| Metric | 3954083:solusd:triple_gx:kama95_35_20 | 3954083:SOLUSD |
|---|---|---|
| Time in Market | 30.0% | 100.0% |
| Cumulative Return | 52.49% | 5.23% |
| Max Drawdown | -34.46% | -64.93% |
| Sharpe | 0.63 | 0.25 |
| Sortino | 0.97 | 0.37 |
| Payoff Ratio | 1.18 | 1.16 |
| Profit Factor | 1.18 | 1.04 |
| Common Sense Ratio | 1.28 | 1.06 |
| CPC Index | 0.69 | 0.59 |
| Tail Ratio | 1.08 | 1.02 |
| Outlier Win Ratio | 19.04 | 3.14 |
| Outlier Loss Ratio | 3.56 | 3.02 |
| Volatility (ann.) | 21.23% | 44.85% |
| R^2 | 0.22 | 0.22 |
| Calmar | 1.62 | 0.08 |
| Skew | 0.94 | 0.69 |
| Kurtosis | 15.75 | 8.58 |
| Expected Daily % | 0.03% | 0.0% |
| Expected Monthly % | 3.58% | 0.43% |
| Expected Yearly % | 23.49% | 2.58% |
| Kelly Criterion | 5.8% | 5.54% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.79% | -3.83% |
| Expected Shortfall (cVaR) | -1.79% | -3.83% |
| Year | 3954083:SOLUSD | 3954083:solusd:triple_gx:kama95_35_20 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 30.93 | 67.04 | 2.17 | + |
| 2025 | -19.63 | -8.71 | 0.44 | + |
| Metric | 3954083:solusd:triple_gx:kama95_35_20 | 3954083:SOLUSD |
|---|---|---|
| MTD | 17.39% | 21.86% |
| 3M | -6.05% | -36.87% |
| 6M | 26.16% | -11.08% |
| YTD | -8.71% | -19.63% |
| 1Y | 52.49% | 5.23% |
| 3Y (ann.) | 55.67% | 5.49% |
| 5Y (ann.) | 55.67% | 5.49% |
| Metric | 3954083:solusd:triple_gx:kama95_35_20 | 3954083:SOLUSD |
|---|---|---|
| Max Drawdown | -34.46% | -64.93% |
| Longest DD Days | 98.0 | 101.0 |
| Avg. Drawdown | -6.95% | -12.47% |
| Avg. Drawdown Days | 21.0 | 21.0 |
| Recovery Factor | 1.52 | 0.08 |
| Ulcer Index | 1.0 | 1.02 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-19 | 2025-04-28 | -34.46 | 98 |
| 2024-08-26 | 2024-11-07 | -18.53 | 73 |
| 2024-05-21 | 2024-07-20 | -15.20 | 60 |
| 2024-11-22 | 2025-01-18 | -14.42 | 57 |
| 2024-11-12 | 2024-11-17 | -7.92 | 5 |
| 2024-11-19 | 2024-11-21 | -5.73 | 2 |
| 2024-11-10 | 2024-11-11 | -3.21 | 0 |
| 2024-05-16 | 2024-05-17 | -2.79 | 0 |
| 2024-05-18 | 2024-05-20 | -2.65 | 1 |
| 2024-11-08 | 2024-11-10 | -2.52 | 1 |
| Metric | 3954083:solusd:triple_gx:kama95_35_20 | 3954083:SOLUSD |
|---|---|---|
| Best Day | 9.51% | 19.54% |
| Worst Day | -7.2% | -14.23% |
| Best Week | 17.55% | 21.25% |
| Worst Week | -12.2% | -17.1% |
| Best Month | 30.77% | 41.15% |
| Worst Month | -13.52% | -36.08% |
| Best Year | 67.04% | 30.93% |
| Worst Year | -8.71% | -19.63% |
| Avg. Up Day | 1.63% | 1.64% |
| Avg. Down Day | -1.38% | -1.42% |
| Avg. Up Week | 7.25% | 12.03% |
| Avg. Down Week | -5.33% | -7.4% |
| Avg. Up Month | 16.58% | 21.08% |
| Avg. Down Month | -11.32% | -18.54% |
| Win Days % | 49.01% | 49.32% |
| Win Month % | 60.0% | 58.33% |
| Win Week % | 57.14% | 50.0% |
| Win Quarter % | 60.0% | 80.0% |
| Win Year % | 50.0% | 50.0% |