| Metric | 3135358:solusd:triple_gx:kama35_30_20 | 3135358:SOLUSD |
|---|---|---|
| Time in Market | 34.0% | 100.0% |
| Cumulative Return | -26.92% | -6.06% |
| Max Drawdown | -40.03% | -66.05% |
| Sharpe | -0.05 | 0.08 |
| Sortino | -0.07 | 0.12 |
| Payoff Ratio | 1.04 | 1.04 |
| Profit Factor | 0.99 | 1.01 |
| Common Sense Ratio | 0.97 | 1.01 |
| CPC Index | 0.49 | 0.53 |
| Tail Ratio | 0.99 | 1.0 |
| Outlier Win Ratio | 17.62 | 3.43 |
| Outlier Loss Ratio | 3.65 | 3.3 |
| Volatility (ann.) | 11.01% | 18.92% |
| R^2 | 0.34 | 0.34 |
| Calmar | -0.59 | -0.08 |
| Skew | 1.96 | 0.36 |
| Kurtosis | 62.6 | 11.56 |
| Expected Daily % | -0.0% | -0.0% |
| Expected Monthly % | -2.07% | -0.42% |
| Expected Yearly % | -14.52% | -3.08% |
| Kelly Criterion | -2.63% | 3.01% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.95% | -1.62% |
| Expected Shortfall (cVaR) | -0.95% | -1.62% |
| Year | 3135358:SOLUSD | 3135358:solusd:triple_gx:kama35_30_20 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 1.60 | -18.43 | -11.49 | - |
| 2025 | -7.55 | -10.41 | 1.38 | - |
| Metric | 3135358:solusd:triple_gx:kama35_30_20 | 3135358:SOLUSD |
|---|---|---|
| MTD | -10.23% | 18.31% |
| 3M | -6.72% | 21.09% |
| 6M | -22.18% | -25.45% |
| YTD | -10.41% | -7.55% |
| 1Y | -29.16% | 2.69% |
| 3Y (ann.) | -23.61% | -5.23% |
| 5Y (ann.) | -23.61% | -5.23% |
| Metric | 3135358:solusd:triple_gx:kama35_30_20 | 3135358:SOLUSD |
|---|---|---|
| Max Drawdown | -40.03% | -66.05% |
| Longest DD Days | 372.0 | 221.0 |
| Avg. Drawdown | -9.26% | -6.59% |
| Avg. Drawdown Days | 60.0 | 14.0 |
| Recovery Factor | -0.67 | -0.09 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-05-20 | 2025-05-28 | -40.03 | 372 |
| 2024-04-01 | 2024-05-17 | -20.17 | 46 |
| 2024-03-30 | 2024-03-31 | -2.26 | 1 |
| 2024-05-17 | 2024-05-20 | -1.08 | 3 |
| 2024-05-20 | 2024-05-20 | -0.74 | 0 |
| 2024-03-31 | 2024-03-31 | -0.36 | 0 |
| 2024-03-30 | 2024-03-30 | -0.18 | 0 |
| Metric | 3135358:solusd:triple_gx:kama35_30_20 | 3135358:SOLUSD |
|---|---|---|
| Best Day | 11.82% | 11.82% |
| Worst Day | -7.09% | -8.96% |
| Best Week | 13.62% | 21.25% |
| Worst Week | -13.53% | -17.1% |
| Best Month | 18.15% | 41.15% |
| Worst Month | -15.66% | -37.4% |
| Best Year | -10.41% | 1.6% |
| Worst Year | -18.43% | -7.55% |
| Avg. Up Day | 0.66% | 0.68% |
| Avg. Down Day | -0.63% | -0.65% |
| Avg. Up Week | 4.56% | 10.21% |
| Avg. Down Week | -5.48% | -8.59% |
| Avg. Up Month | 8.61% | 21.84% |
| Avg. Down Month | -11.85% | -25.36% |
| Win Days % | 47.75% | 50.58% |
| Win Month % | 46.67% | 60.0% |
| Win Week % | 52.46% | 49.21% |
| Win Quarter % | 50.0% | 66.67% |
| Win Year % | 0.0% | 50.0% |