| Metric | 3987209:solusd:triple_gx:hma125_25_15 | 3987209:SOLUSD |
|---|---|---|
| Time in Market | 36.0% | 100.0% |
| Cumulative Return | 65.2% | -20.71% |
| Max Drawdown | -17.61% | -54.18% |
| Sharpe | 1.8 | 0.13 |
| Sortino | 3.63 | 0.2 |
| Payoff Ratio | 1.57 | 1.83 |
| Profit Factor | 1.63 | 1.02 |
| Common Sense Ratio | 2.85 | 0.95 |
| CPC Index | 1.18 | 0.88 |
| Tail Ratio | 1.74 | 0.93 |
| Outlier Win Ratio | 19.03 | 3.08 |
| Outlier Loss Ratio | 4.99 | 2.33 |
| Volatility (ann.) | 36.43% | 88.95% |
| R^2 | 0.17 | 0.17 |
| Calmar | 4.6 | -0.44 |
| Skew | 3.38 | 0.35 |
| Kurtosis | 31.03 | 3.4 |
| Expected Daily % | 0.16% | -0.07% |
| Expected Monthly % | 4.67% | -2.09% |
| Expected Yearly % | 28.53% | -10.96% |
| Kelly Criterion | 11.42% | 18.43% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.96% | -7.63% |
| Expected Shortfall (cVaR) | -2.96% | -7.63% |
| Year | 3987209:SOLUSD | 3987209:solusd:triple_gx:hma125_25_15 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 16.38 | 26.22 | 1.60 | + |
| 2025 | -31.87 | 30.88 | -0.97 | + |
| Metric | 3987209:solusd:triple_gx:hma125_25_15 | 3987209:SOLUSD |
|---|---|---|
| MTD | 15.77% | 0.22% |
| 3M | 15.15% | -40.54% |
| 6M | 49.46% | -2.09% |
| YTD | 30.88% | -31.87% |
| 1Y | 65.2% | -20.71% |
| 3Y (ann.) | 80.94% | -23.98% |
| 5Y (ann.) | 80.94% | -23.98% |
| Metric | 3987209:solusd:triple_gx:hma125_25_15 | 3987209:SOLUSD |
|---|---|---|
| Max Drawdown | -17.61% | -54.18% |
| Longest DD Days | 100.0 | 101.0 |
| Avg. Drawdown | -5.29% | -18.96% |
| Avg. Drawdown Days | 18.0 | 32.0 |
| Recovery Factor | 3.7 | -0.38 |
| Ulcer Index | 1.02 | 1.06 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-11-23 | 2025-03-03 | -17.61 | 100 |
| 2024-05-21 | 2024-07-16 | -12.76 | 56 |
| 2024-10-25 | 2024-11-08 | -8.56 | 14 |
| 2024-07-27 | 2024-08-25 | -7.87 | 29 |
| 2025-03-07 | 2025-03-20 | -6.00 | 13 |
| 2024-09-14 | 2024-09-20 | -4.62 | 6 |
| 2025-03-21 | 2025-03-21 | -4.17 | 0 |
| 2024-11-12 | 2024-11-17 | -3.73 | 5 |
| 2024-09-21 | 2024-09-27 | -2.69 | 6 |
| 2024-10-13 | 2024-10-14 | -0.26 | 1 |
| Metric | 3987209:solusd:triple_gx:hma125_25_15 | 3987209:SOLUSD |
|---|---|---|
| Best Day | 18.57% | 20.8% |
| Worst Day | -7.86% | -18.74% |
| Best Week | 16.84% | 25.06% |
| Worst Week | -9.52% | -26.95% |
| Best Month | 17.8% | 39.21% |
| Worst Month | -16.31% | -46.12% |
| Best Year | 30.88% | 16.38% |
| Worst Year | 26.22% | -31.87% |
| Avg. Up Day | 3.09% | 4.29% |
| Avg. Down Day | -1.97% | -2.34% |
| Avg. Up Week | 4.7% | 10.37% |
| Avg. Down Week | -3.22% | -9.22% |
| Avg. Up Month | 11.52% | 18.0% |
| Avg. Down Month | -10.26% | -28.69% |
| Win Days % | 45.95% | 47.25% |
| Win Month % | 72.73% | 63.64% |
| Win Week % | 60.53% | 50.0% |
| Win Quarter % | 75.0% | 50.0% |
| Win Year % | 100.0% | 50.0% |