| Metric | 5008328:solusd:double_slow_high_gx:hma175_35 | 5008328:SOLUSD |
|---|---|---|
| Time in Market | 31.0% | 100.0% |
| Cumulative Return | -30.4% | -4.19% |
| Max Drawdown | -59.0% | -64.93% |
| Sharpe | -0.21 | 0.19 |
| Sortino | -0.29 | 0.28 |
| Payoff Ratio | 1.06 | 1.03 |
| Profit Factor | 0.94 | 1.03 |
| Common Sense Ratio | 0.92 | 1.04 |
| CPC Index | 0.43 | 0.53 |
| Tail Ratio | 0.97 | 1.02 |
| Outlier Win Ratio | 20.29 | 2.95 |
| Outlier Loss Ratio | 3.99 | 3.06 |
| Volatility (ann.) | 19.38% | 41.79% |
| R^2 | 0.21 | 0.21 |
| Calmar | -0.36 | -0.04 |
| Skew | -0.52 | 0.53 |
| Kurtosis | 18.64 | 7.67 |
| Expected Daily % | -0.02% | -0.0% |
| Expected Monthly % | -1.89% | -0.22% |
| Expected Yearly % | -16.58% | -2.12% |
| Kelly Criterion | -11.67% | 0.99% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.68% | -3.58% |
| Expected Shortfall (cVaR) | -1.68% | -3.58% |
| Year | 5008328:SOLUSD | 5008328:solusd:double_slow_high_gx:hma175_35 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 28.75 | 12.69 | 0.44 | - |
| 2025 | -25.58 | -38.24 | 1.49 | - |
| Metric | 5008328:solusd:double_slow_high_gx:hma175_35 | 5008328:SOLUSD |
|---|---|---|
| MTD | -2.13% | -24.91% |
| 3M | -20.03% | -25.93% |
| 6M | -29.31% | -15.36% |
| YTD | -38.24% | -25.58% |
| 1Y | -42.74% | -34.89% |
| 3Y (ann.) | -21.04% | -2.75% |
| 5Y (ann.) | -21.04% | -2.75% |
| Metric | 5008328:solusd:double_slow_high_gx:hma175_35 | 5008328:SOLUSD |
|---|---|---|
| Max Drawdown | -59.0% | -64.93% |
| Longest DD Days | 301.0 | 301.0 |
| Avg. Drawdown | -7.86% | -11.2% |
| Avg. Drawdown Days | 29.0 | 29.0 |
| Recovery Factor | -0.52 | -0.06 |
| Ulcer Index | 1.03 | 1.02 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-19 | 2025-11-17 | -59.00 | 301 |
| 2024-11-08 | 2025-01-18 | -17.08 | 70 |
| 2024-05-07 | 2024-05-17 | -13.42 | 9 |
| 2024-07-22 | 2024-09-20 | -12.16 | 60 |
| 2024-06-28 | 2024-07-15 | -12.00 | 17 |
| 2024-09-20 | 2024-10-20 | -7.19 | 30 |
| 2024-07-16 | 2024-07-21 | -5.88 | 5 |
| 2024-05-21 | 2024-06-27 | -4.58 | 37 |
| 2024-10-29 | 2024-11-08 | -3.42 | 9 |
| 2024-07-16 | 2024-07-16 | -2.48 | 0 |
| Metric | 5008328:solusd:double_slow_high_gx:hma175_35 | 5008328:SOLUSD |
|---|---|---|
| Best Day | 7.32% | 19.54% |
| Worst Day | -10.13% | -14.23% |
| Best Week | 12.5% | 21.25% |
| Worst Week | -24.76% | -18.95% |
| Best Month | 19.03% | 41.15% |
| Worst Month | -22.81% | -36.08% |
| Best Year | 12.69% | 28.75% |
| Worst Year | -38.24% | -25.58% |
| Avg. Up Day | 1.47% | 1.49% |
| Avg. Down Day | -1.39% | -1.44% |
| Avg. Up Week | 5.39% | 11.51% |
| Avg. Down Week | -5.65% | -8.02% |
| Avg. Up Month | 6.47% | 14.07% |
| Avg. Down Month | -9.6% | -18.15% |
| Win Days % | 42.58% | 49.67% |
| Win Month % | 47.37% | 57.89% |
| Win Week % | 43.1% | 50.0% |
| Win Quarter % | 28.57% | 57.14% |
| Win Year % | 50.0% | 50.0% |