| Metric | 3135358:solusd:triple_gx:kama35_30_20 | 3135358:SOLUSD |
|---|---|---|
| Time in Market | 24.0% | 100.0% |
| Cumulative Return | -52.2% | -6.06% |
| Max Drawdown | -53.04% | -66.05% |
| Sharpe | -0.25 | 0.08 |
| Sortino | -0.35 | 0.12 |
| Payoff Ratio | 0.98 | 0.99 |
| Profit Factor | 0.92 | 1.01 |
| Common Sense Ratio | 0.84 | 1.01 |
| CPC Index | 0.42 | 0.5 |
| Tail Ratio | 0.92 | 1.0 |
| Outlier Win Ratio | 26.03 | 3.21 |
| Outlier Loss Ratio | 3.44 | 3.14 |
| Volatility (ann.) | 8.97% | 18.92% |
| R^2 | 0.23 | 0.23 |
| Calmar | -0.89 | -0.08 |
| Skew | -0.29 | 0.36 |
| Kurtosis | 54.42 | 11.56 |
| Expected Daily % | -0.01% | -0.0% |
| Expected Monthly % | -4.8% | -0.42% |
| Expected Yearly % | -30.86% | -3.08% |
| Kelly Criterion | -7.08% | 0.43% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.78% | -1.62% |
| Expected Shortfall (cVaR) | -0.78% | -1.62% |
| Year | 3135358:SOLUSD | 3135358:solusd:triple_gx:kama35_30_20 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 1.60 | -23.90 | -14.90 | - |
| 2025 | -7.55 | -37.18 | 4.93 | - |
| Metric | 3135358:solusd:triple_gx:kama35_30_20 | 3135358:SOLUSD |
|---|---|---|
| MTD | -14.76% | 18.31% |
| 3M | -40.79% | 21.09% |
| 6M | -46.22% | -25.45% |
| YTD | -37.18% | -7.55% |
| 1Y | -49.56% | 2.69% |
| 3Y (ann.) | -46.95% | -5.23% |
| 5Y (ann.) | -46.95% | -5.23% |
| Metric | 3135358:solusd:triple_gx:kama35_30_20 | 3135358:SOLUSD |
|---|---|---|
| Max Drawdown | -53.04% | -66.05% |
| Longest DD Days | 424.0 | 221.0 |
| Avg. Drawdown | -26.61% | -6.59% |
| Avg. Drawdown Days | 212.0 | 14.0 |
| Recovery Factor | -0.98 | -0.09 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-03-30 | 2025-05-28 | -53.04 | 424 |
| 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 | 13.42% | 21.25% |
| Worst Week | -17.96% | -17.1% |
| Best Month | 17.92% | 41.15% |
| Worst Month | -17.41% | -37.4% |
| Best Year | -23.9% | 1.6% |
| Worst Year | -37.18% | -7.55% |
| Avg. Up Day | 0.64% | 0.67% |
| Avg. Down Day | -0.65% | -0.68% |
| Avg. Up Week | 4.34% | 11.04% |
| Avg. Down Week | -5.08% | -7.52% |
| Avg. Up Month | 8.82% | 24.43% |
| Avg. Down Month | -11.33% | -23.79% |
| Win Days % | 46.99% | 50.58% |
| Win Month % | 33.33% | 60.0% |
| Win Week % | 39.34% | 49.21% |
| Win Quarter % | 16.67% | 66.67% |
| Win Year % | 0.0% | 50.0% |