| Metric | 3987209:solusd:triple_gx:hma125_25_15 | 3987209:SOLUSD |
|---|---|---|
| Time in Market | 46.0% | 100.0% |
| Cumulative Return | 27.67% | -20.71% |
| Max Drawdown | -27.36% | -54.18% |
| Sharpe | 0.81 | 0.13 |
| Sortino | 1.31 | 0.2 |
| Payoff Ratio | 1.35 | 1.51 |
| Profit Factor | 1.22 | 1.02 |
| Common Sense Ratio | 1.75 | 0.95 |
| CPC Index | 0.71 | 0.73 |
| Tail Ratio | 1.43 | 0.93 |
| Outlier Win Ratio | 12.82 | 3.1 |
| Outlier Loss Ratio | 4.2 | 2.66 |
| Volatility (ann.) | 51.49% | 88.95% |
| R^2 | 0.31 | 0.31 |
| Calmar | 1.22 | -0.44 |
| Skew | 1.0 | 0.35 |
| Kurtosis | 21.21 | 3.4 |
| Expected Daily % | 0.08% | -0.07% |
| Expected Monthly % | 2.25% | -2.09% |
| Expected Yearly % | 12.99% | -10.96% |
| Kelly Criterion | 0.55% | 12.42% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -4.32% | -7.63% |
| Expected Shortfall (cVaR) | -4.32% | -7.63% |
| Year | 3987209:SOLUSD | 3987209:solusd:triple_gx:hma125_25_15 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 16.38 | 19.55 | 1.19 | + |
| 2025 | -31.87 | 6.79 | -0.21 | + |
| Metric | 3987209:solusd:triple_gx:hma125_25_15 | 3987209:SOLUSD |
|---|---|---|
| MTD | -12.2% | 0.22% |
| 3M | -7.53% | -40.54% |
| 6M | 20.73% | -2.09% |
| YTD | 6.79% | -31.87% |
| 1Y | 27.67% | -20.71% |
| 3Y (ann.) | 33.44% | -23.98% |
| 5Y (ann.) | 33.44% | -23.98% |
| Metric | 3987209:solusd:triple_gx:hma125_25_15 | 3987209:SOLUSD |
|---|---|---|
| Max Drawdown | -27.36% | -54.18% |
| Longest DD Days | 98.0 | 101.0 |
| Avg. Drawdown | -7.49% | -18.96% |
| Avg. Drawdown Days | 19.0 | 32.0 |
| Recovery Factor | 1.01 | -0.38 |
| Ulcer Index | 1.02 | 1.06 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-03-04 | 2025-03-21 | -27.36 | 17 |
| 2024-11-23 | 2025-01-19 | -19.73 | 57 |
| 2024-05-20 | 2024-08-26 | -18.20 | 98 |
| 2025-01-25 | 2025-03-03 | -10.57 | 37 |
| 2024-10-22 | 2024-11-17 | -9.84 | 26 |
| 2025-01-20 | 2025-01-24 | -8.14 | 4 |
| 2024-09-11 | 2024-09-20 | -5.82 | 9 |
| 2024-09-21 | 2024-09-22 | -1.65 | 1 |
| 2024-09-25 | 2024-09-27 | -1.36 | 2 |
| 2024-09-29 | 2024-10-14 | -0.99 | 15 |
| Metric | 3987209:solusd:triple_gx:hma125_25_15 | 3987209:SOLUSD |
|---|---|---|
| Best Day | 18.79% | 20.8% |
| Worst Day | -18.88% | -18.74% |
| Best Week | 26.09% | 25.06% |
| Worst Week | -6.54% | -26.95% |
| Best Month | 29.21% | 39.21% |
| Worst Month | -17.63% | -46.12% |
| Best Year | 19.55% | 16.38% |
| Worst Year | 6.79% | -31.87% |
| Avg. Up Day | 3.44% | 4.28% |
| Avg. Down Day | -2.56% | -2.83% |
| Avg. Up Week | 5.9% | 11.38% |
| Avg. Down Week | -3.78% | -9.64% |
| Avg. Up Month | 11.9% | 20.96% |
| Avg. Down Month | -10.76% | -28.69% |
| Win Days % | 42.96% | 47.25% |
| Win Month % | 63.64% | 63.64% |
| Win Week % | 48.72% | 50.0% |
| Win Quarter % | 75.0% | 50.0% |
| Win Year % | 100.0% | 50.0% |