| Metric | 3987209:solusd:triple_gx:hma125_25_15 | 3987209:SOLUSD |
|---|---|---|
| Time in Market | 31.0% | 100.0% |
| Cumulative Return | 47.05% | -12.38% |
| Max Drawdown | -20.73% | -58.89% |
| Sharpe | 0.63 | 0.13 |
| Sortino | 1.15 | 0.2 |
| Payoff Ratio | 1.47 | 1.37 |
| Profit Factor | 1.21 | 1.02 |
| Common Sense Ratio | 1.52 | 1.04 |
| CPC Index | 0.76 | 0.69 |
| Tail Ratio | 1.25 | 1.02 |
| Outlier Win Ratio | 19.53 | 3.02 |
| Outlier Loss Ratio | 4.61 | 2.95 |
| Volatility (ann.) | 21.37% | 44.44% |
| R^2 | 0.24 | 0.24 |
| Calmar | 2.77 | -0.24 |
| Skew | 5.17 | 0.61 |
| Kurtosis | 84.04 | 8.38 |
| Expected Daily % | 0.03% | -0.01% |
| Expected Monthly % | 3.57% | -1.19% |
| Expected Yearly % | 21.27% | -6.39% |
| Kelly Criterion | 3.47% | 12.19% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.8% | -3.81% |
| Expected Shortfall (cVaR) | -1.8% | -3.81% |
| Year | 3987209:SOLUSD | 3987209:solusd:triple_gx:hma125_25_15 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 30.93 | 31.08 | 1.00 | + |
| 2025 | -33.08 | 12.19 | -0.37 | + |
| Metric | 3987209:solusd:triple_gx:hma125_25_15 | 3987209:SOLUSD |
|---|---|---|
| MTD | 0.87% | -14.67% |
| 3M | 2.09% | -34.75% |
| 6M | 21.88% | -5.94% |
| YTD | 12.19% | -33.08% |
| 1Y | 47.05% | -12.38% |
| 3Y (ann.) | 57.47% | -14.41% |
| 5Y (ann.) | 57.47% | -14.41% |
| Metric | 3987209:solusd:triple_gx:hma125_25_15 | 3987209:SOLUSD |
|---|---|---|
| Max Drawdown | -20.73% | -58.89% |
| Longest DD Days | 67.0 | 101.0 |
| Avg. Drawdown | -5.49% | -12.09% |
| Avg. Drawdown Days | 12.0 | 19.0 |
| Recovery Factor | 2.27 | -0.21 |
| Ulcer Index | inf | 1.02 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-03-03 | 2025-03-21 | -20.73 | 18 |
| 2024-11-18 | 2025-01-24 | -20.51 | 67 |
| 2025-01-24 | 2025-03-02 | -14.51 | 37 |
| 2024-06-05 | 2024-07-15 | -12.37 | 40 |
| 2024-10-21 | 2024-11-17 | -10.46 | 26 |
| 2024-09-10 | 2024-09-20 | -8.64 | 9 |
| 2024-07-29 | 2024-08-24 | -7.88 | 25 |
| 2024-07-22 | 2024-07-29 | -5.38 | 7 |
| 2024-09-20 | 2024-09-27 | -5.09 | 6 |
| 2024-05-16 | 2024-05-17 | -2.79 | 0 |
| Metric | 3987209:solusd:triple_gx:hma125_25_15 | 3987209:SOLUSD |
|---|---|---|
| Best Day | 19.54% | 19.54% |
| Worst Day | -5.14% | -14.23% |
| Best Week | 9.19% | 21.25% |
| Worst Week | -7.56% | -17.1% |
| Best Month | 18.16% | 41.15% |
| Worst Month | -17.63% | -36.08% |
| Best Year | 31.08% | 30.93% |
| Worst Year | 12.19% | -33.08% |
| Avg. Up Day | 1.66% | 1.81% |
| Avg. Down Day | -1.13% | -1.32% |
| Avg. Up Week | 5.07% | 11.92% |
| Avg. Down Week | -3.39% | -7.67% |
| Avg. Up Month | 10.79% | 19.84% |
| Avg. Down Month | -9.08% | -22.74% |
| Win Days % | 42.63% | 49.23% |
| Win Month % | 72.73% | 54.55% |
| Win Week % | 53.85% | 47.83% |
| Win Quarter % | 75.0% | 75.0% |
| Win Year % | 100.0% | 50.0% |