| Metric | 3987209:solusd:triple_gx:hma125_25_15 | 3987209:SOLUSD |
|---|---|---|
| Time in Market | 34.0% | 100.0% |
| Cumulative Return | 998.81% | 28.97% |
| Max Drawdown | -33.52% | -93.44% |
| Sharpe | 0.82 | 0.3 |
| Sortino | 1.46 | 0.44 |
| Payoff Ratio | 1.38 | 1.3 |
| Profit Factor | 1.27 | 1.05 |
| Common Sense Ratio | 1.48 | 1.08 |
| CPC Index | 0.8 | 0.68 |
| Tail Ratio | 1.17 | 1.03 |
| Outlier Win Ratio | 19.0 | 3.73 |
| Outlier Loss Ratio | 4.14 | 2.98 |
| Volatility (ann.) | 28.1% | 51.57% |
| R^2 | 0.31 | 0.31 |
| Calmar | 3.44 | 0.09 |
| Skew | 3.88 | 0.46 |
| Kurtosis | 60.84 | 10.97 |
| Expected Daily % | 0.05% | 0.01% |
| Expected Monthly % | 6.51% | 0.67% |
| Expected Yearly % | 82.07% | 6.57% |
| Kelly Criterion | 5.89% | 11.63% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.36% | -4.4% |
| Expected Shortfall (cVaR) | -2.36% | -4.4% |
| Year | 3987209:SOLUSD | 3987209:solusd:triple_gx:hma125_25_15 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -89.82 | -6.79 | 0.08 | + |
| 2023 | 921.46 | 556.81 | 0.60 | - |
| 2024 | 85.41 | 70.58 | 0.83 | - |
| 2025 | -33.08 | 5.22 | -0.16 | + |
| Metric | 3987209:solusd:triple_gx:hma125_25_15 | 3987209:SOLUSD |
|---|---|---|
| MTD | -13.48% | -14.67% |
| 3M | -4.25% | -34.75% |
| 6M | 16.19% | -5.94% |
| YTD | 5.22% | -33.08% |
| 1Y | 19.89% | -34.17% |
| 3Y (ann.) | 119.71% | 12.54% |
| 5Y (ann.) | 115.27% | 8.48% |
| Metric | 3987209:solusd:triple_gx:hma125_25_15 | 3987209:SOLUSD |
|---|---|---|
| Max Drawdown | -33.52% | -93.44% |
| Longest DD Days | 187.0 | 703.0 |
| Avg. Drawdown | -6.79% | -13.56% |
| Avg. Drawdown Days | 16.0 | 47.0 |
| Recovery Factor | 29.8 | 0.31 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-07-19 | 2023-01-14 | -33.52 | 178 |
| 2025-03-03 | 2025-03-21 | -32.01 | 18 |
| 2022-04-20 | 2022-07-19 | -25.66 | 89 |
| 2024-03-16 | 2024-09-20 | -25.43 | 187 |
| 2024-11-19 | 2025-01-18 | -20.46 | 60 |
| 2025-01-19 | 2025-03-02 | -17.73 | 42 |
| 2023-11-16 | 2023-12-08 | -17.33 | 22 |
| 2023-11-02 | 2023-11-10 | -16.24 | 8 |
| 2023-12-25 | 2024-01-29 | -13.44 | 35 |
| 2023-06-04 | 2023-07-07 | -11.47 | 33 |
| Metric | 3987209:solusd:triple_gx:hma125_25_15 | 3987209:SOLUSD |
|---|---|---|
| Best Day | 30.09% | 30.09% |
| Worst Day | -9.62% | -26.94% |
| Best Week | 32.4% | 43.67% |
| Worst Week | -11.33% | -51.66% |
| Best Month | 76.35% | 140.02% |
| Worst Month | -19.89% | -56.44% |
| Best Year | 556.81% | 921.46% |
| Worst Year | -6.79% | -89.82% |
| Avg. Up Day | 1.98% | 2.13% |
| Avg. Down Day | -1.44% | -1.64% |
| Avg. Up Week | 8.49% | 15.86% |
| Avg. Down Week | -3.73% | -8.7% |
| Avg. Up Month | 22.54% | 39.43% |
| Avg. Down Month | -7.19% | -27.17% |
| Win Days % | 45.47% | 50.12% |
| Win Month % | 63.16% | 50.0% |
| Win Week % | 51.88% | 46.11% |
| Win Quarter % | 69.23% | 53.85% |
| Win Year % | 75.0% | 50.0% |