| Metric | 3135358:solusd:triple_gx:kama35_30_20 | 3135358:SOLUSD |
|---|---|---|
| Time in Market | 20.0% | 100.0% |
| Cumulative Return | -6.86% | 623.76% |
| Max Drawdown | -56.58% | -66.05% |
| Sharpe | 0.02 | 0.35 |
| Sortino | 0.04 | 0.51 |
| Payoff Ratio | 1.06 | 1.06 |
| Profit Factor | 1.01 | 1.05 |
| Common Sense Ratio | 0.96 | 1.1 |
| CPC Index | 0.5 | 0.57 |
| Tail Ratio | 0.95 | 1.04 |
| Outlier Win Ratio | 29.86 | 3.18 |
| Outlier Loss Ratio | 3.33 | 3.01 |
| Volatility (ann.) | 8.91% | 20.09% |
| R^2 | 0.2 | 0.2 |
| Calmar | -0.07 | 3.49 |
| Skew | 0.41 | 0.31 |
| Kurtosis | 53.6 | 8.59 |
| Expected Daily % | -0.0% | 0.01% |
| Expected Monthly % | -0.35% | 10.4% |
| Expected Yearly % | -2.34% | 93.43% |
| Kelly Criterion | -3.03% | 4.65% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.77% | -1.71% |
| Expected Shortfall (cVaR) | -0.77% | -1.71% |
| Year | 3135358:SOLUSD | 3135358:solusd:triple_gx:kama35_30_20 | Multiplier | Won |
|---|---|---|---|---|
| 2023 | 322.22 | 34.68 | 0.11 | - |
| 2024 | 85.41 | 15.65 | 0.18 | - |
| 2025 | -7.55 | -40.20 | 5.33 | - |
| Metric | 3135358:solusd:triple_gx:kama35_30_20 | 3135358:SOLUSD |
|---|---|---|
| MTD | -15.75% | 18.31% |
| 3M | -40.62% | 21.09% |
| 6M | -48.12% | -25.45% |
| YTD | -40.2% | -7.55% |
| 1Y | -55.2% | 2.69% |
| 3Y (ann.) | -4.2% | 230.72% |
| 5Y (ann.) | -4.2% | 230.72% |
| Metric | 3135358:solusd:triple_gx:kama35_30_20 | 3135358:SOLUSD |
|---|---|---|
| Max Drawdown | -56.58% | -66.05% |
| Longest DD Days | 372.0 | 237.0 |
| Avg. Drawdown | -4.25% | -5.12% |
| Avg. Drawdown Days | 13.0 | 5.0 |
| Recovery Factor | -0.12 | 9.44 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-05-20 | 2025-05-28 | -56.58 | 372 |
| 2024-03-30 | 2024-05-10 | -17.46 | 41 |
| 2023-12-06 | 2024-01-04 | -14.79 | 29 |
| 2023-11-09 | 2023-11-29 | -12.36 | 19 |
| 2024-02-02 | 2024-03-07 | -12.11 | 34 |
| 2024-01-04 | 2024-02-02 | -12.02 | 28 |
| 2024-03-16 | 2024-03-20 | -8.05 | 4 |
| 2023-11-01 | 2023-11-07 | -7.34 | 5 |
| 2023-10-21 | 2023-11-01 | -6.09 | 10 |
| 2024-03-15 | 2024-03-16 | -5.29 | 0 |
| Metric | 3135358:solusd:triple_gx:kama35_30_20 | 3135358:SOLUSD |
|---|---|---|
| Best Day | 7.45% | 11.82% |
| Worst Day | -7.09% | -9.91% |
| Best Week | 16.4% | 43.67% |
| Worst Week | -19.39% | -17.1% |
| Best Month | 34.89% | 71.77% |
| Worst Month | -18.18% | -37.4% |
| Best Year | 34.68% | 322.22% |
| Worst Year | -40.2% | -7.55% |
| Avg. Up Day | 0.74% | 0.78% |
| Avg. Down Day | -0.7% | -0.73% |
| Avg. Up Week | 4.19% | 12.27% |
| Avg. Down Week | -4.63% | -8.03% |
| Avg. Up Month | 16.61% | 39.92% |
| Avg. Down Month | -10.46% | -23.79% |
| Win Days % | 47.02% | 50.84% |
| Win Month % | 40.0% | 65.0% |
| Win Week % | 51.16% | 52.81% |
| Win Quarter % | 42.86% | 71.43% |
| Win Year % | 66.67% | 66.67% |