| Metric | 3987209:solusd:triple_gx:hma125_25_15 | 3987209:SOLUSD |
|---|---|---|
| Time in Market | 38.0% | 100.0% |
| Cumulative Return | 1,175.19% | 22.09% |
| Max Drawdown | -27.62% | -93.26% |
| Sharpe | 1.78 | 0.59 |
| Sortino | 4.01 | 0.9 |
| Payoff Ratio | 1.63 | 1.76 |
| Profit Factor | 1.7 | 1.09 |
| Common Sense Ratio | 2.67 | 1.36 |
| CPC Index | 1.26 | 0.93 |
| Tail Ratio | 1.57 | 1.25 |
| Outlier Win Ratio | 17.41 | 3.31 |
| Outlier Loss Ratio | 5.07 | 2.54 |
| Volatility (ann.) | 53.01% | 106.25% |
| R^2 | 0.28 | 0.28 |
| Calmar | 4.55 | 0.07 |
| Skew | 4.79 | 0.48 |
| Kurtosis | 49.17 | 6.97 |
| Expected Daily % | 0.22% | 0.02% |
| Expected Monthly % | 6.93% | 0.53% |
| Expected Yearly % | 88.97% | 5.12% |
| Kelly Criterion | 11.74% | 19.13% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -4.3% | -8.98% |
| Expected Shortfall (cVaR) | -4.3% | -8.98% |
| Year | 3987209:SOLUSD | 3987209:solusd:triple_gx:hma125_25_15 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -90.74 | 18.07 | -0.20 | + |
| 2023 | 940.49 | 509.32 | 0.54 | - |
| 2024 | 85.92 | 55.68 | 0.65 | - |
| 2025 | -31.87 | 13.86 | -0.43 | + |
| Metric | 3987209:solusd:triple_gx:hma125_25_15 | 3987209:SOLUSD |
|---|---|---|
| MTD | 2.37% | 0.22% |
| 3M | -1.41% | -40.54% |
| 6M | 26.64% | -2.09% |
| YTD | 13.86% | -31.87% |
| 1Y | 34.57% | -22.76% |
| 3Y (ann.) | 132.61% | 11.99% |
| 5Y (ann.) | 125.77% | 6.59% |
| Metric | 3987209:solusd:triple_gx:hma125_25_15 | 3987209:SOLUSD |
|---|---|---|
| Max Drawdown | -27.62% | -93.26% |
| Longest DD Days | 159.0 | 704.0 |
| Avg. Drawdown | -5.89% | -19.98% |
| Avg. Drawdown Days | 20.0 | 80.0 |
| Recovery Factor | 42.56 | 0.24 |
| Ulcer Index | inf | 1.03 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-09-14 | 2023-01-14 | -27.62 | 122 |
| 2024-03-19 | 2024-08-25 | -22.50 | 159 |
| 2024-11-19 | 2025-03-03 | -20.34 | 104 |
| 2022-06-07 | 2022-07-17 | -17.42 | 40 |
| 2023-11-17 | 2023-12-09 | -15.76 | 22 |
| 2025-03-04 | 2025-03-21 | -15.31 | 17 |
| 2022-04-21 | 2022-05-30 | -10.94 | 39 |
| 2024-10-22 | 2024-11-17 | -10.46 | 26 |
| 2022-08-09 | 2022-08-13 | -8.19 | 4 |
| 2023-10-23 | 2023-11-01 | -8.17 | 9 |
| Metric | 3987209:solusd:triple_gx:hma125_25_15 | 3987209:SOLUSD |
|---|---|---|
| Best Day | 36.24% | 41.46% |
| Worst Day | -12.57% | -36.82% |
| Best Week | 40.08% | 42.44% |
| Worst Week | -11.56% | -46.51% |
| Best Month | 55.59% | 147.89% |
| Worst Month | -17.63% | -59.31% |
| Best Year | 509.32% | 940.49% |
| Worst Year | 13.86% | -90.74% |
| Avg. Up Day | 4.06% | 5.54% |
| Avg. Down Day | -2.49% | -3.15% |
| Avg. Up Week | 7.55% | 14.1% |
| Avg. Down Week | -3.66% | -10.32% |
| Avg. Up Month | 17.95% | 41.66% |
| Avg. Down Month | -5.95% | -28.47% |
| Win Days % | 45.33% | 48.46% |
| Win Month % | 73.68% | 47.37% |
| Win Week % | 57.03% | 53.33% |
| Win Quarter % | 76.92% | 61.54% |
| Win Year % | 100.0% | 50.0% |