| Metric | 3987209:solusd:triple_gx:hma125_25_15 | 3987209:SOLUSD |
|---|---|---|
| Time in Market | 37.0% | 100.0% |
| Cumulative Return | 25.57% | -12.38% |
| Max Drawdown | -32.01% | -58.89% |
| Sharpe | 0.4 | 0.13 |
| Sortino | 0.66 | 0.2 |
| Payoff Ratio | 1.33 | 1.27 |
| Profit Factor | 1.12 | 1.02 |
| Common Sense Ratio | 1.22 | 1.04 |
| CPC Index | 0.65 | 0.64 |
| Tail Ratio | 1.09 | 1.02 |
| Outlier Win Ratio | 16.35 | 3.12 |
| Outlier Loss Ratio | 4.38 | 3.07 |
| Volatility (ann.) | 24.1% | 44.44% |
| R^2 | 0.3 | 0.3 |
| Calmar | 0.96 | -0.24 |
| Skew | 3.41 | 0.61 |
| Kurtosis | 56.21 | 8.38 |
| Expected Daily % | 0.02% | -0.01% |
| Expected Monthly % | 2.09% | -1.19% |
| Expected Yearly % | 12.06% | -6.39% |
| Kelly Criterion | 0.89% | 9.3% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.05% | -3.81% |
| Expected Shortfall (cVaR) | -2.05% | -3.81% |
| Year | 3987209:SOLUSD | 3987209:solusd:triple_gx:hma125_25_15 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 30.93 | 19.34 | 0.63 | - |
| 2025 | -33.08 | 5.22 | -0.16 | + |
| Metric | 3987209:solusd:triple_gx:hma125_25_15 | 3987209:SOLUSD |
|---|---|---|
| MTD | -13.48% | -14.67% |
| 3M | -4.25% | -34.75% |
| 6M | 16.19% | -5.94% |
| YTD | 5.22% | -33.08% |
| 1Y | 25.57% | -12.38% |
| 3Y (ann.) | 30.74% | -14.41% |
| 5Y (ann.) | 30.74% | -14.41% |
| Metric | 3987209:solusd:triple_gx:hma125_25_15 | 3987209:SOLUSD |
|---|---|---|
| Max Drawdown | -32.01% | -58.89% |
| Longest DD Days | 64.0 | 101.0 |
| Avg. Drawdown | -6.77% | -12.09% |
| Avg. Drawdown Days | 15.0 | 19.0 |
| Recovery Factor | 0.8 | -0.21 |
| Ulcer Index | inf | 1.02 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-03-03 | 2025-03-21 | -32.01 | 18 |
| 2024-11-19 | 2025-01-18 | -20.46 | 60 |
| 2024-05-18 | 2024-07-21 | -19.43 | 64 |
| 2025-01-19 | 2025-03-02 | -17.73 | 42 |
| 2024-10-21 | 2024-11-17 | -10.01 | 26 |
| 2024-07-22 | 2024-08-24 | -9.86 | 33 |
| 2024-09-10 | 2024-09-20 | -7.86 | 9 |
| 2024-09-20 | 2024-09-26 | -3.65 | 6 |
| 2024-10-15 | 2024-10-19 | -3.30 | 4 |
| 2024-05-16 | 2024-05-17 | -2.79 | 0 |
| Metric | 3987209:solusd:triple_gx:hma125_25_15 | 3987209:SOLUSD |
|---|---|---|
| Best Day | 19.54% | 19.54% |
| Worst Day | -9.01% | -14.23% |
| Best Week | 18.36% | 21.25% |
| Worst Week | -10.28% | -17.1% |
| Best Month | 29.21% | 41.15% |
| Worst Month | -17.63% | -36.08% |
| Best Year | 19.34% | 30.93% |
| Worst Year | 5.22% | -33.08% |
| Avg. Up Day | 1.61% | 1.74% |
| Avg. Down Day | -1.21% | -1.37% |
| Avg. Up Week | 5.59% | 12.28% |
| Avg. Down Week | -3.74% | -7.65% |
| Avg. Up Month | 11.87% | 19.84% |
| Avg. Down Month | -11.44% | -20.72% |
| Win Days % | 43.4% | 49.23% |
| Win Month % | 63.64% | 54.55% |
| Win Week % | 50.0% | 47.83% |
| Win Quarter % | 75.0% | 75.0% |
| Win Year % | 100.0% | 50.0% |