| Metric | 5000019:solusd:double_slow_high_gx:kama105_5 | 5000019:SOLUSD |
|---|---|---|
| Time in Market | 35.0% | 100.0% |
| Cumulative Return | -15.42% | -5.55% |
| Max Drawdown | -36.88% | -61.75% |
| Sharpe | -0.15 | 0.38 |
| Sortino | -0.24 | 0.56 |
| Payoff Ratio | 1.19 | 1.46 |
| Profit Factor | 0.96 | 1.06 |
| Common Sense Ratio | 0.9 | 1.13 |
| CPC Index | 0.43 | 0.75 |
| Tail Ratio | 0.94 | 1.07 |
| Outlier Win Ratio | 20.63 | 2.81 |
| Outlier Loss Ratio | 4.28 | 2.47 |
| Volatility (ann.) | 34.56% | 84.83% |
| R^2 | 0.17 | 0.17 |
| Calmar | -0.28 | -0.06 |
| Skew | 2.36 | 0.15 |
| Kurtosis | 21.28 | 2.91 |
| Expected Daily % | -0.03% | -0.01% |
| Expected Monthly % | -0.88% | -0.3% |
| Expected Yearly % | -8.03% | -2.82% |
| Kelly Criterion | -14.57% | 13.3% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.99% | -7.22% |
| Expected Shortfall (cVaR) | -2.99% | -7.22% |
| Year | 5000019:SOLUSD | 5000019:solusd:double_slow_high_gx:kama105_5 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 26.52 | -6.87 | -0.26 | - |
| 2025 | -25.35 | -9.18 | 0.36 | + |
| Metric | 5000019:solusd:double_slow_high_gx:kama105_5 | 5000019:SOLUSD |
|---|---|---|
| MTD | 0.0% | -24.32% |
| 3M | 6.82% | -24.59% |
| 6M | -10.01% | -16.15% |
| YTD | -9.18% | -25.35% |
| 1Y | -7.32% | -36.41% |
| 3Y (ann.) | -10.34% | -3.65% |
| 5Y (ann.) | -10.34% | -3.65% |
| Metric | 5000019:solusd:double_slow_high_gx:kama105_5 | 5000019:SOLUSD |
|---|---|---|
| Max Drawdown | -36.88% | -61.75% |
| Longest DD Days | 301.0 | 301.0 |
| Avg. Drawdown | -30.56% | -18.91% |
| Avg. Drawdown Days | 278.0 | 54.0 |
| Recovery Factor | -0.42 | -0.09 |
| Ulcer Index | 1.02 | 1.03 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-20 | 2025-11-17 | -36.88 | 301 |
| 2024-05-08 | 2025-01-19 | -24.24 | 256 |
| Metric | 5000019:solusd:double_slow_high_gx:kama105_5 | 5000019:SOLUSD |
|---|---|---|
| Best Day | 17.78% | 20.8% |
| Worst Day | -6.54% | -18.74% |
| Best Week | 14.97% | 25.06% |
| Worst Week | -8.94% | -26.95% |
| Best Month | 15.84% | 39.21% |
| Worst Month | -12.61% | -46.12% |
| Best Year | -6.87% | 26.52% |
| Worst Year | -9.18% | -25.35% |
| Avg. Up Day | 2.99% | 4.44% |
| Avg. Down Day | -2.52% | -3.05% |
| Avg. Up Week | 5.28% | 12.52% |
| Avg. Down Week | -4.19% | -7.46% |
| Avg. Up Month | 8.92% | 18.58% |
| Avg. Down Month | -5.62% | -11.3% |
| Win Days % | 37.82% | 48.57% |
| Win Month % | 31.25% | 57.89% |
| Win Week % | 42.0% | 50.0% |
| Win Quarter % | 42.86% | 57.14% |
| Win Year % | 0.0% | 50.0% |