| Metric | 5000019:solusd:double_slow_high_gx:kama105_5 | 5000019:SOLUSD |
|---|---|---|
| Time in Market | 23.0% | 100.0% |
| Cumulative Return | 315.69% | 58.8% |
| Max Drawdown | -41.29% | -93.44% |
| Sharpe | 0.51 | 0.31 |
| Sortino | 0.9 | 0.45 |
| Payoff Ratio | 1.28 | 1.3 |
| Profit Factor | 1.2 | 1.05 |
| Common Sense Ratio | 1.23 | 1.05 |
| CPC Index | 0.63 | 0.68 |
| Tail Ratio | 1.03 | 1.0 |
| Outlier Win Ratio | 26.41 | 3.42 |
| Outlier Loss Ratio | 4.0 | 2.93 |
| Volatility (ann.) | 23.48% | 49.53% |
| R^2 | 0.22 | 0.22 |
| Calmar | 1.1 | 0.14 |
| Skew | 4.6 | 0.46 |
| Kurtosis | 89.65 | 11.02 |
| Expected Daily % | 0.03% | 0.01% |
| Expected Monthly % | 3.08% | 0.99% |
| Expected Yearly % | 42.79% | 12.26% |
| Kelly Criterion | -4.64% | 11.64% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.99% | -4.22% |
| Expected Shortfall (cVaR) | -1.99% | -4.22% |
| Year | 5000019:SOLUSD | 5000019:solusd:double_slow_high_gx:kama105_5 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -88.73 | 16.28 | -0.18 | + |
| 2023 | 921.46 | 253.76 | 0.28 | - |
| 2024 | 85.41 | 11.28 | 0.13 | - |
| 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.) | 52.01% | 114.24% |
| 5Y (ann.) | 45.37% | 12.91% |
| Metric | 5000019:solusd:double_slow_high_gx:kama105_5 | 5000019:SOLUSD |
|---|---|---|
| Max Drawdown | -41.29% | -93.44% |
| Longest DD Days | 301.0 | 703.0 |
| Avg. Drawdown | -8.05% | -12.83% |
| Avg. Drawdown Days | 32.0 | 49.0 |
| Recovery Factor | 7.65 | 0.63 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-19 | 2025-11-17 | -41.29 | 301 |
| 2023-11-12 | 2023-12-22 | -27.61 | 39 |
| 2022-06-25 | 2023-01-14 | -27.31 | 203 |
| 2024-05-10 | 2025-01-18 | -25.46 | 252 |
| 2023-01-21 | 2023-07-14 | -24.16 | 174 |
| 2023-11-01 | 2023-11-11 | -21.22 | 9 |
| 2023-07-14 | 2023-10-20 | -20.03 | 97 |
| 2024-03-01 | 2024-03-14 | -14.03 | 13 |
| 2023-12-25 | 2024-02-29 | -13.89 | 65 |
| 2023-01-15 | 2023-01-20 | -10.36 | 5 |
| Metric | 5000019:solusd:double_slow_high_gx:kama105_5 | 5000019:SOLUSD |
|---|---|---|
| Best Day | 30.09% | 30.09% |
| Worst Day | -9.62% | -26.94% |
| Best Week | 34.83% | 43.67% |
| Worst Week | -12.17% | -51.66% |
| Best Month | 73.93% | 140.02% |
| Worst Month | -14.22% | -56.44% |
| Best Year | 253.76% | 921.46% |
| Worst Year | -9.18% | -88.73% |
| Avg. Up Day | 2.15% | 2.17% |
| Avg. Down Day | -1.68% | -1.68% |
| Avg. Up Week | 9.38% | 18.02% |
| Avg. Down Week | -4.34% | -8.49% |
| Avg. Up Month | 17.67% | 36.47% |
| Avg. Down Month | -4.65% | -15.87% |
| Win Days % | 41.29% | 50.14% |
| Win Month % | 52.38% | 53.19% |
| Win Week % | 46.85% | 47.78% |
| Win Quarter % | 62.5% | 56.25% |
| Win Year % | 75.0% | 50.0% |