| Metric | 3967464:solusd:triple_gx:kama145_25_20 | 3967464:SOLUSD |
|---|---|---|
| Time in Market | 30.0% | 100.0% |
| Cumulative Return | 796.14% | 8.89% |
| Max Drawdown | -48.58% | -93.44% |
| Sharpe | 0.76 | 0.27 |
| Sortino | 1.25 | 0.4 |
| Payoff Ratio | 1.19 | 1.16 |
| Profit Factor | 1.24 | 1.04 |
| Common Sense Ratio | 1.47 | 1.07 |
| CPC Index | 0.74 | 0.61 |
| Tail Ratio | 1.19 | 1.03 |
| Outlier Win Ratio | 18.61 | 3.66 |
| Outlier Loss Ratio | 3.4 | 3.17 |
| Volatility (ann.) | 28.63% | 51.61% |
| R^2 | 0.31 | 0.31 |
| Calmar | 2.11 | 0.03 |
| Skew | 2.84 | 0.46 |
| Kurtosis | 50.78 | 10.99 |
| Expected Daily % | 0.05% | 0.0% |
| Expected Monthly % | 5.94% | 0.22% |
| Expected Yearly % | 73.02% | 2.15% |
| Kelly Criterion | 8.22% | 7.25% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.41% | -4.41% |
| Expected Shortfall (cVaR) | -2.41% | -4.41% |
| Year | 3967464:SOLUSD | 3967464:solusd:triple_gx:kama145_25_20 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -91.21 | -24.95 | 0.27 | + |
| 2023 | 921.46 | 556.23 | 0.60 | - |
| 2024 | 85.41 | 110.23 | 1.29 | + |
| 2025 | -34.58 | -13.45 | 0.39 | + |
| Metric | 3967464:solusd:triple_gx:kama145_25_20 | 3967464:SOLUSD |
|---|---|---|
| MTD | 0.0% | -16.59% |
| 3M | -13.45% | -42.89% |
| 6M | 6.89% | -6.0% |
| YTD | -13.45% | -34.58% |
| 1Y | 19.54% | -38.76% |
| 3Y (ann.) | 107.57% | 12.0% |
| 5Y (ann.) | 102.3% | 2.77% |
| Metric | 3967464:solusd:triple_gx:kama145_25_20 | 3967464:SOLUSD |
|---|---|---|
| Max Drawdown | -48.58% | -93.44% |
| Longest DD Days | 460.0 | 703.0 |
| Avg. Drawdown | -6.97% | -14.05% |
| Avg. Drawdown Days | 19.0 | 49.0 |
| Recovery Factor | 16.39 | 0.1 |
| Ulcer Index | inf | 1.02 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-04-03 | 2023-07-07 | -48.58 | 460 |
| 2023-12-25 | 2024-03-01 | -30.62 | 66 |
| 2023-07-15 | 2023-10-23 | -24.99 | 100 |
| 2024-07-29 | 2024-11-18 | -22.42 | 111 |
| 2025-01-19 | 2025-03-18 | -21.03 | 57 |
| 2024-03-18 | 2024-05-17 | -20.18 | 60 |
| 2023-12-09 | 2023-12-15 | -15.32 | 5 |
| 2023-11-12 | 2023-11-15 | -14.00 | 2 |
| 2023-12-15 | 2023-12-20 | -12.86 | 5 |
| 2023-11-02 | 2023-11-09 | -12.40 | 6 |
| Metric | 3967464:solusd:triple_gx:kama145_25_20 | 3967464: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 | 70.08% | 140.02% |
| Worst Month | -19.78% | -56.44% |
| Best Year | 556.23% | 921.46% |
| Worst Year | -24.95% | -91.21% |
| Avg. Up Day | 2.06% | 2.07% |
| Avg. Down Day | -1.73% | -1.78% |
| Avg. Up Week | 11.41% | 16.86% |
| Avg. Down Week | -6.53% | -9.61% |
| Avg. Up Month | 32.22% | 48.51% |
| Avg. Down Month | -7.45% | -19.17% |
| Win Days % | 50.19% | 50.12% |
| Win Month % | 48.39% | 47.37% |
| Win Week % | 56.79% | 45.78% |
| Win Quarter % | 69.23% | 53.85% |
| Win Year % | 50.0% | 50.0% |