| Metric | 3135358:solusd:triple_gx:kama35_30_20 | 3135358:SOLUSD |
|---|---|---|
| Time in Market | 36.0% | 100.0% |
| Cumulative Return | 176.6% | 623.76% |
| Max Drawdown | -38.03% | -66.05% |
| Sharpe | 0.27 | 0.35 |
| Sortino | 0.41 | 0.51 |
| Payoff Ratio | 1.09 | 1.1 |
| Profit Factor | 1.07 | 1.05 |
| Common Sense Ratio | 1.17 | 1.1 |
| CPC Index | 0.57 | 0.59 |
| Tail Ratio | 1.09 | 1.04 |
| Outlier Win Ratio | 15.98 | 3.53 |
| Outlier Loss Ratio | 3.66 | 3.38 |
| Volatility (ann.) | 12.22% | 20.09% |
| R^2 | 0.37 | 0.37 |
| Calmar | 2.23 | 3.49 |
| Skew | 1.19 | 0.31 |
| Kurtosis | 40.35 | 8.59 |
| Expected Daily % | 0.01% | 0.01% |
| Expected Monthly % | 5.22% | 10.4% |
| Expected Yearly % | 40.37% | 93.43% |
| Kelly Criterion | 1.49% | 5.99% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.04% | -1.71% |
| Expected Shortfall (cVaR) | -1.04% | -1.71% |
| Year | 3135358:SOLUSD | 3135358:solusd:triple_gx:kama35_30_20 | Multiplier | Won |
|---|---|---|---|---|
| 2023 | 322.22 | 140.67 | 0.44 | - |
| 2024 | 85.41 | 42.87 | 0.50 | - |
| 2025 | -7.55 | -19.56 | 2.59 | - |
| Metric | 3135358:solusd:triple_gx:kama35_30_20 | 3135358:SOLUSD |
|---|---|---|
| MTD | -11.71% | 18.31% |
| 3M | -13.38% | 21.09% |
| 6M | -31.63% | -25.45% |
| YTD | -19.56% | -7.55% |
| 1Y | -30.31% | 2.69% |
| 3Y (ann.) | 84.93% | 230.72% |
| 5Y (ann.) | 84.93% | 230.72% |
| Metric | 3135358:solusd:triple_gx:kama35_30_20 | 3135358:SOLUSD |
|---|---|---|
| Max Drawdown | -38.03% | -66.05% |
| Longest DD Days | 309.0 | 237.0 |
| Avg. Drawdown | -3.74% | -5.12% |
| Avg. Drawdown Days | 7.0 | 5.0 |
| Recovery Factor | 4.64 | 9.44 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-24 | 2025-05-28 | -38.03 | 123 |
| 2024-03-21 | 2025-01-24 | -31.93 | 309 |
| 2024-01-04 | 2024-02-26 | -18.13 | 52 |
| 2023-11-11 | 2023-12-07 | -16.44 | 26 |
| 2024-03-05 | 2024-03-07 | -15.03 | 1 |
| 2023-12-14 | 2023-12-20 | -12.69 | 5 |
| 2023-11-09 | 2023-11-10 | -9.98 | 0 |
| 2024-03-16 | 2024-03-17 | -8.05 | 1 |
| 2024-01-02 | 2024-01-04 | -7.94 | 2 |
| 2023-11-01 | 2023-11-04 | -7.34 | 3 |
| Metric | 3135358:solusd:triple_gx:kama35_30_20 | 3135358:SOLUSD |
|---|---|---|
| Best Day | 11.82% | 11.82% |
| Worst Day | -9.91% | -9.91% |
| Best Week | 40.3% | 43.67% |
| Worst Week | -13.39% | -17.1% |
| Best Month | 63.82% | 71.77% |
| Worst Month | -17.93% | -37.4% |
| Best Year | 140.67% | 322.22% |
| Worst Year | -19.56% | -7.55% |
| Avg. Up Day | 0.75% | 0.77% |
| Avg. Down Day | -0.69% | -0.7% |
| Avg. Up Week | 7.06% | 13.84% |
| Avg. Down Week | -5.21% | -7.97% |
| Avg. Up Month | 23.82% | 39.82% |
| Avg. Down Month | -14.28% | -22.09% |
| Win Days % | 48.52% | 50.84% |
| Win Month % | 60.0% | 65.0% |
| Win Week % | 56.98% | 52.81% |
| Win Quarter % | 42.86% | 71.43% |
| Win Year % | 66.67% | 66.67% |