2024-07-02 | -11.31 | 42 |
| 2024-05-07 | 2024-05-20 | -10.24 | 13 |
| 2024-10-25 | 2024-11-11 | -8.58 | 17 |
| 2024-07-03 | 2024-07-15 | -8.08 | 12 |
| 2024-07-16 | 2024-07-19 | -4.14 | 2 |
| 2024-10-21 | 2024-10-23 | -2.70 | 2 |
| 2024-07-16 | 2024-07-16 | -2.48 | 0 |
| Metric | 5008596:solusd:double_slow_high_gx:hma100_75 | 5008596:SOLUSD |
|---|---|---|
| Best Day | 7.32% | 19.54% |
| Worst Day | -9.01% | -14.23% |
| Best Week | 16.54% | 21.25% |
| Worst Week | -13.69% | -18.95% |
| Best Month | 14.17% | 41.15% |
| Worst Month | -11.4% | -36.08% |
| Best Year | 5.46% | 28.75% |
| Worst Year | -24.2% | -25.58% |
| Avg. Up Day | 1.46% | 1.47% |
| Avg. Down Day | -1.35% | -1.38% |
| Avg. Up Week | 4.44% | 10.4% |
| Avg. Down Week | -5.0% | -7.33% |
| Avg. Up Month | 8.27% | 13.44% |
| Avg. Down Month | -5.97% | -17.7% |
| Win Days % | 45.12% | 49.67% |
| Win Month % | 26.32% | 57.89% |
| Win Week % | 47.37% | 50.0% |
| Win Quarter % | 14.29% | 57.14% |
| Win Year % | 50.0% | 50.0% |