| Metric | 5000019:solusd:double_slow_high_gx:kama105_5 | 5000019:SOLUSD |
|---|---|---|
| Time in Market | 24.0% | 100.0% |
| Cumulative Return | -14.2% | -4.19% |
| Max Drawdown | -41.29% | -64.93% |
| Sharpe | -0.07 | 0.19 |
| Sortino | -0.1 | 0.28 |
| Payoff Ratio | 1.1 | 1.13 |
| Profit Factor | 0.98 | 1.03 |
| Common Sense Ratio | 0.95 | 1.04 |
| CPC Index | 0.43 | 0.58 |
| Tail Ratio | 0.97 | 1.02 |
| Outlier Win Ratio | 26.5 | 2.9 |
| Outlier Loss Ratio | 4.22 | 2.91 |
| Volatility (ann.) | 16.73% | 41.79% |
| R^2 | 0.15 | 0.15 |
| Calmar | -0.23 | -0.04 |
| Skew | 0.68 | 0.53 |
| Kurtosis | 20.18 | 7.67 |
| Expected Daily % | -0.01% | -0.0% |
| Expected Monthly % | -0.8% | -0.22% |
| Expected Yearly % | -7.37% | -2.12% |
| Kelly Criterion | -14.76% | 5.09% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.44% | -3.58% |
| Expected Shortfall (cVaR) | -1.44% | -3.58% |
| Year | 5000019:SOLUSD | 5000019:solusd:double_slow_high_gx:kama105_5 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 28.75 | -5.52 | -0.19 | - |
| 2025 | -25.58 | -9.18 | 0.36 | + |
| Metric | 5000019:solusd:double_slow_high_gx:kama105_5 | 5000019:SOLUSD |
|---|---|---|
| MTD | 0.0% | -24.91% |
| 3M | 6.82% | -25.93% |
| 6M | -10.01% | -15.36% |
| YTD | -9.18% | -25.58% |
| 1Y | -4.85% | -34.89% |
| 3Y (ann.) | -9.5% | -2.75% |
| 5Y (ann.) | -9.5% | -2.75% |
| Metric | 5000019:solusd:double_slow_high_gx:kama105_5 | 5000019:SOLUSD |
|---|---|---|
| Max Drawdown | -41.29% | -64.93% |
| Longest DD Days | 301.0 | 301.0 |
| Avg. Drawdown | -13.89% | -11.2% |
| Avg. Drawdown Days | 111.0 | 29.0 |
| Recovery Factor | -0.34 | -0.06 |
| Ulcer Index | 1.02 | 1.02 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-19 | 2025-11-17 | -41.29 | 301 |
| 2024-05-10 | 2025-01-18 | -25.46 | 252 |
| 2024-05-06 | 2024-05-07 | -1.59 | 0 |
| 2024-05-05 | 2024-05-06 | -0.80 | 0 |
| 2024-05-07 | 2024-05-10 | -0.31 | 3 |
| Metric | 5000019:solusd:double_slow_high_gx:kama105_5 | 5000019:SOLUSD |
|---|---|---|
| Best Day | 7.32% | 19.54% |
| Worst Day | -7.37% | -14.23% |
| Best Week | 15.74% | 21.25% |
| Worst Week | -7.69% | -18.95% |
| Best Month | 15.84% | 41.15% |
| Worst Month | -12.61% | -36.08% |
| Best Year | -5.52% | 28.75% |
| Worst Year | -9.18% | -25.58% |
| Avg. Up Day | 1.53% | 1.55% |
| Avg. Down Day | -1.4% | -1.38% |
| Avg. Up Week | 6.65% | 13.0% |
| Avg. Down Week | -4.45% | -8.22% |
| Avg. Up Month | 9.14% | 18.95% |
| Avg. Down Month | -8.78% | -15.81% |
| Win Days % | 39.96% | 49.67% |
| Win Month % | 43.75% | 57.89% |
| Win Week % | 36.73% | 50.0% |
| Win Quarter % | 42.86% | 57.14% |
| Win Year % | 0.0% | 50.0% |