| Metric | 5008596:solusd:double_slow_high_gx:hma100_75 | 5008596:SOLUSD |
|---|---|---|
| Time in Market | 36.0% | 100.0% |
| Cumulative Return | 341.32% | 51.13% |
| Max Drawdown | -45.89% | -93.44% |
| Sharpe | 0.48 | 0.3 |
| Sortino | 0.78 | 0.44 |
| Payoff Ratio | 1.18 | 1.16 |
| Profit Factor | 1.14 | 1.05 |
| Common Sense Ratio | 1.26 | 1.05 |
| CPC Index | 0.62 | 0.61 |
| Tail Ratio | 1.11 | 1.0 |
| Outlier Win Ratio | 16.82 | 3.63 |
| Outlier Loss Ratio | 3.76 | 3.2 |
| Volatility (ann.) | 28.24% | 49.53% |
| R^2 | 0.32 | 0.32 |
| Calmar | 1.04 | 0.12 |
| Skew | 2.56 | 0.46 |
| Kurtosis | 44.83 | 11.03 |
| Expected Daily % | 0.03% | 0.01% |
| Expected Monthly % | 3.21% | 0.88% |
| Expected Yearly % | 44.94% | 10.88% |
| Kelly Criterion | 1.22% | 7.22% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.39% | -4.22% |
| Expected Shortfall (cVaR) | -2.39% | -4.22% |
| Year | 5008596:SOLUSD | 5008596:solusd:double_slow_high_gx:hma100_75 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -89.28 | 45.97 | -0.51 | + |
| 2023 | 921.46 | 309.67 | 0.34 | - |
| 2024 | 85.41 | -2.64 | -0.03 | - |
| 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.) | 41.02% | 114.24% |
| 5Y (ann.) | 47.72% | 11.46% |
| Metric | 5008596:solusd:double_slow_high_gx:hma100_75 | 5008596:SOLUSD |
|---|---|---|
| Max Drawdown | -45.89% | -93.44% |
| Longest DD Days | 301.0 | 703.0 |
| Avg. Drawdown | -9.33% | -13.23% |
| Avg. Drawdown Days | 32.0 | 51.0 |
| Recovery Factor | 7.44 | 0.55 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-19 | 2025-11-17 | -45.89 | 301 |
| 2024-03-18 | 2024-10-24 | -28.68 | 220 |
| 2022-04-03 | 2023-01-09 | -28.66 | 280 |
| 2023-03-20 | 2023-07-14 | -26.76 | 115 |
| 2023-12-25 | 2024-03-17 | -24.84 | 83 |
| 2023-07-15 | 2023-10-21 | -19.60 | 97 |
| 2024-11-12 | 2025-01-18 | -19.09 | 67 |
| 2023-11-12 | 2023-12-08 | -17.20 | 26 |
| 2023-02-20 | 2023-03-20 | -16.17 | 28 |
| 2022-02-07 | 2022-02-28 | -13.09 | 21 |
| Metric | 5008596:solusd:double_slow_high_gx:hma100_75 | 5008596:SOLUSD |
|---|---|---|
| Best Day | 30.09% | 30.09% |
| Worst Day | -9.62% | -26.94% |
| Best Week | 36.38% | 43.67% |
| Worst Week | -15.71% | -51.66% |
| Best Month | 67.52% | 140.02% |
| Worst Month | -13.77% | -56.44% |
| Best Year | 309.67% | 921.46% |
| Worst Year | -24.2% | -89.28% |
| Avg. Up Day | 1.92% | 1.92% |
| Avg. Down Day | -1.62% | -1.66% |
| Avg. Up Week | 8.28% | 16.05% |
| Avg. Down Week | -4.75% | -8.36% |
| Avg. Up Month | 19.36% | 35.74% |
| Avg. Down Month | -6.0% | -22.03% |
| Win Days % | 46.55% | 50.14% |
| Win Month % | 44.68% | 53.19% |
| Win Week % | 48.53% | 47.29% |
| Win Quarter % | 37.5% | 56.25% |
| Win Year % | 50.0% | 50.0% |