| Metric | 4000657:solusd:triple_gx:hma185_25_15 | 4000657:SOLUSD |
|---|---|---|
| Time in Market | 33.0% | 100.0% |
| Cumulative Return | 35.51% | -2.56% |
| Max Drawdown | -45.99% | -64.93% |
| Sharpe | 0.34 | 0.2 |
| Sortino | 0.53 | 0.29 |
| Payoff Ratio | 1.24 | 1.2 |
| Profit Factor | 1.1 | 1.03 |
| Common Sense Ratio | 1.23 | 1.04 |
| CPC Index | 0.61 | 0.61 |
| Tail Ratio | 1.12 | 1.01 |
| Outlier Win Ratio | 17.56 | 3.12 |
| Outlier Loss Ratio | 3.98 | 3.12 |
| Volatility (ann.) | 22.15% | 41.83% |
| R^2 | 0.28 | 0.28 |
| Calmar | 0.49 | -0.03 |
| Skew | 2.57 | 0.53 |
| Kurtosis | 47.36 | 7.76 |
| Expected Daily % | 0.01% | -0.0% |
| Expected Monthly % | 1.61% | -0.14% |
| Expected Yearly % | 16.41% | -1.29% |
| Kelly Criterion | 0.24% | 7.56% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.89% | -3.58% |
| Expected Shortfall (cVaR) | -1.89% | -3.58% |
| Year | 4000657:SOLUSD | 4000657:solusd:triple_gx:hma185_25_15 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 30.93 | 64.16 | 2.07 | + |
| 2025 | -25.58 | -17.45 | 0.68 | + |
| Metric | 4000657:solusd:triple_gx:hma185_25_15 | 4000657:SOLUSD |
|---|---|---|
| MTD | -13.82% | -24.91% |
| 3M | -22.11% | -25.93% |
| 6M | -37.03% | -15.36% |
| YTD | -17.45% | -25.58% |
| 1Y | -15.71% | -34.89% |
| 3Y (ann.) | 22.34% | -1.71% |
| 5Y (ann.) | 22.34% | -1.71% |
| Metric | 4000657:solusd:triple_gx:hma185_25_15 | 4000657:SOLUSD |
|---|---|---|
| Max Drawdown | -45.99% | -64.93% |
| Longest DD Days | 259.0 | 301.0 |
| Avg. Drawdown | -6.26% | -12.47% |
| Avg. Drawdown Days | 22.0 | 34.0 |
| Recovery Factor | 0.77 | -0.04 |
| Ulcer Index | 1.0 | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-03-03 | 2025-11-17 | -45.99 | 259 |
| 2025-01-19 | 2025-03-02 | -17.72 | 42 |
| 2024-06-28 | 2024-07-15 | -15.03 | 17 |
| 2024-11-19 | 2025-01-17 | -11.00 | 58 |
| 2024-10-21 | 2024-11-17 | -9.02 | 26 |
| 2024-07-22 | 2024-08-24 | -7.61 | 33 |
| 2024-05-18 | 2024-06-27 | -6.36 | 40 |
| 2024-09-14 | 2024-09-19 | -6.16 | 5 |
| 2024-09-20 | 2024-09-27 | -5.63 | 6 |
| 2024-07-16 | 2024-07-21 | -5.10 | 5 |
| Metric | 4000657:solusd:triple_gx:hma185_25_15 | 4000657:SOLUSD |
|---|---|---|
| Best Day | 19.54% | 19.54% |
| Worst Day | -9.01% | -14.23% |
| Best Week | 17.55% | 21.25% |
| Worst Week | -11.56% | -18.95% |
| Best Month | 25.37% | 41.15% |
| Worst Month | -13.82% | -36.08% |
| Best Year | 64.16% | 30.93% |
| Worst Year | -17.45% | -25.58% |
| Avg. Up Day | 1.6% | 1.61% |
| Avg. Down Day | -1.29% | -1.35% |
| Avg. Up Week | 6.3% | 12.16% |
| Avg. Down Week | -4.34% | -8.08% |
| Avg. Up Month | 13.11% | 17.7% |
| Avg. Down Month | -7.58% | -18.15% |
| Win Days % | 44.77% | 49.61% |
| Win Month % | 52.63% | 57.89% |
| Win Week % | 47.62% | 50.62% |
| Win Quarter % | 71.43% | 71.43% |
| Win Year % | 50.0% | 50.0% |