| Metric | 4000657:solusd:triple_gx:hma185_25_15 | 4000657:SOLUSD |
|---|---|---|
| Time in Market | 32.0% | 100.0% |
| Cumulative Return | 604.5% | 52.28% |
| Max Drawdown | -45.99% | -93.44% |
| Sharpe | 0.61 | 0.3 |
| Sortino | 1.03 | 0.45 |
| Payoff Ratio | 1.3 | 1.24 |
| Profit Factor | 1.19 | 1.05 |
| Common Sense Ratio | 1.33 | 1.04 |
| CPC Index | 0.7 | 0.65 |
| Tail Ratio | 1.12 | 1.0 |
| Outlier Win Ratio | 19.09 | 3.68 |
| Outlier Loss Ratio | 3.96 | 3.14 |
| Volatility (ann.) | 27.4% | 49.51% |
| R^2 | 0.3 | 0.3 |
| Calmar | 1.49 | 0.13 |
| Skew | 3.33 | 0.47 |
| Kurtosis | 55.49 | 11.22 |
| Expected Daily % | 0.04% | 0.01% |
| Expected Monthly % | 4.34% | 0.92% |
| Expected Yearly % | 62.92% | 11.09% |
| Kelly Criterion | 3.38% | 9.94% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.31% | -4.22% |
| Expected Shortfall (cVaR) | -2.31% | -4.22% |
| Year | 4000657:SOLUSD | 4000657:solusd:triple_gx:hma185_25_15 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -89.20 | 9.20 | -0.10 | + |
| 2023 | 921.46 | 372.05 | 0.40 | - |
| 2024 | 85.41 | 65.56 | 0.77 | - |
| 2025 | -25.58 | -17.45 | 0.68 | + |
| Metric | 4000657:solusd:triple_gx:hma185_25_15 | 4000657:SOLUSD |
|---|---|---|
| MTD | -13.82% | -24.91% |
| 3M | -22.11% | -25.93% |
| 6M | -37.03% | -15.36% |
| YTD | -17.45% | -25.58% |
| 1Y | -15.71% | -34.89% |
| 3Y (ann.) | 88.74% | 114.24% |
| 5Y (ann.) | 68.42% | 11.88% |
| Metric | 4000657:solusd:triple_gx:hma185_25_15 | 4000657:SOLUSD |
|---|---|---|
| Max Drawdown | -45.99% | -93.44% |
| Longest DD Days | 259.0 | 703.0 |
| Avg. Drawdown | -7.66% | -12.96% |
| Avg. Drawdown Days | 23.0 | 50.0 |
| Recovery Factor | 13.15 | 0.56 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-03-03 | 2025-11-17 | -45.99 | 259 |
| 2022-07-19 | 2023-01-09 | -29.46 | 173 |
| 2024-03-18 | 2024-08-24 | -28.08 | 159 |
| 2022-06-06 | 2022-07-19 | -27.80 | 43 |
| 2023-01-21 | 2023-07-14 | -22.44 | 174 |
| 2023-11-16 | 2023-12-21 | -21.24 | 35 |
| 2023-12-25 | 2024-03-08 | -21.07 | 73 |
| 2023-07-15 | 2023-10-02 | -19.64 | 78 |
| 2025-01-19 | 2025-03-02 | -17.72 | 42 |
| 2023-11-02 | 2023-11-10 | -16.56 | 8 |
| Metric | 4000657:solusd:triple_gx:hma185_25_15 | 4000657:SOLUSD |
|---|---|---|
| Best Day | 30.09% | 30.09% |
| Worst Day | -9.62% | -26.94% |
| Best Week | 45.79% | 43.67% |
| Worst Week | -13.04% | -51.66% |
| Best Month | 94.86% | 140.02% |
| Worst Month | -14.87% | -56.44% |
| Best Year | 372.05% | 921.46% |
| Worst Year | -17.45% | -89.2% |
| Avg. Up Day | 1.97% | 1.98% |
| Avg. Down Day | -1.51% | -1.6% |
| Avg. Up Week | 9.4% | 15.7% |
| Avg. Down Week | -4.38% | -8.54% |
| Avg. Up Month | 20.37% | 36.01% |
| Avg. Down Month | -7.51% | -17.05% |
| Win Days % | 45.35% | 50.19% |
| Win Month % | 54.35% | 52.17% |
| Win Week % | 47.37% | 47.74% |
| Win Quarter % | 75.0% | 56.25% |
| Win Year % | 75.0% | 50.0% |