| Metric | 3967441:solusd:triple_gx:kama35_25_20 | 3967441:SOLUSD |
|---|---|---|
| Time in Market | 36.0% | 100.0% |
| Cumulative Return | 1,280.21% | -14.58% |
| Max Drawdown | -30.6% | -93.98% |
| Sharpe | 0.84 | 0.23 |
| Sortino | 1.4 | 0.34 |
| Payoff Ratio | 1.22 | 1.2 |
| Profit Factor | 1.24 | 1.04 |
| Common Sense Ratio | 1.43 | 1.06 |
| CPC Index | 0.75 | 0.62 |
| Tail Ratio | 1.15 | 1.02 |
| Outlier Win Ratio | 16.04 | 3.67 |
| Outlier Loss Ratio | 3.7 | 3.18 |
| Volatility (ann.) | 29.54% | 51.9% |
| R^2 | 0.32 | 0.32 |
| Calmar | 4.18 | -0.05 |
| Skew | 2.69 | 0.41 |
| Kurtosis | 43.1 | 10.56 |
| Expected Daily % | 0.06% | -0.0% |
| Expected Monthly % | 6.96% | -0.4% |
| Expected Yearly % | 92.75% | -3.86% |
| Kelly Criterion | 8.12% | 8.39% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.48% | -4.43% |
| Expected Shortfall (cVaR) | -2.48% | -4.43% |
| Year | 3967441:SOLUSD | 3967441:solusd:triple_gx:kama35_25_20 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -93.11 | 5.94 | -0.06 | + |
| 2023 | 921.46 | 764.81 | 0.83 | - |
| 2024 | 85.41 | 66.57 | 0.78 | - |
| 2025 | -34.58 | -9.56 | 0.28 | + |
| Metric | 3967441:solusd:triple_gx:kama35_25_20 | 3967441:SOLUSD |
|---|---|---|
| MTD | 0.0% | -16.59% |
| 3M | -9.56% | -42.89% |
| 6M | 19.08% | -6.0% |
| YTD | -9.56% | -34.58% |
| 1Y | 8.42% | -38.76% |
| 3Y (ann.) | 132.1% | 12.0% |
| 5Y (ann.) | 127.91% | -4.83% |
| Metric | 3967441:solusd:triple_gx:kama35_25_20 | 3967441:SOLUSD |
|---|---|---|
| Max Drawdown | -30.6% | -93.98% |
| Longest DD Days | 285.0 | 789.0 |
| Avg. Drawdown | -7.61% | -18.35% |
| Avg. Drawdown Days | 20.0 | 77.0 |
| Recovery Factor | 41.83 | -0.16 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-04-03 | 2023-01-13 | -30.60 | 285 |
| 2023-07-15 | 2023-10-21 | -26.51 | 98 |
| 2023-12-25 | 2024-03-07 | -25.87 | 72 |
| 2025-01-19 | 2025-03-18 | -24.28 | 57 |
| 2022-02-07 | 2022-03-31 | -22.50 | 51 |
| 2024-08-11 | 2024-11-19 | -21.58 | 100 |
| 2024-03-18 | 2024-05-18 | -20.18 | 60 |
| 2023-03-22 | 2023-07-07 | -17.10 | 106 |
| 2023-01-21 | 2023-03-18 | -16.28 | 56 |
| 2023-12-09 | 2023-12-15 | -15.32 | 5 |
| Metric | 3967441:solusd:triple_gx:kama35_25_20 | 3967441:SOLUSD |
|---|---|---|
| Best Day | 30.09% | 30.09% |
| Worst Day | -9.62% | -26.94% |
| Best Week | 48.62% | 43.67% |
| Worst Week | -16.18% | -51.66% |
| Best Month | 113.96% | 140.02% |
| Worst Month | -17.19% | -56.44% |
| Best Year | 764.81% | 921.46% |
| Worst Year | -9.56% | -93.11% |
| Avg. Up Day | 1.98% | 1.99% |
| Avg. Down Day | -1.62% | -1.66% |
| Avg. Up Week | 11.65% | 17.07% |
| Avg. Down Week | -5.95% | -7.52% |
| Avg. Up Month | 28.9% | 40.89% |
| Avg. Down Month | -7.23% | -20.56% |
| Win Days % | 49.42% | 50.1% |
| Win Month % | 54.05% | 48.72% |
| Win Week % | 54.13% | 45.88% |
| Win Quarter % | 61.54% | 46.15% |
| Win Year % | 75.0% | 50.0% |