| Metric | 4000658:solusd:triple_gx:hma190_25_15 | 4000658:SOLUSD |
|---|---|---|
| Time in Market | 32.0% | 100.0% |
| Cumulative Return | 787.32% | 57.53% |
| Max Drawdown | -41.45% | -93.44% |
| Sharpe | 0.67 | 0.31 |
| Sortino | 1.13 | 0.45 |
| Payoff Ratio | 1.31 | 1.23 |
| Profit Factor | 1.21 | 1.05 |
| Common Sense Ratio | 1.36 | 1.05 |
| CPC Index | 0.73 | 0.65 |
| Tail Ratio | 1.12 | 1.0 |
| Outlier Win Ratio | 19.01 | 3.68 |
| Outlier Loss Ratio | 3.97 | 3.15 |
| Volatility (ann.) | 27.42% | 49.5% |
| R^2 | 0.31 | 0.31 |
| Calmar | 1.91 | 0.14 |
| Skew | 3.33 | 0.47 |
| Kurtosis | 55.42 | 11.24 |
| Expected Daily % | 0.04% | 0.01% |
| Expected Monthly % | 4.86% | 0.99% |
| Expected Yearly % | 72.59% | 12.03% |
| Kelly Criterion | 4.2% | 9.81% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.31% | -4.22% |
| Expected Shortfall (cVaR) | -2.31% | -4.22% |
| Year | 4000658:SOLUSD | 4000658:solusd:triple_gx:hma190_25_15 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -88.82 | 17.54 | -0.20 | + |
| 2023 | 921.46 | 394.52 | 0.43 | - |
| 2024 | 85.41 | 66.47 | 0.78 | - |
| 2025 | -25.58 | -8.30 | 0.32 | + |
| Metric | 4000658:solusd:triple_gx:hma190_25_15 | 4000658:SOLUSD |
|---|---|---|
| MTD | -13.82% | -24.91% |
| 3M | -15.08% | -25.93% |
| 6M | -29.59% | -15.36% |
| YTD | -8.3% | -25.58% |
| 1Y | -6.36% | -34.89% |
| 3Y (ann.) | 96.4% | 114.24% |
| 5Y (ann.) | 79.27% | 12.92% |
| Metric | 4000658:solusd:triple_gx:hma190_25_15 | 4000658:SOLUSD |
|---|---|---|
| Max Drawdown | -41.45% | -93.44% |
| Longest DD Days | 259.0 | 703.0 |
| Avg. Drawdown | -7.45% | -12.75% |
| Avg. Drawdown Days | 23.0 | 50.0 |
| Recovery Factor | 18.99 | 0.62 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-03-03 | 2025-11-17 | -41.45 | 259 |
| 2022-07-19 | 2023-01-09 | -29.72 | 173 |
| 2022-06-06 | 2022-07-18 | -27.18 | 42 |
| 2024-03-18 | 2024-08-24 | -27.15 | 158 |
| 2023-01-21 | 2023-07-14 | -23.38 | 174 |
| 2023-12-25 | 2024-03-08 | -21.43 | 73 |
| 2023-07-15 | 2023-10-07 | -21.16 | 83 |
| 2023-11-16 | 2023-12-21 | -19.97 | 35 |
| 2025-01-19 | 2025-03-02 | -17.18 | 42 |
| 2023-11-02 | 2023-11-10 | -16.56 | 8 |
| Metric | 4000658:solusd:triple_gx:hma190_25_15 | 4000658:SOLUSD |
|---|---|---|
| Best Day | 30.09% | 30.09% |
| Worst Day | -9.62% | -26.94% |
| Best Week | 45.79% | 43.67% |
| Worst Week | -14.38% | -51.66% |
| Best Month | 94.86% | 140.02% |
| Worst Month | -15.99% | -56.44% |
| Best Year | 394.52% | 921.46% |
| Worst Year | -8.3% | -88.82% |
| Avg. Up Day | 1.97% | 1.99% |
| Avg. Down Day | -1.5% | -1.61% |
| Avg. Up Week | 9.36% | 15.56% |
| Avg. Down Week | -4.43% | -8.47% |
| Avg. Up Month | 20.94% | 36.01% |
| Avg. Down Month | -7.59% | -15.78% |
| Win Days % | 45.65% | 50.18% |
| Win Month % | 56.52% | 52.17% |
| Win Week % | 49.33% | 47.74% |
| Win Quarter % | 81.25% | 56.25% |
| Win Year % | 75.0% | 50.0% |