| Metric | 3997283:solusd:triple_gx:hma125_25_15 | 3997283:SOLUSD |
|---|---|---|
| Time in Market | 35.0% | 100.0% |
| Cumulative Return | 37.75% | -2.93% |
| Max Drawdown | -30.42% | -64.93% |
| Sharpe | 0.35 | 0.2 |
| Sortino | 0.55 | 0.29 |
| Payoff Ratio | 1.26 | 1.19 |
| Profit Factor | 1.1 | 1.03 |
| Common Sense Ratio | 1.19 | 1.05 |
| CPC Index | 0.61 | 0.61 |
| Tail Ratio | 1.09 | 1.01 |
| Outlier Win Ratio | 16.26 | 3.09 |
| Outlier Loss Ratio | 4.01 | 3.03 |
| Volatility (ann.) | 22.23% | 41.92% |
| R^2 | 0.28 | 0.28 |
| Calmar | 0.78 | -0.03 |
| Skew | 2.54 | 0.52 |
| Kurtosis | 45.75 | 7.7 |
| Expected Daily % | 0.01% | -0.0% |
| Expected Monthly % | 1.7% | -0.16% |
| Expected Yearly % | 17.37% | -1.47% |
| Kelly Criterion | -0.23% | 7.53% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.89% | -3.59% |
| Expected Shortfall (cVaR) | -1.89% | -3.59% |
| Year | 3997283:SOLUSD | 3997283:solusd:triple_gx:hma125_25_15 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 30.93 | 26.26 | 0.85 | - |
| 2025 | -25.86 | 9.10 | -0.35 | + |
| Metric | 3997283:solusd:triple_gx:hma125_25_15 | 3997283:SOLUSD |
|---|---|---|
| MTD | -8.5% | -25.19% |
| 3M | -10.34% | -23.51% |
| 6M | -20.97% | -16.12% |
| YTD | 9.1% | -25.86% |
| 1Y | -7.67% | -41.06% |
| 3Y (ann.) | 23.59% | -1.94% |
| 5Y (ann.) | 23.59% | -1.94% |
| Metric | 3997283:solusd:triple_gx:hma125_25_15 | 3997283:SOLUSD |
|---|---|---|
| Max Drawdown | -30.42% | -64.93% |
| Longest DD Days | 260.0 | 303.0 |
| Avg. Drawdown | -6.08% | -12.47% |
| Avg. Drawdown Days | 24.0 | 34.0 |
| Recovery Factor | 1.24 | -0.05 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-03-03 | 2025-11-18 | -30.42 | 260 |
| 2025-01-19 | 2025-03-02 | -20.07 | 42 |
| 2024-05-18 | 2024-08-24 | -20.07 | 97 |
| 2024-11-22 | 2025-01-18 | -18.54 | 57 |
| 2024-10-21 | 2024-11-08 | -8.83 | 18 |
| 2024-09-10 | 2024-09-20 | -8.28 | 9 |
| 2024-11-12 | 2024-11-17 | -5.65 | 5 |
| 2024-09-20 | 2024-09-26 | -4.24 | 6 |
| 2024-10-15 | 2024-10-19 | -3.30 | 4 |
| 2024-05-16 | 2024-05-17 | -2.79 | 0 |
| Metric | 3997283:solusd:triple_gx:hma125_25_15 | 3997283:SOLUSD |
|---|---|---|
| Best Day | 19.54% | 19.54% |
| Worst Day | -9.01% | -14.23% |
| Best Week | 16.15% | 21.25% |
| Worst Week | -10.19% | -18.95% |
| Best Month | 30.39% | 41.15% |
| Worst Month | -16.41% | -36.08% |
| Best Year | 26.26% | 30.93% |
| Worst Year | 9.1% | -25.86% |
| Avg. Up Day | 1.58% | 1.61% |
| Avg. Down Day | -1.26% | -1.34% |
| Avg. Up Week | 5.72% | 10.94% |
| Avg. Down Week | -4.07% | -7.93% |
| Avg. Up Month | 12.26% | 17.7% |
| Avg. Down Month | -7.4% | -17.25% |
| Win Days % | 44.09% | 49.66% |
| Win Month % | 47.37% | 57.89% |
| Win Week % | 49.25% | 50.62% |
| Win Quarter % | 57.14% | 71.43% |
| Win Year % | 100.0% | 50.0% |