| Metric | 4000659:solusd:triple_gx:hma195_25_15 | 4000659:SOLUSD |
|---|---|---|
| Time in Market | 32.0% | 100.0% |
| Cumulative Return | 36.59% | -2.56% |
| Max Drawdown | -46.05% | -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 | 1.22 | 1.04 |
| CPC Index | 0.61 | 0.61 |
| Tail Ratio | 1.11 | 1.01 |
| Outlier Win Ratio | 17.5 | 3.12 |
| Outlier Loss Ratio | 3.91 | 3.12 |
| Volatility (ann.) | 22.45% | 41.83% |
| R^2 | 0.28 | 0.28 |
| Calmar | 0.5 | -0.03 |
| Skew | 2.27 | 0.53 |
| Kurtosis | 46.7 | 7.76 |
| Expected Daily % | 0.01% | -0.0% |
| Expected Monthly % | 1.65% | -0.14% |
| Expected Yearly % | 16.87% | -1.29% |
| Kelly Criterion | 0.38% | 7.54% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.91% | -3.58% |
| Expected Shortfall (cVaR) | -1.91% | -3.58% |
| Year | 4000659:SOLUSD | 4000659:solusd:triple_gx:hma195_25_15 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 30.93 | 61.78 | 2.00 | + |
| 2025 | -25.58 | -15.57 | 0.61 | + |
| Metric | 4000659:solusd:triple_gx:hma195_25_15 | 4000659:SOLUSD |
|---|---|---|
| MTD | -13.82% | -24.91% |
| 3M | -16.28% | -25.93% |
| 6M | -29.44% | -15.36% |
| YTD | -15.57% | -25.58% |
| 1Y | -13.79% | -34.89% |
| 3Y (ann.) | 22.99% | -1.71% |
| 5Y (ann.) | 22.99% | -1.71% |
| Metric | 4000659:solusd:triple_gx:hma195_25_15 | 4000659:SOLUSD |
|---|---|---|
| Max Drawdown | -46.05% | -64.93% |
| Longest DD Days | 259.0 | 301.0 |
| Avg. Drawdown | -6.46% | -12.47% |
| Avg. Drawdown Days | 23.0 | 34.0 |
| Recovery Factor | 0.79 | -0.04 |
| Ulcer Index | 1.0 | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-03-03 | 2025-11-17 | -46.05 | 259 |
| 2025-01-19 | 2025-03-02 | -17.18 | 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 |
| 2024-05-18 | 2024-06-27 | -6.71 | 40 |
| 2024-07-22 | 2024-08-23 | -6.25 | 32 |
| 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 | 4000659:solusd:triple_gx:hma195_25_15 | 4000659:SOLUSD |
|---|---|---|
| Best Day | 19.54% | 19.54% |
| Worst Day | -9.61% | -14.23% |
| Best Week | 17.55% | 21.25% |
| Worst Week | -10.99% | -18.95% |
| Best Month | 25.37% | 41.15% |
| Worst Month | -13.82% | -36.08% |
| Best Year | 61.78% | 30.93% |
| Worst Year | -15.57% | -25.58% |
| Avg. Up Day | 1.62% | 1.63% |
| Avg. Down Day | -1.31% | -1.36% |
| Avg. Up Week | 6.14% | 12.16% |
| Avg. Down Week | -4.29% | -7.54% |
| Avg. Up Month | 11.38% | 17.7% |
| Avg. Down Month | -7.6% | -14.56% |
| Win Days % | 44.94% | 49.61% |
| Win Month % | 55.56% | 57.89% |
| Win Week % | 46.77% | 50.62% |
| Win Quarter % | 57.14% | 71.43% |
| Win Year % | 50.0% | 50.0% |