| Metric | 5008328:solusd:double_slow_high_gx:hma175_35 | 5008328:SOLUSD |
|---|---|---|
| Time in Market | 40.0% | 100.0% |
| Cumulative Return | -29.7% | -5.55% |
| Max Drawdown | -55.51% | -61.75% |
| Sharpe | -0.32 | 0.38 |
| Sortino | -0.47 | 0.56 |
| Payoff Ratio | 0.99 | 1.23 |
| Profit Factor | 0.93 | 1.06 |
| Common Sense Ratio | 0.99 | 1.13 |
| CPC Index | 0.39 | 0.63 |
| Tail Ratio | 1.06 | 1.07 |
| Outlier Win Ratio | 15.68 | 2.81 |
| Outlier Loss Ratio | 3.66 | 2.72 |
| Volatility (ann.) | 42.91% | 84.83% |
| R^2 | 0.24 | 0.24 |
| Calmar | -0.37 | -0.06 |
| Skew | 0.47 | 0.15 |
| Kurtosis | 15.47 | 2.91 |
| Expected Daily % | -0.06% | -0.01% |
| Expected Monthly % | -1.84% | -0.3% |
| Expected Yearly % | -16.15% | -2.82% |
| Kelly Criterion | -15.53% | 6.64% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -3.73% | -7.22% |
| Expected Shortfall (cVaR) | -3.73% | -7.22% |
| Year | 5008328:SOLUSD | 5008328:solusd:double_slow_high_gx:hma175_35 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 26.52 | 16.87 | 0.64 | - |
| 2025 | -25.35 | -39.84 | 1.57 | - |
| Metric | 5008328:solusd:double_slow_high_gx:hma175_35 | 5008328:SOLUSD |
|---|---|---|
| MTD | -2.13% | -24.32% |
| 3M | -20.03% | -24.59% |
| 6M | -29.31% | -16.15% |
| YTD | -39.84% | -25.35% |
| 1Y | -44.18% | -36.41% |
| 3Y (ann.) | -20.52% | -3.65% |
| 5Y (ann.) | -20.52% | -3.65% |
| Metric | 5008328:solusd:double_slow_high_gx:hma175_35 | 5008328:SOLUSD |
|---|---|---|
| Max Drawdown | -55.51% | -61.75% |
| Longest DD Days | 301.0 | 301.0 |
| Avg. Drawdown | -9.89% | -18.91% |
| Avg. Drawdown Days | 42.0 | 54.0 |
| Recovery Factor | -0.53 | -0.09 |
| Ulcer Index | 1.02 | 1.03 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-20 | 2025-11-17 | -55.51 | 301 |
| 2024-10-30 | 2025-01-19 | -16.77 | 81 |
| 2024-05-08 | 2024-05-18 | -13.22 | 10 |
| 2024-07-23 | 2024-08-26 | -9.29 | 34 |
| 2024-08-27 | 2024-09-20 | -8.47 | 24 |
| 2024-06-29 | 2024-07-16 | -8.25 | 17 |
| 2024-09-21 | 2024-09-27 | -4.49 | 6 |
| 2024-07-18 | 2024-07-22 | -4.40 | 4 |
| 2024-09-29 | 2024-10-20 | -2.46 | 21 |
| 2024-05-22 | 2024-06-28 | -2.21 | 37 |
| Metric | 5008328:solusd:double_slow_high_gx:hma175_35 | 5008328:SOLUSD |
|---|---|---|
| Best Day | 17.78% | 20.8% |
| Worst Day | -16.48% | -18.74% |
| Best Week | 14.72% | 25.06% |
| Worst Week | -24.62% | -26.95% |
| Best Month | 15.95% | 39.21% |
| Worst Month | -22.81% | -46.12% |
| Best Year | 16.87% | 26.52% |
| Worst Year | -39.84% | -25.35% |
| Avg. Up Day | 2.94% | 3.87% |
| Avg. Down Day | -2.96% | -3.15% |
| Avg. Up Week | 5.84% | 12.13% |
| Avg. Down Week | -4.49% | -7.97% |
| Avg. Up Month | 6.16% | 16.42% |
| Avg. Down Month | -9.53% | -18.06% |
| Win Days % | 42.47% | 48.57% |
| Win Month % | 47.37% | 57.89% |
| Win Week % | 40.68% | 50.0% |
| Win Quarter % | 28.57% | 57.14% |
| Win Year % | 50.0% | 50.0% |