| Metric | 3135358:solusd:triple_gx:kama35_30_20 | 3135358:SOLUSD |
|---|---|---|
| Time in Market | 59.0% | 100.0% |
| Cumulative Return | -31.44% | -8.69% |
| Max Drawdown | -36.35% | -59.51% |
| Sharpe | -0.4 | 0.34 |
| Sortino | -0.61 | 0.49 |
| Payoff Ratio | 1.05 | 1.35 |
| Profit Factor | 0.93 | 1.05 |
| Common Sense Ratio | 1.03 | 1.11 |
| CPC Index | 0.41 | 0.69 |
| Tail Ratio | 1.11 | 1.06 |
| Outlier Win Ratio | 9.39 | 2.78 |
| Outlier Loss Ratio | 3.87 | 2.62 |
| Volatility (ann.) | 50.46% | 85.55% |
| R^2 | 0.35 | 0.35 |
| Calmar | -0.76 | -0.13 |
| Skew | 1.38 | 0.13 |
| Kurtosis | 10.88 | 1.94 |
| Expected Daily % | -0.09% | -0.02% |
| Expected Monthly % | -2.49% | -0.6% |
| Expected Yearly % | -17.2% | -4.44% |
| Kelly Criterion | -12.83% | 11.3% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -4.4% | -7.29% |
| Expected Shortfall (cVaR) | -4.4% | -7.29% |
| Year | 3135358:SOLUSD | 3135358:solusd:triple_gx:kama35_30_20 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -2.31 | -15.85 | 6.87 | - |
| 2025 | -6.54 | -18.53 | 2.84 | - |
| Metric | 3135358:solusd:triple_gx:kama35_30_20 | 3135358:SOLUSD |
|---|---|---|
| MTD | -10.16% | 20.83% |
| 3M | -11.85% | 6.41% |
| 6M | -30.43% | -29.44% |
| YTD | -18.53% | -6.54% |
| 1Y | -29.69% | 7.03% |
| 3Y (ann.) | -27.75% | -7.53% |
| 5Y (ann.) | -27.75% | -7.53% |
| Metric | 3135358:solusd:triple_gx:kama35_30_20 | 3135358:SOLUSD |
|---|---|---|
| Max Drawdown | -36.35% | -59.51% |
| Longest DD Days | 293.0 | 223.0 |
| Avg. Drawdown | -22.25% | -25.89% |
| Avg. Drawdown Days | 139.0 | 104.0 |
| Recovery Factor | -0.86 | -0.15 |
| Ulcer Index | inf | 1.09 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-25 | 2025-05-28 | -36.35 | 123 |
| 2024-04-02 | 2025-01-20 | -29.98 | 293 |
| 2024-03-31 | 2024-04-01 | -0.42 | 1 |
| Metric | 3135358:solusd:triple_gx:kama35_30_20 | 3135358:SOLUSD |
|---|---|---|
| Best Day | 20.22% | 20.44% |
| Worst Day | -10.61% | -18.77% |
| Best Week | 15.15% | 21.34% |
| Worst Week | -13.39% | -22.1% |
| Best Month | 20.47% | 37.33% |
| Worst Month | -20.25% | -43.12% |
| Best Year | -15.85% | -2.31% |
| Worst Year | -18.53% | -6.54% |
| Avg. Up Day | 2.87% | 4.63% |
| Avg. Down Day | -2.73% | -3.43% |
| Avg. Up Week | 4.32% | 10.74% |
| Avg. Down Week | -5.09% | -8.8% |
| Avg. Up Month | 11.27% | 24.39% |
| Avg. Down Month | -15.52% | -27.16% |
| Win Days % | 42.17% | 49.06% |
| Win Month % | 46.67% | 60.0% |
| Win Week % | 45.9% | 53.23% |
| Win Quarter % | 16.67% | 66.67% |
| Win Year % | 0.0% | 0.0% |