| Metric | 3987209:solusd:triple_gx:hma125_25_15 | 3987209:SOLUSD |
|---|---|---|
| Time in Market | 41.0% | 100.0% |
| Cumulative Return | 49.51% | -20.71% |
| Max Drawdown | -20.34% | -54.18% |
| Sharpe | 1.33 | 0.13 |
| Sortino | 2.48 | 0.2 |
| Payoff Ratio | 1.48 | 1.55 |
| Profit Factor | 1.38 | 1.02 |
| Common Sense Ratio | 2.04 | 0.95 |
| CPC Index | 0.87 | 0.75 |
| Tail Ratio | 1.48 | 0.93 |
| Outlier Win Ratio | 15.13 | 3.1 |
| Outlier Loss Ratio | 4.37 | 2.38 |
| Volatility (ann.) | 42.09% | 88.95% |
| R^2 | 0.27 | 0.27 |
| Calmar | 2.99 | -0.44 |
| Skew | 2.43 | 0.35 |
| Kurtosis | 19.3 | 3.4 |
| Expected Daily % | 0.13% | -0.07% |
| Expected Monthly % | 3.72% | -2.09% |
| Expected Yearly % | 22.27% | -10.96% |
| Kelly Criterion | 3.57% | 13.15% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -3.47% | -7.63% |
| Expected Shortfall (cVaR) | -3.47% | -7.63% |
| Year | 3987209:SOLUSD | 3987209:solusd:triple_gx:hma125_25_15 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 16.38 | 31.32 | 1.91 | + |
| 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 | 49.51% | -20.71% |
| 3Y (ann.) | 60.82% | -23.98% |
| 5Y (ann.) | 60.82% | -23.98% |
| Metric | 3987209:solusd:triple_gx:hma125_25_15 | 3987209:SOLUSD |
|---|---|---|
| Max Drawdown | -20.34% | -54.18% |
| Longest DD Days | 104.0 | 101.0 |
| Avg. Drawdown | -6.49% | -18.96% |
| Avg. Drawdown Days | 22.0 | 32.0 |
| Recovery Factor | 2.43 | -0.38 |
| Ulcer Index | 1.01 | 1.06 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-11-19 | 2025-03-03 | -20.34 | 104 |
| 2025-03-04 | 2025-03-21 | -15.31 | 17 |
| 2024-05-21 | 2024-07-16 | -11.81 | 56 |
| 2024-10-22 | 2024-11-17 | -10.46 | 26 |
| 2024-07-30 | 2024-08-24 | -7.88 | 25 |
| 2024-09-11 | 2024-09-20 | -6.62 | 9 |
| 2024-09-21 | 2024-09-27 | -2.33 | 6 |
| 2024-07-27 | 2024-07-29 | -1.51 | 2 |
| 2024-08-26 | 2024-09-10 | -1.01 | 15 |
| 2024-10-13 | 2024-10-14 | -0.26 | 1 |
| Metric | 3987209:solusd:triple_gx:hma125_25_15 | 3987209:SOLUSD |
|---|---|---|
| Best Day | 18.79% | 20.8% |
| Worst Day | -8.21% | -18.74% |
| Best Week | 15.89% | 25.06% |
| Worst Week | -5.59% | -26.95% |
| Best Month | 18.16% | 39.21% |
| Worst Month | -17.63% | -46.12% |
| Best Year | 31.32% | 16.38% |
| Worst Year | 13.86% | -31.87% |
| Avg. Up Day | 3.33% | 4.45% |
| Avg. Down Day | -2.25% | -2.87% |
| Avg. Up Week | 5.13% | 10.84% |
| Avg. Down Week | -3.58% | -9.49% |
| Avg. Up Month | 9.62% | 18.0% |
| Avg. Down Month | -9.08% | -28.69% |
| Win Days % | 42.52% | 47.25% |
| Win Month % | 72.73% | 63.64% |
| Win Week % | 55.26% | 50.0% |
| Win Quarter % | 75.0% | 50.0% |
| Win Year % | 100.0% | 50.0% |