| Metric | 3135358:solusd:triple_gx:kama35_30_20 | 3135358:SOLUSD |
|---|---|---|
| Time in Market | 27.0% | 100.0% |
| Cumulative Return | 19.42% | 623.76% |
| Max Drawdown | -47.0% | -66.05% |
| Sharpe | 0.09 | 0.35 |
| Sortino | 0.14 | 0.51 |
| Payoff Ratio | 1.06 | 1.06 |
| Profit Factor | 1.03 | 1.05 |
| Common Sense Ratio | 1.03 | 1.1 |
| CPC Index | 0.52 | 0.57 |
| Tail Ratio | 1.0 | 1.04 |
| Outlier Win Ratio | 22.68 | 3.34 |
| Outlier Loss Ratio | 3.46 | 3.18 |
| Volatility (ann.) | 10.09% | 20.09% |
| R^2 | 0.26 | 0.26 |
| Calmar | 0.24 | 3.49 |
| Skew | 0.44 | 0.31 |
| Kurtosis | 36.39 | 8.59 |
| Expected Daily % | 0.0% | 0.01% |
| Expected Monthly % | 0.89% | 10.4% |
| Expected Yearly % | 6.09% | 93.43% |
| Kelly Criterion | -1.24% | 4.46% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.87% | -1.71% |
| Expected Shortfall (cVaR) | -0.87% | -1.71% |
| Year | 3135358:SOLUSD | 3135358:solusd:triple_gx:kama35_30_20 | Multiplier | Won |
|---|---|---|---|---|
| 2023 | 322.22 | 56.82 | 0.18 | - |
| 2024 | 85.41 | 1.38 | 0.02 | - |
| 2025 | -7.55 | -24.88 | 3.30 | - |
| Metric | 3135358:solusd:triple_gx:kama35_30_20 | 3135358:SOLUSD |
|---|---|---|
| MTD | -8.96% | 18.31% |
| 3M | -32.82% | 21.09% |
| 6M | -36.47% | -25.45% |
| YTD | -24.88% | -7.55% |
| 1Y | -41.14% | 2.69% |
| 3Y (ann.) | 11.32% | 230.72% |
| 5Y (ann.) | 11.32% | 230.72% |
| Metric | 3135358:solusd:triple_gx:kama35_30_20 | 3135358:SOLUSD |
|---|---|---|
| Max Drawdown | -47.0% | -66.05% |
| Longest DD Days | 430.0 | 237.0 |
| Avg. Drawdown | -3.83% | -5.12% |
| Avg. Drawdown Days | 12.0 | 5.0 |
| Recovery Factor | 0.41 | 9.44 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-03-23 | 2025-05-28 | -47.00 | 430 |
| 2023-12-24 | 2024-03-07 | -16.05 | 73 |
| 2023-12-03 | 2023-12-24 | -15.36 | 21 |
| 2023-11-16 | 2023-11-22 | -10.73 | 6 |
| 2023-11-09 | 2023-11-10 | -9.98 | 0 |
| 2023-11-10 | 2023-11-16 | -8.22 | 5 |
| 2024-03-14 | 2024-03-20 | -8.22 | 6 |
| 2023-11-01 | 2023-11-04 | -7.34 | 3 |
| 2023-10-21 | 2023-11-01 | -5.78 | 10 |
| 2023-12-24 | 2023-12-24 | -5.42 | 0 |
| Metric | 3135358:solusd:triple_gx:kama35_30_20 | 3135358:SOLUSD |
|---|---|---|
| Best Day | 7.45% | 11.82% |
| Worst Day | -7.09% | -9.91% |
| Best Week | 17.53% | 43.67% |
| Worst Week | -17.64% | -17.1% |
| Best Month | 44.89% | 71.77% |
| Worst Month | -15.61% | -37.4% |
| Best Year | 56.82% | 322.22% |
| Worst Year | -24.88% | -7.55% |
| Avg. Up Day | 0.73% | 0.76% |
| Avg. Down Day | -0.7% | -0.72% |
| Avg. Up Week | 5.1% | 12.87% |
| Avg. Down Week | -4.96% | -7.54% |
| Avg. Up Month | 14.81% | 36.27% |
| Avg. Down Month | -9.36% | -21.08% |
| Win Days % | 48.01% | 50.84% |
| Win Month % | 45.0% | 65.0% |
| Win Week % | 51.16% | 52.81% |
| Win Quarter % | 28.57% | 71.43% |
| Win Year % | 66.67% | 66.67% |