| Metric | 3967443:solusd:triple_gx:kama40_25_20 | 3967443:SOLUSD |
|---|---|---|
| Time in Market | 35.0% | 100.0% |
| Cumulative Return | 890.84% | -9.08% |
| Max Drawdown | -42.47% | -93.98% |
| Sharpe | 0.76 | 0.24 |
| Sortino | 1.24 | 0.36 |
| Payoff Ratio | 1.18 | 1.17 |
| Profit Factor | 1.22 | 1.04 |
| Common Sense Ratio | 1.38 | 1.06 |
| CPC Index | 0.72 | 0.61 |
| Tail Ratio | 1.13 | 1.03 |
| Outlier Win Ratio | 16.49 | 3.66 |
| Outlier Loss Ratio | 3.64 | 3.22 |
| Volatility (ann.) | 29.42% | 51.89% |
| R^2 | 0.32 | 0.32 |
| Calmar | 2.48 | -0.03 |
| Skew | 2.58 | 0.41 |
| Kurtosis | 43.88 | 10.58 |
| Expected Daily % | 0.05% | -0.0% |
| Expected Monthly % | 6.06% | -0.24% |
| Expected Yearly % | 77.42% | -2.35% |
| Kelly Criterion | 7.37% | 7.33% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.47% | -4.43% |
| Expected Shortfall (cVaR) | -2.47% | -4.43% |
| Year | 3967443:SOLUSD | 3967443:solusd:triple_gx:kama40_25_20 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -92.66 | -31.16 | 0.34 | + |
| 2023 | 921.46 | 726.33 | 0.79 | - |
| 2024 | 85.41 | 81.21 | 0.95 | - |
| 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 | 16.28% | -38.76% |
| 3Y (ann.) | 126.17% | 12.0% |
| 5Y (ann.) | 105.52% | -2.94% |
| Metric | 3967443:solusd:triple_gx:kama40_25_20 | 3967443:SOLUSD |
|---|---|---|
| Max Drawdown | -42.47% | -93.98% |
| Longest DD Days | 285.0 | 789.0 |
| Avg. Drawdown | -7.58% | -16.78% |
| Avg. Drawdown Days | 20.0 | 72.0 |
| Recovery Factor | 20.97 | -0.1 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-04-03 | 2023-01-14 | -42.47 | 285 |
| 2023-12-25 | 2024-03-07 | -25.98 | 72 |
| 2022-01-13 | 2022-04-01 | -25.74 | 78 |
| 2024-03-18 | 2024-05-20 | -25.40 | 63 |
| 2024-08-24 | 2024-11-18 | -25.17 | 85 |
| 2025-01-19 | 2025-03-18 | -21.03 | 57 |
| 2023-01-14 | 2023-01-20 | -17.49 | 6 |
| 2023-07-15 | 2023-10-20 | -17.19 | 96 |
| 2023-02-20 | 2023-06-21 | -16.86 | 121 |
| 2023-12-09 | 2023-12-15 | -15.32 | 5 |
| Metric | 3967443:solusd:triple_gx:kama40_25_20 | 3967443:SOLUSD |
|---|---|---|
| Best Day | 30.09% | 30.09% |
| Worst Day | -9.62% | -26.94% |
| Best Week | 35.11% | 43.67% |
| Worst Week | -16.18% | -51.66% |
| Best Month | 73.38% | 140.02% |
| Worst Month | -18.04% | -56.44% |
| Best Year | 726.33% | 921.46% |
| Worst Year | -31.16% | -92.66% |
| Avg. Up Day | 1.97% | 1.98% |
| Avg. Down Day | -1.66% | -1.69% |
| Avg. Up Week | 10.59% | 17.05% |
| Avg. Down Week | -6.53% | -7.57% |
| Avg. Up Month | 29.77% | 42.9% |
| Avg. Down Month | -8.9% | -20.79% |
| Win Days % | 49.78% | 50.11% |
| Win Month % | 51.43% | 48.72% |
| Win Week % | 57.0% | 45.88% |
| Win Quarter % | 53.85% | 46.15% |
| Win Year % | 50.0% | 50.0% |