| Metric | 3987209:solusd:triple_gx:hma125_25_15 | 3987209:SOLUSD |
|---|---|---|
| Time in Market | 42.0% | 100.0% |
| Cumulative Return | 44.87% | -20.71% |
| Max Drawdown | -25.21% | -54.18% |
| Sharpe | 1.15 | 0.13 |
| Sortino | 1.92 | 0.2 |
| Payoff Ratio | 1.39 | 1.54 |
| Profit Factor | 1.33 | 1.02 |
| Common Sense Ratio | 1.93 | 0.95 |
| CPC Index | 0.8 | 0.74 |
| Tail Ratio | 1.45 | 0.93 |
| Outlier Win Ratio | 14.96 | 3.33 |
| Outlier Loss Ratio | 4.06 | 2.45 |
| Volatility (ann.) | 47.36% | 88.95% |
| R^2 | 0.3 | 0.3 |
| Calmar | 2.18 | -0.44 |
| Skew | 1.11 | 0.35 |
| Kurtosis | 18.92 | 3.4 |
| Expected Daily % | 0.12% | -0.07% |
| Expected Monthly % | 3.43% | -2.09% |
| Expected Yearly % | 20.36% | -10.96% |
| Kelly Criterion | 2.06% | 13.03% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -3.93% | -7.63% |
| Expected Shortfall (cVaR) | -3.93% | -7.63% |
| Year | 3987209:SOLUSD | 3987209:solusd:triple_gx:hma125_25_15 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 16.38 | 36.32 | 2.22 | + |
| 2025 | -31.87 | 6.27 | -0.20 | + |
| Metric | 3987209:solusd:triple_gx:hma125_25_15 | 3987209:SOLUSD |
|---|---|---|
| MTD | -9.59% | 0.22% |
| 3M | -7.98% | -40.54% |
| 6M | 19.97% | -2.09% |
| YTD | 6.27% | -31.87% |
| 1Y | 44.87% | -20.71% |
| 3Y (ann.) | 54.93% | -23.98% |
| 5Y (ann.) | 54.93% | -23.98% |
| Metric | 3987209:solusd:triple_gx:hma125_25_15 | 3987209:SOLUSD |
|---|---|---|
| Max Drawdown | -25.21% | -54.18% |
| Longest DD Days | 61.0 | 101.0 |
| Avg. Drawdown | -7.13% | -18.96% |
| Avg. Drawdown Days | 19.0 | 32.0 |
| Recovery Factor | 1.78 | -0.38 |
| Ulcer Index | 1.01 | 1.06 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-03-04 | 2025-03-21 | -25.21 | 17 |
| 2024-11-19 | 2025-01-19 | -20.35 | 61 |
| 2024-05-19 | 2024-07-17 | -12.71 | 59 |
| 2024-10-22 | 2024-11-17 | -10.84 | 26 |
| 2025-01-25 | 2025-03-03 | -10.57 | 37 |
| 2024-07-30 | 2024-08-25 | -7.88 | 26 |
| 2024-09-11 | 2024-09-20 | -5.82 | 9 |
| 2024-09-21 | 2024-09-27 | -1.73 | 6 |
| 2024-07-27 | 2024-07-29 | -1.51 | 2 |
| 2025-01-23 | 2025-01-24 | -1.46 | 1 |
| Metric | 3987209:solusd:triple_gx:hma125_25_15 | 3987209:SOLUSD |
|---|---|---|
| Best Day | 18.79% | 20.8% |
| Worst Day | -16.48% | -18.74% |
| Best Week | 22.25% | 25.06% |
| Worst Week | -6.29% | -26.95% |
| Best Month | 24.88% | 39.21% |
| Worst Month | -17.63% | -46.12% |
| Best Year | 36.32% | 16.38% |
| Worst Year | 6.27% | -31.87% |
| Avg. Up Day | 3.53% | 4.43% |
| Avg. Down Day | -2.54% | -2.87% |
| Avg. Up Week | 6.01% | 11.38% |
| Avg. Down Week | -3.42% | -9.64% |
| Avg. Up Month | 12.5% | 20.96% |
| Avg. Down Month | -8.79% | -28.69% |
| Win Days % | 43.08% | 47.25% |
| Win Month % | 63.64% | 63.64% |
| Win Week % | 48.72% | 50.0% |
| Win Quarter % | 100.0% | 50.0% |
| Win Year % | 100.0% | 50.0% |