| Metric | 3967448:solusd:triple_gx:kama60_25_20 | 3967448:SOLUSD |
|---|---|---|
| Time in Market | 35.0% | 100.0% |
| Cumulative Return | 807.75% | -16.42% |
| Max Drawdown | -48.05% | -93.9% |
| Sharpe | 0.73 | 0.23 |
| Sortino | 1.19 | 0.34 |
| Payoff Ratio | 1.2 | 1.17 |
| Profit Factor | 1.21 | 1.04 |
| Common Sense Ratio | 1.37 | 1.06 |
| CPC Index | 0.72 | 0.61 |
| Tail Ratio | 1.13 | 1.02 |
| Outlier Win Ratio | 16.41 | 3.65 |
| Outlier Loss Ratio | 3.63 | 3.23 |
| Volatility (ann.) | 29.61% | 51.93% |
| R^2 | 0.33 | 0.33 |
| Calmar | 2.09 | -0.06 |
| Skew | 2.48 | 0.41 |
| Kurtosis | 43.52 | 10.59 |
| Expected Daily % | 0.05% | -0.0% |
| Expected Monthly % | 5.82% | -0.46% |
| Expected Yearly % | 73.58% | -4.38% |
| Kelly Criterion | 7.4% | 7.55% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.49% | -4.44% |
| Expected Shortfall (cVaR) | -2.49% | -4.44% |
| Year | 3967448:SOLUSD | 3967448:solusd:triple_gx:kama60_25_20 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -93.25 | -36.07 | 0.39 | + |
| 2023 | 921.46 | 859.79 | 0.93 | - |
| 2024 | 85.41 | 70.92 | 0.83 | - |
| 2025 | -34.58 | -13.44 | 0.39 | + |
| Metric | 3967448:solusd:triple_gx:kama60_25_20 | 3967448:SOLUSD |
|---|---|---|
| MTD | 0.0% | -16.59% |
| 3M | -13.44% | -42.89% |
| 6M | 10.56% | -6.0% |
| YTD | -13.44% | -34.58% |
| 1Y | 8.01% | -38.76% |
| 3Y (ann.) | 117.56% | 12.0% |
| 5Y (ann.) | 100.54% | -5.5% |
| Metric | 3967448:solusd:triple_gx:kama60_25_20 | 3967448:SOLUSD |
|---|---|---|
| Max Drawdown | -48.05% | -93.9% |
| Longest DD Days | 215.0 | 781.0 |
| Avg. Drawdown | -7.36% | -17.11% |
| Avg. Drawdown Days | 18.0 | 72.0 |
| Recovery Factor | 16.81 | -0.17 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-07-19 | 2023-02-20 | -48.05 | 215 |
| 2023-12-25 | 2024-03-08 | -30.62 | 73 |
| 2024-03-18 | 2024-05-20 | -24.99 | 63 |
| 2022-02-07 | 2022-04-01 | -23.57 | 52 |
| 2025-01-19 | 2025-03-18 | -21.03 | 57 |
| 2024-08-26 | 2024-11-11 | -19.97 | 76 |
| 2022-04-03 | 2022-07-19 | -19.07 | 106 |
| 2023-07-15 | 2023-10-20 | -16.55 | 97 |
| 2023-02-20 | 2023-04-12 | -15.83 | 51 |
| 2023-12-09 | 2023-12-15 | -15.32 | 5 |
| Metric | 3967448:solusd:triple_gx:kama60_25_20 | 3967448:SOLUSD |
|---|---|---|
| Best Day | 30.09% | 30.09% |
| Worst Day | -11.78% | -26.94% |
| Best Week | 43.67% | 43.67% |
| Worst Week | -22.58% | -51.66% |
| Best Month | 80.34% | 140.02% |
| Worst Month | -23.0% | -56.44% |
| Best Year | 859.79% | 921.46% |
| Worst Year | -36.07% | -93.25% |
| Avg. Up Day | 2.0% | 2.0% |
| Avg. Down Day | -1.66% | -1.7% |
| Avg. Up Week | 11.16% | 17.29% |
| Avg. Down Week | -6.26% | -8.47% |
| Avg. Up Month | 28.84% | 40.42% |
| Avg. Down Month | -8.72% | -21.66% |
| Win Days % | 49.47% | 50.07% |
| Win Month % | 52.94% | 48.72% |
| Win Week % | 55.43% | 45.56% |
| Win Quarter % | 69.23% | 46.15% |
| Win Year % | 50.0% | 50.0% |