| Metric | 3964163:solusd:triple_gx:kama110_35_20 | 3964163:SOLUSD |
|---|---|---|
| Time in Market | 26.0% | 100.0% |
| Cumulative Return | 49.74% | -14.35% |
| Max Drawdown | -22.16% | -58.89% |
| Sharpe | 0.68 | 0.12 |
| Sortino | 1.06 | 0.17 |
| Payoff Ratio | 1.18 | 1.18 |
| Profit Factor | 1.22 | 1.02 |
| Common Sense Ratio | 1.34 | 1.03 |
| CPC Index | 0.71 | 0.59 |
| Tail Ratio | 1.1 | 1.01 |
| Outlier Win Ratio | 20.75 | 3.18 |
| Outlier Loss Ratio | 3.45 | 3.02 |
| Volatility (ann.) | 21.0% | 44.52% |
| R^2 | 0.22 | 0.22 |
| Calmar | 2.78 | -0.29 |
| Skew | 1.09 | 0.62 |
| Kurtosis | 17.91 | 8.39 |
| Expected Daily % | 0.03% | -0.01% |
| Expected Monthly % | 3.74% | -1.4% |
| Expected Yearly % | 22.37% | -7.45% |
| Kelly Criterion | 6.91% | 6.11% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.77% | -3.82% |
| Expected Shortfall (cVaR) | -1.77% | -3.82% |
| Year | 3964163:SOLUSD | 3964163:solusd:triple_gx:kama110_35_20 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 30.93 | 66.97 | 2.17 | + |
| 2025 | -34.58 | -10.32 | 0.30 | + |
| Metric | 3964163:solusd:triple_gx:kama110_35_20 | 3964163:SOLUSD |
|---|---|---|
| MTD | 0.0% | -16.59% |
| 3M | -10.32% | -42.89% |
| 6M | 33.63% | -6.0% |
| YTD | -10.32% | -34.58% |
| 1Y | 49.74% | -14.35% |
| 3Y (ann.) | 61.61% | -16.82% |
| 5Y (ann.) | 61.61% | -16.82% |
| Metric | 3964163:solusd:triple_gx:kama110_35_20 | 3964163:SOLUSD |
|---|---|---|
| Max Drawdown | -22.16% | -58.89% |
| Longest DD Days | 170.0 | 101.0 |
| Avg. Drawdown | -5.92% | -12.09% |
| Avg. Drawdown Days | 21.0 | 18.0 |
| Recovery Factor | 2.24 | -0.24 |
| Ulcer Index | 1.0 | 1.02 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-19 | 2025-03-18 | -22.16 | 57 |
| 2024-05-21 | 2024-11-07 | -19.07 | 170 |
| 2024-11-22 | 2025-01-18 | -14.65 | 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 |
| 2024-11-18 | 2024-11-19 | -1.46 | 1 |
| Metric | 3964163:solusd:triple_gx:kama110_35_20 | 3964163: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 | 32.29% | 41.15% |
| Worst Month | -10.32% | -36.08% |
| Best Year | 66.97% | 30.93% |
| Worst Year | -10.32% | -34.58% |
| Avg. Up Day | 1.7% | 1.71% |
| Avg. Down Day | -1.44% | -1.45% |
| Avg. Up Week | 8.5% | 12.86% |
| Avg. Down Week | -5.54% | -7.68% |
| Avg. Up Month | 13.74% | 19.27% |
| Avg. Down Month | -5.38% | -16.37% |
| Win Days % | 49.53% | 49.23% |
| Win Month % | 62.5% | 54.55% |
| Win Week % | 54.55% | 47.83% |
| Win Quarter % | 75.0% | 75.0% |
| Win Year % | 50.0% | 50.0% |