| Metric | 3967443:solusd:triple_gx:kama40_25_20 | 3967443:SOLUSD |
|---|---|---|
| Time in Market | 25.0% | 100.0% |
| Cumulative Return | 44.85% | -14.35% |
| Max Drawdown | -25.17% | -58.89% |
| Sharpe | 0.67 | 0.12 |
| Sortino | 1.02 | 0.17 |
| Payoff Ratio | 1.22 | 1.2 |
| Profit Factor | 1.22 | 1.02 |
| Common Sense Ratio | 1.33 | 1.03 |
| CPC Index | 0.74 | 0.6 |
| Tail Ratio | 1.09 | 1.01 |
| Outlier Win Ratio | 22.61 | 3.02 |
| Outlier Loss Ratio | 3.67 | 2.99 |
| Volatility (ann.) | 19.32% | 44.52% |
| R^2 | 0.19 | 0.19 |
| Calmar | 2.2 | -0.29 |
| Skew | 0.74 | 0.62 |
| Kurtosis | 18.27 | 8.39 |
| Expected Daily % | 0.03% | -0.01% |
| Expected Monthly % | 3.43% | -1.4% |
| Expected Yearly % | 20.35% | -7.45% |
| Kelly Criterion | 7.58% | 6.81% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.63% | -3.82% |
| Expected Shortfall (cVaR) | -1.63% | -3.82% |
| Year | 3967443:SOLUSD | 3967443:solusd:triple_gx:kama40_25_20 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 30.93 | 50.69 | 1.64 | + |
| 2025 | -34.58 | -3.88 | 0.11 | + |
| Metric | 3967443:solusd:triple_gx:kama40_25_20 | 3967443:SOLUSD |
|---|---|---|
| MTD | 0.0% | -16.59% |
| 3M | -3.88% | -42.89% |
| 6M | 27.12% | -6.0% |
| YTD | -3.88% | -34.58% |
| 1Y | 44.85% | -14.35% |
| 3Y (ann.) | 55.35% | -16.82% |
| 5Y (ann.) | 55.35% | -16.82% |
| Metric | 3967443:solusd:triple_gx:kama40_25_20 | 3967443:SOLUSD |
|---|---|---|
| Max Drawdown | -25.17% | -58.89% |
| Longest DD Days | 85.0 | 101.0 |
| Avg. Drawdown | -6.28% | -12.09% |
| Avg. Drawdown Days | 19.0 | 18.0 |
| Recovery Factor | 1.78 | -0.24 |
| Ulcer Index | 1.01 | 1.02 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-08-24 | 2024-11-18 | -25.17 | 85 |
| 2025-01-19 | 2025-03-18 | -21.03 | 57 |
| 2025-01-06 | 2025-01-18 | -12.03 | 11 |
| 2024-05-21 | 2024-07-20 | -10.56 | 60 |
| 2024-11-19 | 2024-11-21 | -5.73 | 2 |
| 2024-07-22 | 2024-07-24 | -3.50 | 1 |
| 2024-05-16 | 2024-05-17 | -2.79 | 0 |
| 2024-05-18 | 2024-05-20 | -2.65 | 1 |
| 2024-11-22 | 2025-01-06 | -2.35 | 45 |
| 2024-11-18 | 2024-11-19 | -1.28 | 1 |
| Metric | 3967443:solusd:triple_gx:kama40_25_20 | 3967443:SOLUSD |
|---|---|---|
| Best Day | 7.32% | 19.54% |
| Worst Day | -7.2% | -14.23% |
| Best Week | 17.55% | 21.25% |
| Worst Week | -13.27% | -17.1% |
| Best Month | 28.26% | 41.15% |
| Worst Month | -13.27% | -36.08% |
| Best Year | 50.69% | 30.93% |
| Worst Year | -3.88% | -34.58% |
| Avg. Up Day | 1.62% | 1.63% |
| Avg. Down Day | -1.32% | -1.36% |
| Avg. Up Week | 7.9% | 12.88% |
| Avg. Down Week | -8.48% | -10.74% |
| Avg. Up Month | 18.04% | 20.89% |
| Avg. Down Month | -8.2% | -16.37% |
| Win Days % | 49.16% | 49.23% |
| Win Month % | 50.0% | 54.55% |
| Win Week % | 65.0% | 47.83% |
| Win Quarter % | 50.0% | 75.0% |
| Win Year % | 50.0% | 50.0% |