| Metric | 3135358:solusd:triple_gx:kama35_30_20 | 3135358:SOLUSD |
|---|---|---|
| Time in Market | 59.0% | 100.0% |
| Cumulative Return | 181.46% | 655.84% |
| Max Drawdown | -37.1% | -59.51% |
| Sharpe | 1.36 | 1.8 |
| Sortino | 2.51 | 2.92 |
| Payoff Ratio | 1.25 | 1.51 |
| Profit Factor | 1.32 | 1.29 |
| Common Sense Ratio | 1.88 | 1.59 |
| CPC Index | 0.76 | 0.99 |
| Tail Ratio | 1.43 | 1.24 |
| Outlier Win Ratio | 8.86 | 2.96 |
| Outlier Loss Ratio | 3.81 | 2.6 |
| Volatility (ann.) | 57.92% | 90.77% |
| R^2 | 0.38 | 0.38 |
| Calmar | 2.35 | 4.04 |
| Skew | 2.11 | 0.46 |
| Kurtosis | 13.67 | 2.14 |
| Expected Daily % | 0.17% | 0.34% |
| Expected Monthly % | 5.31% | 10.64% |
| Expected Yearly % | 41.19% | 96.25% |
| Kelly Criterion | 3.5% | 18.33% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -4.77% | -7.37% |
| Expected Shortfall (cVaR) | -4.77% | -7.37% |
| Year | 3135358:SOLUSD | 3135358:solusd:triple_gx:kama35_30_20 | Multiplier | Won |
|---|---|---|---|---|
| 2023 | 337.72 | 140.67 | 0.42 | - |
| 2024 | 84.75 | 43.55 | 0.51 | - |
| 2025 | -6.54 | -18.53 | 2.84 | - |
| Metric | 3135358:solusd:triple_gx:kama35_30_20 | 3135358:SOLUSD |
|---|---|---|
| MTD | -10.16% | 20.83% |
| 3M | -11.85% | 6.41% |
| 6M | -30.43% | -29.44% |
| YTD | -18.53% | -6.54% |
| 1Y | -29.69% | 7.03% |
| 3Y (ann.) | 87.08% | 240.19% |
| 5Y (ann.) | 87.08% | 240.19% |
| Metric | 3135358:solusd:triple_gx:kama35_30_20 | 3135358:SOLUSD |
|---|---|---|
| Max Drawdown | -37.1% | -59.51% |
| Longest DD Days | 432.0 | 223.0 |
| Avg. Drawdown | -6.82% | -10.1% |
| Avg. Drawdown Days | 39.0 | 25.0 |
| Recovery Factor | 4.89 | 11.02 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-03-22 | 2025-05-28 | -37.10 | 432 |
| 2023-11-12 | 2023-12-08 | -15.62 | 26 |
| 2024-01-06 | 2024-02-27 | -15.03 | 52 |
| 2023-12-16 | 2023-12-21 | -9.94 | 5 |
| 2024-03-05 | 2024-03-07 | -6.93 | 2 |
| 2023-12-28 | 2024-01-05 | -3.29 | 8 |
| 2024-03-16 | 2024-03-18 | -2.50 | 2 |
| 2023-11-09 | 2023-11-10 | -1.39 | 1 |
| 2023-10-20 | 2023-10-21 | -1.29 | 1 |
| 2023-10-14 | 2023-10-17 | -1.14 | 3 |
| Metric | 3135358:solusd:triple_gx:kama35_30_20 | 3135358:SOLUSD |
|---|---|---|
| Best Day | 25.4% | 25.4% |
| Worst Day | -10.61% | -18.77% |
| Best Week | 22.17% | 32.18% |
| Worst Week | -13.39% | -22.1% |
| Best Month | 58.05% | 73.37% |
| Worst Month | -20.25% | -43.12% |
| Best Year | 140.67% | 337.72% |
| Worst Year | -18.53% | -6.54% |
| Avg. Up Day | 3.46% | 5.12% |
| Avg. Down Day | -2.76% | -3.38% |
| Avg. Up Week | 6.08% | 13.01% |
| Avg. Down Week | -5.22% | -8.35% |
| Avg. Up Month | 23.51% | 39.45% |
| Avg. Down Month | -14.03% | -22.14% |
| Win Days % | 46.33% | 50.83% |
| Win Month % | 60.0% | 65.0% |
| Win Week % | 57.65% | 58.43% |
| Win Quarter % | 42.86% | 71.43% |
| Win Year % | 66.67% | 66.67% |