| Metric | 5008328:solusd:double_slow_high_gx:hma175_35 | 5008328:SOLUSD |
|---|---|---|
| Time in Market | 30.0% | 100.0% |
| Cumulative Return | 311.72% | 41.72% |
| Max Drawdown | -59.0% | -93.44% |
| Sharpe | 0.49 | 0.29 |
| Sortino | 0.81 | 0.43 |
| Payoff Ratio | 1.26 | 1.22 |
| Profit Factor | 1.16 | 1.05 |
| Common Sense Ratio | 1.32 | 1.04 |
| CPC Index | 0.63 | 0.64 |
| Tail Ratio | 1.14 | 1.0 |
| Outlier Win Ratio | 20.8 | 3.64 |
| Outlier Loss Ratio | 3.96 | 3.1 |
| Volatility (ann.) | 26.36% | 49.5% |
| R^2 | 0.28 | 0.28 |
| Calmar | 0.78 | 0.1 |
| Skew | 3.2 | 0.47 |
| Kurtosis | 60.23 | 11.21 |
| Expected Daily % | 0.03% | 0.01% |
| Expected Monthly % | 3.12% | 0.76% |
| Expected Yearly % | 42.45% | 9.11% |
| Kelly Criterion | -1.42% | 9.29% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.23% | -4.22% |
| Expected Shortfall (cVaR) | -2.23% | -4.22% |
| Year | 5008328:SOLUSD | 5008328:solusd:double_slow_high_gx:hma175_35 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -89.94 | 13.58 | -0.15 | + |
| 2023 | 921.46 | 328.33 | 0.36 | - |
| 2024 | 85.41 | 37.03 | 0.43 | - |
| 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.) | 60.08% | 114.24% |
| 5Y (ann.) | 45.84% | 9.74% |
| Metric | 5008328:solusd:double_slow_high_gx:hma175_35 | 5008328:SOLUSD |
|---|---|---|
| Max Drawdown | -59.0% | -93.44% |
| Longest DD Days | 301.0 | 703.0 |
| Avg. Drawdown | -9.14% | -13.88% |
| Avg. Drawdown Days | 25.0 | 54.0 |
| Recovery Factor | 5.28 | 0.45 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-19 | 2025-11-17 | -59.00 | 301 |
| 2022-06-06 | 2022-07-16 | -29.05 | 40 |
| 2024-03-18 | 2024-07-21 | -27.18 | 125 |
| 2022-09-09 | 2023-01-09 | -25.79 | 121 |
| 2023-04-14 | 2023-07-13 | -21.27 | 90 |
| 2023-11-16 | 2023-12-23 | -20.44 | 37 |
| 2024-11-08 | 2025-01-18 | -17.08 | 70 |
| 2022-04-03 | 2022-06-06 | -16.51 | 63 |
| 2023-10-21 | 2023-11-01 | -15.52 | 10 |
| 2023-11-02 | 2023-11-10 | -15.44 | 7 |
| Metric | 5008328:solusd:double_slow_high_gx:hma175_35 | 5008328:SOLUSD |
|---|---|---|
| Best Day | 30.09% | 30.09% |
| Worst Day | -10.13% | -26.94% |
| Best Week | 44.62% | 43.67% |
| Worst Week | -24.76% | -51.66% |
| Best Month | 70.55% | 140.02% |
| Worst Month | -22.81% | -56.44% |
| Best Year | 328.33% | 921.46% |
| Worst Year | -38.24% | -89.94% |
| Avg. Up Day | 2.03% | 2.05% |
| Avg. Down Day | -1.61% | -1.68% |
| Avg. Up Week | 8.16% | 15.94% |
| Avg. Down Week | -5.01% | -9.31% |
| Avg. Up Month | 16.1% | 36.06% |
| Avg. Down Month | -6.59% | -20.29% |
| Win Days % | 43.45% | 50.16% |
| Win Month % | 52.17% | 52.17% |
| Win Week % | 50.37% | 47.5% |
| Win Quarter % | 50.0% | 56.25% |
| Win Year % | 75.0% | 50.0% |