| Metric | 3135358:solusd:triple_gx:kama35_30_20 | 3135358:SOLUSD |
|---|---|---|
| Time in Market | 69.0% | 100.0% |
| Cumulative Return | -51.86% | -8.69% |
| Max Drawdown | -53.39% | -59.51% |
| Sharpe | -0.78 | 0.34 |
| Sortino | -1.17 | 0.49 |
| Payoff Ratio | 1.07 | 1.32 |
| Profit Factor | 0.87 | 1.05 |
| Common Sense Ratio | 1.01 | 1.11 |
| CPC Index | 0.39 | 0.68 |
| Tail Ratio | 1.16 | 1.06 |
| Outlier Win Ratio | 6.86 | 2.79 |
| Outlier Loss Ratio | 3.56 | 2.7 |
| Volatility (ann.) | 58.59% | 85.55% |
| R^2 | 0.46 | 0.46 |
| Calmar | -0.87 | -0.13 |
| Skew | 0.95 | 0.13 |
| Kurtosis | 6.78 | 1.94 |
| Expected Daily % | -0.17% | -0.02% |
| Expected Monthly % | -4.76% | -0.6% |
| Expected Yearly % | -30.62% | -4.44% |
| Kelly Criterion | -12.09% | 10.34% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -5.17% | -7.29% |
| Expected Shortfall (cVaR) | -5.17% | -7.29% |
| Year | 3135358:SOLUSD | 3135358:solusd:triple_gx:kama35_30_20 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -2.31 | -28.15 | 12.20 | - |
| 2025 | -6.54 | -33.01 | 5.05 | - |
| Metric | 3135358:solusd:triple_gx:kama35_30_20 | 3135358:SOLUSD |
|---|---|---|
| MTD | -11.84% | 20.83% |
| 3M | -22.1% | 6.41% |
| 6M | -48.18% | -29.44% |
| YTD | -33.01% | -6.54% |
| 1Y | -50.8% | 7.03% |
| 3Y (ann.) | -46.71% | -7.53% |
| 5Y (ann.) | -46.71% | -7.53% |
| Metric | 3135358:solusd:triple_gx:kama35_30_20 | 3135358:SOLUSD |
|---|---|---|
| Max Drawdown | -53.39% | -59.51% |
| Longest DD Days | 371.0 | 223.0 |
| Avg. Drawdown | -25.6% | -25.89% |
| Avg. Drawdown Days | 140.0 | 104.0 |
| Recovery Factor | -0.97 | -0.15 |
| Ulcer Index | inf | 1.09 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-05-22 | 2025-05-28 | -53.39 | 371 |
| 2024-04-02 | 2024-05-21 | -22.99 | 49 |
| 2024-03-31 | 2024-04-01 | -0.42 | 1 |
| Metric | 3135358:solusd:triple_gx:kama35_30_20 | 3135358:SOLUSD |
|---|---|---|
| Best Day | 20.44% | 20.44% |
| Worst Day | -12.17% | -18.77% |
| Best Week | 15.15% | 21.34% |
| Worst Week | -13.69% | -22.1% |
| Best Month | 17.71% | 37.33% |
| Worst Month | -25.79% | -43.12% |
| Best Year | -28.15% | -2.31% |
| Worst Year | -33.01% | -6.54% |
| Avg. Up Day | 3.07% | 4.38% |
| Avg. Down Day | -2.86% | -3.33% |
| Avg. Up Week | 5.83% | 11.25% |
| Avg. Down Week | -5.73% | -9.11% |
| Avg. Up Month | 15.11% | 23.32% |
| Avg. Down Month | -16.86% | -26.42% |
| Win Days % | 41.98% | 49.06% |
| Win Month % | 33.33% | 60.0% |
| Win Week % | 37.1% | 53.23% |
| Win Quarter % | 0.0% | 66.67% |
| Win Year % | 0.0% | 0.0% |