| Metric | 3997283:solusd:triple_gx:hma125_25_15 | 3997283:SOLUSD |
|---|---|---|
| Time in Market | 34.0% | 100.0% |
| Cumulative Return | 1,522.58% | 42.88% |
| Max Drawdown | -35.93% | -93.44% |
| Sharpe | 0.8 | 0.29 |
| Sortino | 1.4 | 0.43 |
| Payoff Ratio | 1.36 | 1.26 |
| Profit Factor | 1.26 | 1.05 |
| Common Sense Ratio | 1.45 | 1.04 |
| CPC Index | 0.78 | 0.66 |
| Tail Ratio | 1.16 | 1.0 |
| Outlier Win Ratio | 18.0 | 3.67 |
| Outlier Loss Ratio | 4.0 | 3.06 |
| Volatility (ann.) | 27.62% | 49.52% |
| R^2 | 0.31 | 0.31 |
| Calmar | 3.02 | 0.11 |
| Skew | 3.54 | 0.45 |
| Kurtosis | 55.39 | 11.09 |
| Expected Daily % | 0.05% | 0.01% |
| Expected Monthly % | 6.25% | 0.78% |
| Expected Yearly % | 100.7% | 9.33% |
| Kelly Criterion | 5.46% | 10.65% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.32% | -4.22% |
| Expected Shortfall (cVaR) | -2.32% | -4.22% |
| Year | 3997283:SOLUSD | 3997283:solusd:triple_gx:hma125_25_15 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -89.82 | -0.68 | 0.01 | + |
| 2023 | 921.46 | 779.41 | 0.85 | - |
| 2024 | 85.41 | 70.27 | 0.82 | - |
| 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.) | 152.07% | 117.32% |
| 5Y (ann.) | 108.53% | 9.87% |
| Metric | 3997283:solusd:triple_gx:hma125_25_15 | 3997283:SOLUSD |
|---|---|---|
| Max Drawdown | -35.93% | -93.44% |
| Longest DD Days | 260.0 | 703.0 |
| Avg. Drawdown | -6.72% | -13.81% |
| Avg. Drawdown Days | 18.0 | 57.0 |
| Recovery Factor | 42.37 | 0.46 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-07-19 | 2023-01-09 | -35.93 | 173 |
| 2024-03-16 | 2024-10-14 | -30.74 | 211 |
| 2025-03-03 | 2025-11-18 | -30.42 | 260 |
| 2022-04-20 | 2022-07-18 | -25.02 | 89 |
| 2025-01-19 | 2025-03-02 | -20.07 | 42 |
| 2024-11-22 | 2025-01-18 | -18.54 | 57 |
| 2023-11-16 | 2023-12-08 | -16.91 | 22 |
| 2023-11-02 | 2023-11-10 | -16.56 | 8 |
| 2023-12-25 | 2024-01-29 | -12.14 | 34 |
| 2023-12-09 | 2023-12-21 | -11.63 | 12 |
| Metric | 3997283:solusd:triple_gx:hma125_25_15 | 3997283:SOLUSD |
|---|---|---|
| Best Day | 30.09% | 30.09% |
| Worst Day | -9.62% | -26.94% |
| Best Week | 33.13% | 43.67% |
| Worst Week | -14.75% | -51.66% |
| Best Month | 96.55% | 140.02% |
| Worst Month | -22.53% | -56.44% |
| Best Year | 779.41% | 921.46% |
| Worst Year | -0.68% | -89.82% |
| Avg. Up Day | 1.98% | 2.0% |
| Avg. Down Day | -1.46% | -1.58% |
| Avg. Up Week | 8.02% | 14.95% |
| Avg. Down Week | -4.01% | -8.94% |
| Avg. Up Month | 22.88% | 36.3% |
| Avg. Down Month | -6.33% | -21.56% |
| Win Days % | 45.56% | 50.14% |
| Win Month % | 58.7% | 52.17% |
| Win Week % | 54.37% | 47.52% |
| Win Quarter % | 62.5% | 56.25% |
| Win Year % | 75.0% | 50.0% |