| Metric | 3987209:solusd:triple_gx:hma125_25_15 | 3987209:SOLUSD |
|---|---|---|
| Time in Market | 29.0% | 100.0% |
| Cumulative Return | 1,255.46% | 28.97% |
| Max Drawdown | -30.0% | -93.44% |
| Sharpe | 0.93 | 0.3 |
| Sortino | 1.74 | 0.44 |
| Payoff Ratio | 1.46 | 1.35 |
| Profit Factor | 1.35 | 1.05 |
| Common Sense Ratio | 1.65 | 1.08 |
| CPC Index | 0.89 | 0.71 |
| Tail Ratio | 1.22 | 1.03 |
| Outlier Win Ratio | 21.84 | 3.62 |
| Outlier Loss Ratio | 4.28 | 2.88 |
| Volatility (ann.) | 25.96% | 51.57% |
| R^2 | 0.27 | 0.27 |
| Calmar | 4.34 | 0.09 |
| Skew | 4.89 | 0.46 |
| Kurtosis | 81.42 | 10.97 |
| Expected Daily % | 0.06% | 0.01% |
| Expected Monthly % | 7.1% | 0.67% |
| Expected Yearly % | 91.88% | 6.57% |
| Kelly Criterion | 7.54% | 13.07% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.17% | -4.4% |
| Expected Shortfall (cVaR) | -2.17% | -4.4% |
| Year | 3987209:SOLUSD | 3987209:solusd:triple_gx:hma125_25_15 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -89.82 | 15.87 | -0.18 | + |
| 2023 | 921.46 | 566.56 | 0.61 | - |
| 2024 | 85.41 | 67.61 | 0.79 | - |
| 2025 | -33.08 | 4.71 | -0.14 | + |
| Metric | 3987209:solusd:triple_gx:hma125_25_15 | 3987209:SOLUSD |
|---|---|---|
| MTD | -10.92% | -14.67% |
| 3M | -4.71% | -34.75% |
| 6M | 15.46% | -5.94% |
| YTD | 4.71% | -33.08% |
| 1Y | 34.17% | -34.17% |
| 3Y (ann.) | 134.82% | 12.54% |
| 5Y (ann.) | 130.22% | 8.48% |
| Metric | 3987209:solusd:triple_gx:hma125_25_15 | 3987209:SOLUSD |
|---|---|---|
| Max Drawdown | -30.0% | -93.44% |
| Longest DD Days | 128.0 | 703.0 |
| Avg. Drawdown | -5.97% | -13.56% |
| Avg. Drawdown Days | 14.0 | 47.0 |
| Recovery Factor | 41.85 | 0.31 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-03-03 | 2025-03-21 | -30.00 | 18 |
| 2022-09-13 | 2023-01-09 | -28.57 | 118 |
| 2024-03-15 | 2024-07-21 | -22.63 | 128 |
| 2022-06-06 | 2022-08-13 | -21.80 | 67 |
| 2024-11-18 | 2025-01-18 | -20.52 | 61 |
| 2023-11-11 | 2023-12-15 | -17.90 | 34 |
| 2022-04-20 | 2022-05-30 | -14.25 | 39 |
| 2025-01-24 | 2025-03-02 | -14.09 | 37 |
| 2023-12-25 | 2024-02-10 | -13.44 | 46 |
| 2024-10-21 | 2024-11-11 | -10.84 | 21 |
| Metric | 3987209:solusd:triple_gx:hma125_25_15 | 3987209:SOLUSD |
|---|---|---|
| Best Day | 30.09% | 30.09% |
| Worst Day | -9.18% | -26.94% |
| Best Week | 30.48% | 43.67% |
| Worst Week | -12.81% | -51.66% |
| Best Month | 74.67% | 140.02% |
| Worst Month | -18.55% | -56.44% |
| Best Year | 566.56% | 921.46% |
| Worst Year | 4.71% | -89.82% |
| Avg. Up Day | 1.98% | 2.16% |
| Avg. Down Day | -1.36% | -1.6% |
| Avg. Up Week | 8.58% | 15.9% |
| Avg. Down Week | -3.77% | -7.95% |
| Avg. Up Month | 21.1% | 39.43% |
| Avg. Down Month | -6.62% | -28.7% |
| Win Days % | 45.19% | 50.12% |
| Win Month % | 68.42% | 50.0% |
| Win Week % | 53.44% | 46.11% |
| Win Quarter % | 76.92% | 53.85% |
| Win Year % | 100.0% | 50.0% |