| Metric | 3987209:solusd:triple_gx:hma125_25_15 | 3987209:SOLUSD |
|---|---|---|
| Time in Market | 24.0% | 100.0% |
| Cumulative Return | 1,184.75% | 28.97% |
| Max Drawdown | -26.88% | -93.44% |
| Sharpe | 1.0 | 0.3 |
| Sortino | 1.95 | 0.44 |
| Payoff Ratio | 1.54 | 1.38 |
| Profit Factor | 1.44 | 1.05 |
| Common Sense Ratio | 1.86 | 1.08 |
| CPC Index | 0.99 | 0.72 |
| Tail Ratio | 1.29 | 1.03 |
| Outlier Win Ratio | 26.21 | 3.38 |
| Outlier Loss Ratio | 4.6 | 2.8 |
| Volatility (ann.) | 23.06% | 51.57% |
| R^2 | 0.21 | 0.21 |
| Calmar | 4.7 | 0.09 |
| Skew | 6.41 | 0.46 |
| Kurtosis | 123.33 | 10.97 |
| Expected Daily % | 0.06% | 0.01% |
| Expected Monthly % | 6.95% | 0.67% |
| Expected Yearly % | 89.32% | 6.57% |
| Kelly Criterion | 9.03% | 13.97% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.92% | -4.4% |
| Expected Shortfall (cVaR) | -1.92% | -4.4% |
| Year | 3987209:SOLUSD | 3987209:solusd:triple_gx:hma125_25_15 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -89.82 | 51.50 | -0.57 | + |
| 2023 | 921.46 | 342.13 | 0.37 | - |
| 2024 | 85.41 | 48.99 | 0.57 | - |
| 2025 | -33.08 | 28.73 | -0.87 | + |
| Metric | 3987209:solusd:triple_gx:hma125_25_15 | 3987209:SOLUSD |
|---|---|---|
| MTD | 13.87% | -14.67% |
| 3M | 19.03% | -34.75% |
| 6M | 43.59% | -5.94% |
| YTD | 28.73% | -33.08% |
| 1Y | 50.74% | -34.17% |
| 3Y (ann.) | 132.21% | 12.54% |
| 5Y (ann.) | 126.31% | 8.48% |
| Metric | 3987209:solusd:triple_gx:hma125_25_15 | 3987209:SOLUSD |
|---|---|---|
| Max Drawdown | -26.88% | -93.44% |
| Longest DD Days | 185.0 | 703.0 |
| Avg. Drawdown | -4.83% | -13.56% |
| Avg. Drawdown Days | 13.0 | 47.0 |
| Recovery Factor | 44.08 | 0.31 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-09-13 | 2023-01-09 | -26.88 | 117 |
| 2024-03-18 | 2024-09-20 | -24.19 | 185 |
| 2022-06-06 | 2022-07-16 | -22.12 | 40 |
| 2024-11-22 | 2025-03-02 | -18.03 | 100 |
| 2023-11-16 | 2023-12-15 | -17.33 | 29 |
| 2023-12-25 | 2024-02-14 | -13.31 | 51 |
| 2025-03-03 | 2025-03-21 | -11.03 | 18 |
| 2023-01-15 | 2023-03-12 | -10.42 | 56 |
| 2022-08-08 | 2022-08-13 | -10.28 | 4 |
| 2023-06-30 | 2023-07-08 | -9.98 | 7 |
| Metric | 3987209:solusd:triple_gx:hma125_25_15 | 3987209:SOLUSD |
|---|---|---|
| Best Day | 30.09% | 30.09% |
| Worst Day | -9.09% | -26.94% |
| Best Week | 25.05% | 43.67% |
| Worst Week | -11.33% | -51.66% |
| Best Month | 51.93% | 140.02% |
| Worst Month | -16.79% | -56.44% |
| Best Year | 342.13% | 921.46% |
| Worst Year | 28.73% | -89.82% |
| Avg. Up Day | 1.95% | 2.16% |
| Avg. Down Day | -1.26% | -1.57% |
| Avg. Up Week | 6.52% | 15.22% |
| Avg. Down Week | -3.38% | -7.73% |
| Avg. Up Month | 16.42% | 39.43% |
| Avg. Down Month | -6.15% | -23.78% |
| Win Days % | 44.85% | 50.12% |
| Win Month % | 73.68% | 50.0% |
| Win Week % | 60.16% | 46.11% |
| Win Quarter % | 92.31% | 53.85% |
| Win Year % | 100.0% | 50.0% |