| Metric | 4000657:solusd:triple_gx:hma185_25_15 | 4000657:SOLUSD |
|---|---|---|
| Time in Market | 43.0% | 100.0% |
| Cumulative Return | 20.82% | -13.12% |
| Max Drawdown | -43.14% | -61.75% |
| Sharpe | 0.5 | 0.31 |
| Sortino | 0.78 | 0.45 |
| Payoff Ratio | 1.24 | 1.19 |
| Profit Factor | 1.13 | 1.05 |
| Common Sense Ratio | 1.35 | 1.1 |
| CPC Index | 0.59 | 0.6 |
| Tail Ratio | 1.2 | 1.05 |
| Outlier Win Ratio | 13.2 | 2.89 |
| Outlier Loss Ratio | 4.08 | 2.73 |
| Volatility (ann.) | 45.68% | 84.19% |
| R^2 | 0.29 | 0.29 |
| Calmar | 0.31 | -0.14 |
| Skew | 0.86 | 0.13 |
| Kurtosis | 20.07 | 3.06 |
| Expected Daily % | 0.03% | -0.03% |
| Expected Monthly % | 1.0% | -0.74% |
| Expected Yearly % | 9.92% | -6.79% |
| Kelly Criterion | -4.01% | 5.19% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -3.87% | -7.18% |
| Expected Shortfall (cVaR) | -3.87% | -7.18% |
| Year | 4000657:SOLUSD | 4000657:solusd:triple_gx:hma185_25_15 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 16.38 | 46.36 | 2.83 | + |
| 2025 | -25.35 | -17.45 | 0.69 | + |
| Metric | 4000657:solusd:triple_gx:hma185_25_15 | 4000657:SOLUSD |
|---|---|---|
| MTD | -13.82% | -24.32% |
| 3M | -22.11% | -24.59% |
| 6M | -37.03% | -16.15% |
| YTD | -17.45% | -25.35% |
| 1Y | -17.68% | -36.41% |
| 3Y (ann.) | 13.37% | -8.91% |
| 5Y (ann.) | 13.37% | -8.91% |
| Metric | 4000657:solusd:triple_gx:hma185_25_15 | 4000657:SOLUSD |
|---|---|---|
| Max Drawdown | -43.14% | -61.75% |
| Longest DD Days | 258.0 | 301.0 |
| Avg. Drawdown | -7.49% | -19.81% |
| Avg. Drawdown Days | 36.0 | 59.0 |
| Recovery Factor | 0.48 | -0.21 |
| Ulcer Index | 1.01 | 1.04 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-03-04 | 2025-11-17 | -43.14 | 258 |
| 2024-05-20 | 2024-07-16 | -11.27 | 57 |
| 2025-01-20 | 2025-03-03 | -11.12 | 42 |
| 2024-11-19 | 2025-01-18 | -9.50 | 60 |
| 2024-10-22 | 2024-11-17 | -9.02 | 26 |
| 2024-07-30 | 2024-08-24 | -4.59 | 25 |
| 2024-09-15 | 2024-09-19 | -4.16 | 4 |
| 2024-07-18 | 2024-07-22 | -3.87 | 4 |
| 2024-09-21 | 2024-09-27 | -2.89 | 6 |
| 2024-09-10 | 2024-09-14 | -2.56 | 4 |
| Metric | 4000657:solusd:triple_gx:hma185_25_15 | 4000657:SOLUSD |
|---|---|---|
| Best Day | 18.79% | 20.8% |
| Worst Day | -18.88% | -18.74% |
| Best Week | 18.73% | 25.06% |
| Worst Week | -9.1% | -26.95% |
| Best Month | 25.37% | 39.21% |
| Worst Month | -13.82% | -46.12% |
| Best Year | 46.36% | 16.38% |
| Worst Year | -17.45% | -25.35% |
| Avg. Up Day | 3.23% | 3.83% |
| Avg. Down Day | -2.62% | -3.23% |
| Avg. Up Week | 6.2% | 11.28% |
| Avg. Down Week | -3.48% | -8.26% |
| Avg. Up Month | 11.49% | 18.15% |
| Avg. Down Month | -7.93% | -18.06% |
| Win Days % | 42.49% | 48.55% |
| Win Month % | 52.63% | 57.89% |
| Win Week % | 40.0% | 49.38% |
| Win Quarter % | 71.43% | 57.14% |
| Win Year % | 50.0% | 50.0% |