| Metric | 3135358:solusd:triple_gx:kama35_30_20 | 3135358:SOLUSD |
|---|---|---|
| Time in Market | 47.0% | 100.0% |
| Cumulative Return | -51.19% | -8.69% |
| Max Drawdown | -57.06% | -59.51% |
| Sharpe | -1.51 | 0.34 |
| Sortino | -1.99 | 0.49 |
| Payoff Ratio | 0.89 | 1.39 |
| Profit Factor | 0.72 | 1.05 |
| Common Sense Ratio | 0.56 | 1.11 |
| CPC Index | 0.25 | 0.71 |
| Tail Ratio | 0.78 | 1.06 |
| Outlier Win Ratio | 16.84 | 2.57 |
| Outlier Loss Ratio | 4.23 | 2.48 |
| Volatility (ann.) | 36.46% | 85.55% |
| R^2 | 0.17 | 0.17 |
| Calmar | -0.81 | -0.13 |
| Skew | -0.21 | 0.13 |
| Kurtosis | 7.35 | 1.94 |
| Expected Daily % | -0.17% | -0.02% |
| Expected Monthly % | -4.67% | -0.6% |
| Expected Yearly % | -30.14% | -4.44% |
| Kelly Criterion | -30.28% | 12.43% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -3.29% | -7.29% |
| Expected Shortfall (cVaR) | -3.29% | -7.29% |
| Year | 3135358:SOLUSD | 3135358:solusd:triple_gx:kama35_30_20 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -2.31 | -18.02 | 7.81 | - |
| 2025 | -6.54 | -40.46 | 6.19 | - |
| Metric | 3135358:solusd:triple_gx:kama35_30_20 | 3135358:SOLUSD |
|---|---|---|
| MTD | -15.1% | 20.83% |
| 3M | -41.79% | 6.41% |
| 6M | -49.57% | -29.44% |
| YTD | -40.46% | -6.54% |
| 1Y | -56.73% | 7.03% |
| 3Y (ann.) | -46.07% | -7.53% |
| 5Y (ann.) | -46.07% | -7.53% |
| Metric | 3135358:solusd:triple_gx:kama35_30_20 | 3135358:SOLUSD |
|---|---|---|
| Max Drawdown | -57.06% | -59.51% |
| Longest DD Days | 371.0 | 223.0 |
| Avg. Drawdown | -16.68% | -25.89% |
| Avg. Drawdown Days | 102.0 | 104.0 |
| Recovery Factor | -0.9 | -0.15 |
| Ulcer Index | inf | 1.09 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-05-22 | 2025-05-28 | -57.06 | 371 |
| 2024-03-31 | 2024-05-04 | -7.22 | 34 |
| 2024-05-15 | 2024-05-16 | -2.31 | 1 |
| 2024-05-17 | 2024-05-21 | -0.12 | 4 |
| Metric | 3135358:solusd:triple_gx:kama35_30_20 | 3135358:SOLUSD |
|---|---|---|
| Best Day | 8.19% | 20.44% |
| Worst Day | -10.61% | -18.77% |
| Best Week | 15.15% | 21.34% |
| Worst Week | -19.3% | -22.1% |
| Best Month | 15.08% | 37.33% |
| Worst Month | -17.89% | -43.12% |
| Best Year | -18.02% | -2.31% |
| Worst Year | -40.46% | -6.54% |
| Avg. Up Day | 2.35% | 5.02% |
| Avg. Down Day | -2.65% | -3.61% |
| Avg. Up Week | 4.43% | 8.63% |
| Avg. Down Week | -4.91% | -7.55% |
| Avg. Up Month | 11.79% | 23.32% |
| Avg. Down Month | -10.23% | -23.5% |
| Win Days % | 38.78% | 49.06% |
| Win Month % | 26.67% | 60.0% |
| Win Week % | 40.98% | 53.23% |
| Win Quarter % | 33.33% | 66.67% |
| Win Year % | 0.0% | 0.0% |