| Metric | 4000659:solusd:triple_gx:hma195_25_15 | 4000659:SOLUSD |
|---|---|---|
| Time in Market | 32.0% | 100.0% |
| Cumulative Return | 727.32% | 59.12% |
| Max Drawdown | -46.05% | -93.44% |
| Sharpe | 0.65 | 0.31 |
| Sortino | 1.09 | 0.46 |
| Payoff Ratio | 1.31 | 1.23 |
| Profit Factor | 1.21 | 1.05 |
| Common Sense Ratio | 1.35 | 1.05 |
| CPC Index | 0.72 | 0.65 |
| Tail Ratio | 1.12 | 1.0 |
| Outlier Win Ratio | 18.98 | 3.68 |
| Outlier Loss Ratio | 3.95 | 3.17 |
| Volatility (ann.) | 27.55% | 49.5% |
| R^2 | 0.31 | 0.31 |
| Calmar | 1.65 | 0.14 |
| Skew | 3.23 | 0.47 |
| Kurtosis | 54.77 | 11.26 |
| Expected Daily % | 0.04% | 0.01% |
| Expected Monthly % | 4.7% | 1.01% |
| Expected Yearly % | 69.6% | 12.31% |
| Kelly Criterion | 4.17% | 9.82% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.32% | -4.22% |
| Expected Shortfall (cVaR) | -2.32% | -4.22% |
| Year | 4000659:SOLUSD | 4000659:solusd:triple_gx:hma195_25_15 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -88.71 | 24.31 | -0.27 | + |
| 2023 | 921.46 | 366.37 | 0.40 | - |
| 2024 | 85.41 | 69.01 | 0.81 | - |
| 2025 | -25.58 | -15.57 | 0.61 | + |
| Metric | 4000659:solusd:triple_gx:hma195_25_15 | 4000659:SOLUSD |
|---|---|---|
| MTD | -13.82% | -24.91% |
| 3M | -16.28% | -25.93% |
| 6M | -29.44% | -15.36% |
| YTD | -15.57% | -25.58% |
| 1Y | -13.79% | -34.89% |
| 3Y (ann.) | 88.33% | 114.24% |
| 5Y (ann.) | 76.02% | 13.24% |
| Metric | 4000659:solusd:triple_gx:hma195_25_15 | 4000659:SOLUSD |
|---|---|---|
| Max Drawdown | -46.05% | -93.44% |
| Longest DD Days | 259.0 | 703.0 |
| Avg. Drawdown | -7.54% | -12.73% |
| Avg. Drawdown Days | 22.0 | 48.0 |
| Recovery Factor | 15.79 | 0.63 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-03-03 | 2025-11-17 | -46.05 | 259 |
| 2022-07-19 | 2023-01-09 | -29.49 | 173 |
| 2022-06-06 | 2022-07-18 | -27.18 | 42 |
| 2024-03-18 | 2024-07-21 | -24.40 | 125 |
| 2023-11-16 | 2023-12-22 | -23.31 | 35 |
| 2023-01-21 | 2023-07-08 | -22.79 | 168 |
| 2023-07-15 | 2023-10-21 | -22.20 | 97 |
| 2023-12-25 | 2024-03-13 | -20.85 | 78 |
| 2025-01-19 | 2025-03-02 | -17.18 | 42 |
| 2023-11-02 | 2023-11-10 | -16.56 | 8 |
| Metric | 4000659:solusd:triple_gx:hma195_25_15 | 4000659:SOLUSD |
|---|---|---|
| Best Day | 30.09% | 30.09% |
| Worst Day | -9.62% | -26.94% |
| Best Week | 45.79% | 43.67% |
| Worst Week | -14.38% | -51.66% |
| Best Month | 94.86% | 140.02% |
| Worst Month | -15.72% | -56.44% |
| Best Year | 366.37% | 921.46% |
| Worst Year | -15.57% | -88.71% |
| Avg. Up Day | 1.98% | 1.99% |
| Avg. Down Day | -1.51% | -1.62% |
| Avg. Up Week | 9.29% | 15.56% |
| Avg. Down Week | -4.64% | -8.54% |
| Avg. Up Month | 20.25% | 36.01% |
| Avg. Down Month | -7.3% | -15.78% |
| Win Days % | 45.67% | 50.19% |
| Win Month % | 55.56% | 52.17% |
| Win Week % | 49.32% | 47.74% |
| Win Quarter % | 75.0% | 56.25% |
| Win Year % | 75.0% | 50.0% |