| Metric | 3135358:solusd:triple_gx:kama35_30_20 | 3135358:SOLUSD |
|---|---|---|
| Time in Market | 21.0% | 100.0% |
| Cumulative Return | -52.19% | -6.06% |
| Max Drawdown | -56.58% | -66.05% |
| Sharpe | -0.27 | 0.08 |
| Sortino | -0.38 | 0.12 |
| Payoff Ratio | 0.99 | 0.99 |
| Profit Factor | 0.91 | 1.01 |
| Common Sense Ratio | 0.81 | 1.01 |
| CPC Index | 0.41 | 0.51 |
| Tail Ratio | 0.89 | 1.0 |
| Outlier Win Ratio | 30.41 | 3.14 |
| Outlier Loss Ratio | 3.33 | 3.05 |
| Volatility (ann.) | 8.41% | 18.92% |
| R^2 | 0.2 | 0.2 |
| Calmar | -0.83 | -0.08 |
| Skew | -0.6 | 0.36 |
| Kurtosis | 64.9 | 11.56 |
| Expected Daily % | -0.01% | -0.0% |
| Expected Monthly % | -4.8% | -0.42% |
| Expected Yearly % | -30.86% | -3.08% |
| Kelly Criterion | -8.4% | 0.76% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.73% | -1.62% |
| Expected Shortfall (cVaR) | -0.73% | -1.62% |
| Year | 3135358:SOLUSD | 3135358:solusd:triple_gx:kama35_30_20 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 1.60 | -20.05 | -12.50 | - |
| 2025 | -7.55 | -40.20 | 5.33 | - |
| Metric | 3135358:solusd:triple_gx:kama35_30_20 | 3135358:SOLUSD |
|---|---|---|
| MTD | -15.75% | 18.31% |
| 3M | -40.62% | 21.09% |
| 6M | -48.12% | -25.45% |
| YTD | -40.2% | -7.55% |
| 1Y | -55.2% | 2.69% |
| 3Y (ann.) | -46.94% | -5.23% |
| 5Y (ann.) | -46.94% | -5.23% |
| Metric | 3135358:solusd:triple_gx:kama35_30_20 | 3135358:SOLUSD |
|---|---|---|
| Max Drawdown | -56.58% | -66.05% |
| Longest DD Days | 372.0 | 221.0 |
| Avg. Drawdown | -10.17% | -6.59% |
| Avg. Drawdown Days | 53.0 | 14.0 |
| Recovery Factor | -0.92 | -0.09 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-05-20 | 2025-05-28 | -56.58 | 372 |
| 2024-03-30 | 2024-05-10 | -17.46 | 41 |
| 2024-05-10 | 2024-05-15 | -3.88 | 5 |
| 2024-05-16 | 2024-05-20 | -1.16 | 4 |
| 2024-05-16 | 2024-05-16 | -0.75 | 0 |
| 2024-05-20 | 2024-05-20 | -0.74 | 0 |
| 2024-05-10 | 2024-05-10 | -0.58 | 0 |
| 2024-03-30 | 2024-03-30 | -0.18 | 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 | 13.33% | 21.25% |
| Worst Week | -19.39% | -17.1% |
| Best Month | 13.1% | 41.15% |
| Worst Month | -18.18% | -37.4% |
| Best Year | -20.05% | 1.6% |
| Worst Year | -40.2% | -7.55% |
| Avg. Up Day | 0.65% | 0.69% |
| Avg. Down Day | -0.66% | -0.69% |
| Avg. Up Week | 3.2% | 9.98% |
| Avg. Down Week | -4.75% | -8.28% |
| Avg. Up Month | 10.89% | 26.21% |
| Avg. Down Month | -10.46% | -23.79% |
| Win Days % | 46.17% | 50.58% |
| Win Month % | 26.67% | 60.0% |
| Win Week % | 44.26% | 49.21% |
| Win Quarter % | 16.67% | 66.67% |
| Win Year % | 0.0% | 50.0% |