| Metric | 3135358:solusd:triple_gx:kama35_30_20 | 3135358:SOLUSD |
|---|---|---|
| Time in Market | 20.0% | 100.0% |
| Cumulative Return | -11.48% | 623.76% |
| Max Drawdown | -58.17% | -66.05% |
| Sharpe | 0.01 | 0.35 |
| Sortino | 0.01 | 0.51 |
| Payoff Ratio | 1.06 | 1.07 |
| Profit Factor | 1.0 | 1.05 |
| Common Sense Ratio | 0.93 | 1.1 |
| CPC Index | 0.5 | 0.57 |
| Tail Ratio | 0.93 | 1.04 |
| Outlier Win Ratio | 30.79 | 3.16 |
| Outlier Loss Ratio | 3.3 | 3.01 |
| Volatility (ann.) | 8.82% | 20.09% |
| R^2 | 0.2 | 0.2 |
| Calmar | -0.12 | 3.49 |
| Skew | 0.41 | 0.31 |
| Kurtosis | 55.62 | 8.59 |
| Expected Daily % | -0.0% | 0.01% |
| Expected Monthly % | -0.61% | 10.4% |
| Expected Yearly % | -3.98% | 93.43% |
| Kelly Criterion | -3.41% | 4.77% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.76% | -1.71% |
| Expected Shortfall (cVaR) | -0.76% | -1.71% |
| Year | 3135358:SOLUSD | 3135358:solusd:triple_gx:kama35_30_20 | Multiplier | Won |
|---|---|---|---|---|
| 2023 | 322.22 | 37.50 | 0.12 | - |
| 2024 | 85.41 | 11.97 | 0.14 | - |
| 2025 | -7.55 | -42.50 | 5.63 | - |
| Metric | 3135358:solusd:triple_gx:kama35_30_20 | 3135358:SOLUSD |
|---|---|---|
| MTD | -16.74% | 18.31% |
| 3M | -42.91% | 21.09% |
| 6M | -50.55% | -25.45% |
| YTD | -42.5% | -7.55% |
| 1Y | -57.2% | 2.69% |
| 3Y (ann.) | -7.1% | 230.72% |
| 5Y (ann.) | -7.1% | 230.72% |
| Metric | 3135358:solusd:triple_gx:kama35_30_20 | 3135358:SOLUSD |
|---|---|---|
| Max Drawdown | -58.17% | -66.05% |
| Longest DD Days | 372.0 | 237.0 |
| Avg. Drawdown | -3.71% | -5.12% |
| Avg. Drawdown Days | 11.0 | 5.0 |
| Recovery Factor | -0.2 | 9.44 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-05-20 | 2025-05-28 | -58.17 | 372 |
| 2024-03-30 | 2024-05-03 | -17.29 | 34 |
| 2024-01-04 | 2024-03-12 | -13.24 | 67 |
| 2023-11-09 | 2023-12-02 | -13.07 | 23 |
| 2023-12-06 | 2024-01-04 | -12.25 | 29 |
| 2024-03-16 | 2024-03-20 | -8.21 | 4 |
| 2023-11-01 | 2023-11-07 | -7.34 | 5 |
| 2023-10-21 | 2023-11-01 | -5.78 | 10 |
| 2024-03-15 | 2024-03-16 | -5.29 | 0 |
| 2024-03-12 | 2024-03-13 | -4.04 | 1 |
| Metric | 3135358:solusd:triple_gx:kama35_30_20 | 3135358:SOLUSD |
|---|---|---|
| Best Day | 7.45% | 11.82% |
| Worst Day | -7.09% | -9.91% |
| Best Week | 15.61% | 43.67% |
| Worst Week | -19.16% | -17.1% |
| Best Month | 29.51% | 71.77% |
| Worst Month | -17.74% | -37.4% |
| Best Year | 37.5% | 322.22% |
| Worst Year | -42.5% | -7.55% |
| Avg. Up Day | 0.75% | 0.79% |
| Avg. Down Day | -0.7% | -0.74% |
| Avg. Up Week | 4.52% | 13.03% |
| Avg. Down Week | -4.84% | -8.07% |
| Avg. Up Month | 15.63% | 39.92% |
| Avg. Down Month | -9.92% | -23.79% |
| Win Days % | 46.77% | 50.84% |
| Win Month % | 40.0% | 65.0% |
| Win Week % | 47.67% | 52.81% |
| Win Quarter % | 57.14% | 71.43% |
| Win Year % | 66.67% | 66.67% |