| Metric | 3135358:solusd:triple_gx:kama35_30_20 | 3135358:SOLUSD |
|---|---|---|
| Time in Market | 29.0% | 100.0% |
| Cumulative Return | 53.04% | 623.76% |
| Max Drawdown | -47.71% | -66.05% |
| Sharpe | 0.15 | 0.35 |
| Sortino | 0.23 | 0.51 |
| Payoff Ratio | 1.07 | 1.07 |
| Profit Factor | 1.05 | 1.05 |
| Common Sense Ratio | 1.1 | 1.1 |
| CPC Index | 0.54 | 0.57 |
| Tail Ratio | 1.05 | 1.04 |
| Outlier Win Ratio | 20.73 | 3.37 |
| Outlier Loss Ratio | 3.52 | 3.22 |
| Volatility (ann.) | 10.53% | 20.09% |
| R^2 | 0.28 | 0.28 |
| Calmar | 0.61 | 3.49 |
| Skew | 0.62 | 0.31 |
| Kurtosis | 33.94 | 8.59 |
| Expected Daily % | 0.0% | 0.01% |
| Expected Monthly % | 2.15% | 10.4% |
| Expected Yearly % | 15.24% | 93.43% |
| Kelly Criterion | -0.31% | 4.97% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.9% | -1.71% |
| Expected Shortfall (cVaR) | -0.9% | -1.71% |
| Year | 3135358:SOLUSD | 3135358:solusd:triple_gx:kama35_30_20 | Multiplier | Won |
|---|---|---|---|---|
| 2023 | 322.22 | 79.28 | 0.25 | - |
| 2024 | 85.41 | 26.53 | 0.31 | - |
| 2025 | -7.55 | -32.53 | 4.31 | - |
| Metric | 3135358:solusd:triple_gx:kama35_30_20 | 3135358:SOLUSD |
|---|---|---|
| MTD | -9.32% | 18.31% |
| 3M | -34.77% | 21.09% |
| 6M | -44.52% | -25.45% |
| YTD | -32.53% | -7.55% |
| 1Y | -43.46% | 2.69% |
| 3Y (ann.) | 29.33% | 230.72% |
| 5Y (ann.) | 29.33% | 230.72% |
| Metric | 3135358:solusd:triple_gx:kama35_30_20 | 3135358:SOLUSD |
|---|---|---|
| Max Drawdown | -47.71% | -66.05% |
| Longest DD Days | 248.0 | 237.0 |
| Avg. Drawdown | -4.19% | -5.12% |
| Avg. Drawdown Days | 8.0 | 5.0 |
| Recovery Factor | 1.11 | 9.44 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-24 | 2025-05-28 | -47.71 | 123 |
| 2024-05-20 | 2025-01-24 | -30.89 | 248 |
| 2024-03-30 | 2024-04-14 | -16.12 | 15 |
| 2024-01-04 | 2024-03-07 | -15.47 | 62 |
| 2023-12-03 | 2023-12-24 | -14.39 | 21 |
| 2023-11-16 | 2023-11-28 | -12.72 | 12 |
| 2023-11-09 | 2023-11-10 | -9.98 | 0 |
| 2024-04-21 | 2024-05-04 | -9.56 | 13 |
| 2024-05-10 | 2024-05-20 | -8.28 | 10 |
| 2024-03-16 | 2024-03-20 | -8.05 | 3 |
| Metric | 3135358:solusd:triple_gx:kama35_30_20 | 3135358:SOLUSD |
|---|---|---|
| Best Day | 7.45% | 11.82% |
| Worst Day | -7.09% | -9.91% |
| Best Week | 25.16% | 43.67% |
| Worst Week | -17.04% | -17.1% |
| Best Month | 50.42% | 71.77% |
| Worst Month | -16.12% | -37.4% |
| Best Year | 79.28% | 322.22% |
| Worst Year | -32.53% | -7.55% |
| Avg. Up Day | 0.74% | 0.76% |
| Avg. Down Day | -0.69% | -0.71% |
| Avg. Up Week | 5.83% | 13.17% |
| Avg. Down Week | -4.96% | -7.59% |
| Avg. Up Month | 17.2% | 39.82% |
| Avg. Down Month | -9.95% | -21.08% |
| Win Days % | 48.17% | 50.84% |
| Win Month % | 50.0% | 65.0% |
| Win Week % | 51.16% | 52.81% |
| Win Quarter % | 42.86% | 71.43% |
| Win Year % | 66.67% | 66.67% |