| Metric | 4000659:solusd:triple_gx:hma195_25_15 | 4000659:SOLUSD |
|---|---|---|
| Time in Market | 42.0% | 100.0% |
| Cumulative Return | 21.79% | -13.12% |
| Max Drawdown | -43.21% | -61.75% |
| Sharpe | 0.51 | 0.31 |
| Sortino | 0.8 | 0.45 |
| Payoff Ratio | 1.18 | 1.27 |
| Profit Factor | 1.13 | 1.05 |
| Common Sense Ratio | 1.36 | 1.1 |
| CPC Index | 0.58 | 0.65 |
| Tail Ratio | 1.2 | 1.05 |
| Outlier Win Ratio | 13.4 | 2.89 |
| Outlier Loss Ratio | 3.95 | 2.73 |
| Volatility (ann.) | 45.57% | 84.19% |
| R^2 | 0.28 | 0.28 |
| Calmar | 0.32 | -0.14 |
| Skew | 0.88 | 0.13 |
| Kurtosis | 20.25 | 3.06 |
| Expected Daily % | 0.04% | -0.03% |
| Expected Monthly % | 1.04% | -0.74% |
| Expected Yearly % | 10.36% | -6.79% |
| Kelly Criterion | -4.03% | 8.08% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -3.86% | -7.18% |
| Expected Shortfall (cVaR) | -3.86% | -7.18% |
| Year | 4000659:SOLUSD | 4000659:solusd:triple_gx:hma195_25_15 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 16.38 | 44.25 | 2.70 | + |
| 2025 | -25.35 | -15.57 | 0.61 | + |
| Metric | 4000659:solusd:triple_gx:hma195_25_15 | 4000659:SOLUSD |
|---|---|---|
| MTD | -13.82% | -24.32% |
| 3M | -16.28% | -24.59% |
| 6M | -29.44% | -16.15% |
| YTD | -15.57% | -25.35% |
| 1Y | -15.8% | -36.41% |
| 3Y (ann.) | 13.98% | -8.91% |
| 5Y (ann.) | 13.98% | -8.91% |
| Metric | 4000659:solusd:triple_gx:hma195_25_15 | 4000659:SOLUSD |
|---|---|---|
| Max Drawdown | -43.21% | -61.75% |
| Longest DD Days | 258.0 | 301.0 |
| Avg. Drawdown | -7.64% | -19.81% |
| Avg. Drawdown Days | 36.0 | 59.0 |
| Recovery Factor | 0.5 | -0.21 |
| Ulcer Index | 1.01 | 1.04 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-03-04 | 2025-11-17 | -43.21 | 258 |
| 2024-05-20 | 2024-07-16 | -11.60 | 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 |
| 2024-09-15 | 2024-09-19 | -4.16 | 4 |
| 2024-08-21 | 2024-08-24 | -3.98 | 3 |
| 2024-07-18 | 2024-07-22 | -3.87 | 4 |
| 2024-09-21 | 2024-09-27 | -2.89 | 6 |
| 2024-07-30 | 2024-08-20 | -2.83 | 21 |
| Metric | 4000659:solusd:triple_gx:hma195_25_15 | 4000659: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 | 44.25% | 16.38% |
| Worst Year | -15.57% | -25.35% |
| Avg. Up Day | 3.19% | 3.92% |
| Avg. Down Day | -2.7% | -3.08% |
| Avg. Up Week | 6.0% | 11.28% |
| Avg. Down Week | -3.72% | -7.2% |
| Avg. Up Month | 10.05% | 18.15% |
| Avg. Down Month | -8.02% | -12.44% |
| Win Days % | 43.67% | 48.55% |
| Win Month % | 55.56% | 57.89% |
| Win Week % | 41.27% | 49.38% |
| Win Quarter % | 57.14% | 57.14% |
| Win Year % | 50.0% | 50.0% |