| Metric | 3987209:solusd:triple_gx:hma125_25_15 | 3987209:SOLUSD |
|---|---|---|
| Time in Market | 32.0% | 100.0% |
| Cumulative Return | 42.48% | -12.38% |
| Max Drawdown | -30.0% | -58.89% |
| Sharpe | 0.57 | 0.13 |
| Sortino | 0.99 | 0.2 |
| Payoff Ratio | 1.39 | 1.31 |
| Profit Factor | 1.19 | 1.02 |
| Common Sense Ratio | 1.4 | 1.04 |
| CPC Index | 0.72 | 0.66 |
| Tail Ratio | 1.18 | 1.02 |
| Outlier Win Ratio | 18.47 | 3.04 |
| Outlier Loss Ratio | 4.42 | 2.95 |
| Volatility (ann.) | 22.35% | 44.44% |
| R^2 | 0.26 | 0.26 |
| Calmar | 1.72 | -0.24 |
| Skew | 4.22 | 0.61 |
| Kurtosis | 73.41 | 8.38 |
| Expected Daily % | 0.03% | -0.01% |
| Expected Monthly % | 3.27% | -1.19% |
| Expected Yearly % | 19.37% | -6.39% |
| Kelly Criterion | 2.94% | 10.53% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.89% | -3.81% |
| Expected Shortfall (cVaR) | -1.89% | -3.81% |
| Year | 3987209:SOLUSD | 3987209:solusd:triple_gx:hma125_25_15 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 30.93 | 36.08 | 1.17 | + |
| 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 | 42.48% | -12.38% |
| 3Y (ann.) | 51.72% | -14.41% |
| 5Y (ann.) | 51.72% | -14.41% |
| Metric | 3987209:solusd:triple_gx:hma125_25_15 | 3987209:SOLUSD |
|---|---|---|
| Max Drawdown | -30.0% | -58.89% |
| Longest DD Days | 61.0 | 101.0 |
| Avg. Drawdown | -5.76% | -12.09% |
| Avg. Drawdown Days | 12.0 | 19.0 |
| Recovery Factor | 1.42 | -0.21 |
| Ulcer Index | inf | 1.02 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-03-03 | 2025-03-21 | -30.00 | 18 |
| 2024-11-18 | 2025-01-18 | -20.52 | 61 |
| 2024-05-18 | 2024-07-15 | -14.42 | 58 |
| 2025-01-24 | 2025-03-02 | -14.09 | 37 |
| 2024-10-21 | 2024-11-11 | -10.84 | 21 |
| 2024-07-29 | 2024-08-24 | -8.27 | 26 |
| 2024-09-10 | 2024-09-20 | -7.86 | 9 |
| 2024-11-12 | 2024-11-17 | -5.65 | 5 |
| 2024-07-22 | 2024-07-29 | -4.66 | 7 |
| 2024-09-20 | 2024-09-26 | -4.50 | 6 |
| Metric | 3987209:solusd:triple_gx:hma125_25_15 | 3987209:SOLUSD |
|---|---|---|
| Best Day | 19.54% | 19.54% |
| Worst Day | -9.18% | -14.23% |
| Best Week | 14.75% | 21.25% |
| Worst Week | -10.28% | -17.1% |
| Best Month | 24.88% | 41.15% |
| Worst Month | -17.63% | -36.08% |
| Best Year | 36.08% | 30.93% |
| Worst Year | 4.71% | -33.08% |
| Avg. Up Day | 1.63% | 1.77% |
| Avg. Down Day | -1.17% | -1.35% |
| Avg. Up Week | 5.81% | 11.92% |
| Avg. Down Week | -3.8% | -7.53% |
| Avg. Up Month | 12.47% | 19.84% |
| Avg. Down Month | -9.32% | -20.72% |
| Win Days % | 43.51% | 49.23% |
| Win Month % | 63.64% | 54.55% |
| Win Week % | 51.28% | 47.83% |
| Win Quarter % | 100.0% | 75.0% |
| Win Year % | 100.0% | 50.0% |