| Metric | 3135358:solusd:triple_gx:kama35_30_20 | 3135358:SOLUSD |
|---|---|---|
| Time in Market | 20.0% | 100.0% |
| Cumulative Return | -52.14% | -6.06% |
| Max Drawdown | -58.17% | -66.05% |
| Sharpe | -0.27 | 0.08 |
| Sortino | -0.38 | 0.12 |
| Payoff Ratio | 0.99 | 1.0 |
| Profit Factor | 0.9 | 1.01 |
| Common Sense Ratio | 0.8 | 1.01 |
| CPC Index | 0.41 | 0.51 |
| Tail Ratio | 0.88 | 1.0 |
| Outlier Win Ratio | 31.47 | 3.14 |
| Outlier Loss Ratio | 3.31 | 3.05 |
| Volatility (ann.) | 8.33% | 18.92% |
| R^2 | 0.2 | 0.2 |
| Calmar | -0.81 | -0.08 |
| Skew | -0.6 | 0.36 |
| Kurtosis | 67.1 | 11.56 |
| Expected Daily % | -0.01% | -0.0% |
| Expected Monthly % | -4.79% | -0.42% |
| Expected Yearly % | -30.82% | -3.08% |
| Kelly Criterion | -8.61% | 1.14% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.72% | -1.62% |
| Expected Shortfall (cVaR) | -0.72% | -1.62% |
| Year | 3135358:SOLUSD | 3135358:solusd:triple_gx:kama35_30_20 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 1.60 | -16.75 | -10.45 | - |
| 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.) | -46.89% | -5.23% |
| 5Y (ann.) | -46.89% | -5.23% |
| Metric | 3135358:solusd:triple_gx:kama35_30_20 | 3135358:SOLUSD |
|---|---|---|
| Max Drawdown | -58.17% | -66.05% |
| Longest DD Days | 372.0 | 221.0 |
| Avg. Drawdown | -6.41% | -6.59% |
| Avg. Drawdown Days | 30.0 | 14.0 |
| Recovery Factor | -0.9 | -0.09 |
| 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 |
| 2024-05-14 | 2024-05-15 | -3.73 | 1 |
| 2024-05-16 | 2024-05-20 | -1.86 | 4 |
| 2024-05-04 | 2024-05-09 | -1.74 | 5 |
| 2024-05-10 | 2024-05-14 | -1.46 | 3 |
| 2024-05-04 | 2024-05-04 | -1.03 | 0 |
| 2024-05-03 | 2024-05-04 | -0.99 | 0 |
| 2024-05-16 | 2024-05-16 | -0.75 | 0 |
| 2024-05-20 | 2024-05-20 | -0.74 | 0 |
| Metric | 3135358:solusd:triple_gx:kama35_30_20 | 3135358:SOLUSD |
|---|---|---|
| Best Day | 7.09% | 11.82% |
| Worst Day | -7.09% | -8.96% |
| Best Week | 13.03% | 21.25% |
| Worst Week | -19.16% | -17.1% |
| Best Month | 14.7% | 41.15% |
| Worst Month | -17.74% | -37.4% |
| Best Year | -16.75% | 1.6% |
| Worst Year | -42.5% | -7.55% |
| Avg. Up Day | 0.66% | 0.7% |
| Avg. Down Day | -0.67% | -0.7% |
| Avg. Up Week | 3.46% | 10.24% |
| Avg. Down Week | -4.89% | -8.34% |
| Avg. Up Month | 11.07% | 26.21% |
| Avg. Down Month | -9.92% | -23.79% |
| Win Days % | 45.86% | 50.58% |
| Win Month % | 26.67% | 60.0% |
| Win Week % | 42.62% | 49.21% |
| Win Quarter % | 33.33% | 66.67% |
| Win Year % | 0.0% | 50.0% |