| Metric | 3135358:solusd:triple_gx:kama35_30_20 | 3135358:SOLUSD |
|---|---|---|
| Time in Market | 24.0% | 100.0% |
| Cumulative Return | 3.87% | 623.76% |
| Max Drawdown | -53.1% | -66.05% |
| Sharpe | 0.06 | 0.35 |
| Sortino | 0.08 | 0.51 |
| Payoff Ratio | 1.05 | 1.06 |
| Profit Factor | 1.02 | 1.05 |
| Common Sense Ratio | 1.01 | 1.1 |
| CPC Index | 0.51 | 0.57 |
| Tail Ratio | 0.99 | 1.04 |
| Outlier Win Ratio | 25.29 | 3.28 |
| Outlier Loss Ratio | 3.44 | 3.14 |
| Volatility (ann.) | 9.61% | 20.09% |
| R^2 | 0.23 | 0.23 |
| Calmar | 0.04 | 3.49 |
| Skew | 0.43 | 0.31 |
| Kurtosis | 42.71 | 8.59 |
| Expected Daily % | 0.0% | 0.01% |
| Expected Monthly % | 0.19% | 10.4% |
| Expected Yearly % | 1.27% | 93.43% |
| Kelly Criterion | -2.03% | 4.29% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.83% | -1.71% |
| Expected Shortfall (cVaR) | -0.83% | -1.71% |
| Year | 3135358:SOLUSD | 3135358:solusd:triple_gx:kama35_30_20 | Multiplier | Won |
|---|---|---|---|---|
| 2023 | 322.22 | 59.97 | 0.19 | - |
| 2024 | 85.41 | 3.37 | 0.04 | - |
| 2025 | -7.55 | -37.18 | 4.93 | - |
| Metric | 3135358:solusd:triple_gx:kama35_30_20 | 3135358:SOLUSD |
|---|---|---|
| MTD | -14.76% | 18.31% |
| 3M | -40.79% | 21.09% |
| 6M | -46.22% | -25.45% |
| YTD | -37.18% | -7.55% |
| 1Y | -49.56% | 2.69% |
| 3Y (ann.) | 2.32% | 230.72% |
| 5Y (ann.) | 2.32% | 230.72% |
| Metric | 3135358:solusd:triple_gx:kama35_30_20 | 3135358:SOLUSD |
|---|---|---|
| Max Drawdown | -53.1% | -66.05% |
| Longest DD Days | 430.0 | 237.0 |
| Avg. Drawdown | -3.46% | -5.12% |
| Avg. Drawdown Days | 12.0 | 5.0 |
| Recovery Factor | 0.07 | 9.44 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-03-23 | 2025-05-28 | -53.10 | 430 |
| 2023-12-06 | 2024-03-07 | -16.24 | 92 |
| 2023-11-09 | 2023-11-16 | -9.98 | 6 |
| 2024-03-16 | 2024-03-20 | -8.05 | 4 |
| 2023-11-16 | 2023-11-22 | -7.41 | 6 |
| 2023-11-01 | 2023-11-07 | -7.34 | 5 |
| 2023-10-21 | 2023-11-01 | -5.78 | 10 |
| 2024-03-14 | 2024-03-16 | -5.50 | 1 |
| 2024-03-12 | 2024-03-13 | -5.07 | 1 |
| 2024-03-07 | 2024-03-12 | -4.11 | 4 |
| Metric | 3135358:solusd:triple_gx:kama35_30_20 | 3135358:SOLUSD |
|---|---|---|
| Best Day | 7.45% | 11.82% |
| Worst Day | -7.09% | -9.91% |
| Best Week | 17.12% | 43.67% |
| Worst Week | -17.96% | -17.1% |
| Best Month | 47.01% | 71.77% |
| Worst Month | -17.41% | -37.4% |
| Best Year | 59.97% | 322.22% |
| Worst Year | -37.18% | -7.55% |
| Avg. Up Day | 0.73% | 0.76% |
| Avg. Down Day | -0.7% | -0.72% |
| Avg. Up Week | 5.5% | 13.94% |
| Avg. Down Week | -4.95% | -7.35% |
| Avg. Up Month | 15.58% | 36.27% |
| Avg. Down Month | -9.93% | -21.08% |
| Win Days % | 47.7% | 50.84% |
| Win Month % | 45.0% | 65.0% |
| Win Week % | 45.35% | 52.81% |
| Win Quarter % | 42.86% | 71.43% |
| Win Year % | 66.67% | 66.67% |