| Metric | 3987209:solusd:triple_gx:hma125_25_15 | 3987209:SOLUSD |
|---|---|---|
| Time in Market | 27.0% | 100.0% |
| Cumulative Return | 62.19% | -12.38% |
| Max Drawdown | -18.03% | -58.89% |
| Sharpe | 0.84 | 0.13 |
| Sortino | 1.64 | 0.2 |
| Payoff Ratio | 1.56 | 1.42 |
| Profit Factor | 1.33 | 1.02 |
| Common Sense Ratio | 1.87 | 1.04 |
| CPC Index | 0.89 | 0.71 |
| Tail Ratio | 1.41 | 1.02 |
| Outlier Win Ratio | 22.88 | 2.87 |
| Outlier Loss Ratio | 4.94 | 2.77 |
| Volatility (ann.) | 19.08% | 44.44% |
| R^2 | 0.2 | 0.2 |
| Calmar | 4.26 | -0.24 |
| Skew | 6.99 | 0.61 |
| Kurtosis | 128.55 | 8.38 |
| Expected Daily % | 0.04% | -0.01% |
| Expected Monthly % | 4.49% | -1.19% |
| Expected Yearly % | 27.36% | -6.39% |
| Kelly Criterion | 6.42% | 13.48% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.6% | -3.81% |
| Expected Shortfall (cVaR) | -1.6% | -3.81% |
| Year | 3987209:SOLUSD | 3987209:solusd:triple_gx:hma125_25_15 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 30.93 | 25.99 | 0.84 | - |
| 2025 | -33.08 | 28.73 | -0.87 | + |
| Metric | 3987209:solusd:triple_gx:hma125_25_15 | 3987209:SOLUSD |
|---|---|---|
| MTD | 13.87% | -14.67% |
| 3M | 19.03% | -34.75% |
| 6M | 43.59% | -5.94% |
| YTD | 28.73% | -33.08% |
| 1Y | 62.19% | -12.38% |
| 3Y (ann.) | 76.73% | -14.41% |
| 5Y (ann.) | 76.73% | -14.41% |
| Metric | 3987209:solusd:triple_gx:hma125_25_15 | 3987209:SOLUSD |
|---|---|---|
| Max Drawdown | -18.03% | -58.89% |
| Longest DD Days | 100.0 | 101.0 |
| Avg. Drawdown | -3.98% | -12.09% |
| Avg. Drawdown Days | 12.0 | 19.0 |
| Recovery Factor | 3.45 | -0.21 |
| Ulcer Index | inf | 1.02 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-11-22 | 2025-03-02 | -18.03 | 100 |
| 2024-06-05 | 2024-07-15 | -13.94 | 40 |
| 2025-03-03 | 2025-03-21 | -11.03 | 18 |
| 2024-10-25 | 2024-11-08 | -8.60 | 14 |
| 2024-07-20 | 2024-08-24 | -8.38 | 34 |
| 2024-09-10 | 2024-09-19 | -6.14 | 8 |
| 2024-11-12 | 2024-11-17 | -5.65 | 5 |
| 2024-09-20 | 2024-10-14 | -5.44 | 23 |
| 2024-05-16 | 2024-05-17 | -2.79 | 0 |
| 2024-05-21 | 2024-06-05 | -2.47 | 15 |
| Metric | 3987209:solusd:triple_gx:hma125_25_15 | 3987209:SOLUSD |
|---|---|---|
| Best Day | 19.54% | 19.54% |
| Worst Day | -5.18% | -14.23% |
| Best Week | 13.7% | 21.25% |
| Worst Week | -9.52% | -17.1% |
| Best Month | 17.8% | 41.15% |
| Worst Month | -16.31% | -36.08% |
| Best Year | 28.73% | 30.93% |
| Worst Year | 25.99% | -33.08% |
| Avg. Up Day | 1.58% | 1.75% |
| Avg. Down Day | -1.01% | -1.23% |
| Avg. Up Week | 4.22% | 11.11% |
| Avg. Down Week | -3.43% | -7.8% |
| Avg. Up Month | 10.78% | 19.84% |
| Avg. Down Month | -10.26% | -22.74% |
| Win Days % | 42.94% | 49.23% |
| Win Month % | 72.73% | 54.55% |
| Win Week % | 62.16% | 47.83% |
| Win Quarter % | 75.0% | 75.0% |
| Win Year % | 100.0% | 50.0% |