| Metric | 3135358:solusd:triple_gx:kama35_30_20 | 3135358:SOLUSD |
|---|---|---|
| Time in Market | 25.0% | 100.0% |
| Cumulative Return | 7.7% | 623.76% |
| Max Drawdown | -49.01% | -66.05% |
| Sharpe | 0.07 | 0.35 |
| Sortino | 0.1 | 0.51 |
| Payoff Ratio | 1.06 | 1.06 |
| Profit Factor | 1.02 | 1.05 |
| Common Sense Ratio | 1.01 | 1.1 |
| CPC Index | 0.51 | 0.57 |
| Tail Ratio | 0.99 | 1.04 |
| Outlier Win Ratio | 24.63 | 3.31 |
| Outlier Loss Ratio | 3.45 | 3.16 |
| Volatility (ann.) | 9.75% | 20.09% |
| R^2 | 0.24 | 0.24 |
| Calmar | 0.09 | 3.49 |
| Skew | 0.46 | 0.31 |
| Kurtosis | 40.88 | 8.59 |
| Expected Daily % | 0.0% | 0.01% |
| Expected Monthly % | 0.37% | 10.4% |
| Expected Yearly % | 2.5% | 93.43% |
| Kelly Criterion | -1.81% | 4.51% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.84% | -1.71% |
| Expected Shortfall (cVaR) | -0.84% | -1.71% |
| Year | 3135358:SOLUSD | 3135358:solusd:triple_gx:kama35_30_20 | Multiplier | Won |
|---|---|---|---|---|
| 2023 | 322.22 | 58.98 | 0.18 | - |
| 2024 | 85.41 | -1.86 | -0.02 | - |
| 2025 | -7.55 | -30.97 | 4.10 | - |
| Metric | 3135358:solusd:triple_gx:kama35_30_20 | 3135358:SOLUSD |
|---|---|---|
| MTD | -9.36% | 18.31% |
| 3M | -33.83% | 21.09% |
| 6M | -41.57% | -25.45% |
| YTD | -30.97% | -7.55% |
| 1Y | -45.4% | 2.69% |
| 3Y (ann.) | 4.59% | 230.72% |
| 5Y (ann.) | 4.59% | 230.72% |
| Metric | 3135358:solusd:triple_gx:kama35_30_20 | 3135358:SOLUSD |
|---|---|---|
| Max Drawdown | -49.01% | -66.05% |
| Longest DD Days | 424.0 | 237.0 |
| Avg. Drawdown | -3.51% | -5.12% |
| Avg. Drawdown Days | 13.0 | 5.0 |
| Recovery Factor | 0.16 | 9.44 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-03-30 | 2025-05-28 | -49.01 | 424 |
| 2023-12-06 | 2024-03-12 | -14.61 | 96 |
| 2023-11-09 | 2023-11-16 | -9.98 | 6 |
| 2023-11-16 | 2023-11-22 | -9.40 | 6 |
| 2024-03-16 | 2024-03-20 | -8.05 | 4 |
| 2023-11-01 | 2023-11-04 | -7.34 | 3 |
| 2024-03-14 | 2024-03-16 | -6.06 | 1 |
| 2023-10-21 | 2023-11-01 | -5.78 | 10 |
| 2024-03-12 | 2024-03-14 | -5.18 | 1 |
| 2024-03-21 | 2024-03-23 | -3.76 | 2 |
| Metric | 3135358:solusd:triple_gx:kama35_30_20 | 3135358:SOLUSD |
|---|---|---|
| Best Day | 7.45% | 11.82% |
| Worst Day | -7.09% | -9.91% |
| Best Week | 17.21% | 43.67% |
| Worst Week | -17.28% | -17.1% |
| Best Month | 46.43% | 71.77% |
| Worst Month | -16.65% | -37.4% |
| Best Year | 58.98% | 322.22% |
| Worst Year | -30.97% | -7.55% |
| Avg. Up Day | 0.73% | 0.76% |
| Avg. Down Day | -0.69% | -0.72% |
| Avg. Up Week | 4.88% | 12.21% |
| Avg. Down Week | -5.13% | -7.54% |
| Avg. Up Month | 14.11% | 36.27% |
| Avg. Down Month | -9.11% | -21.08% |
| Win Days % | 47.69% | 50.84% |
| Win Month % | 45.0% | 65.0% |
| Win Week % | 51.16% | 52.81% |
| Win Quarter % | 28.57% | 71.43% |
| Win Year % | 33.33% | 66.67% |