| Metric | 3135358:solusd:triple_gx:kama35_30_20 | 3135358:SOLUSD |
|---|---|---|
| Time in Market | 49.0% | 100.0% |
| Cumulative Return | -47.18% | -8.69% |
| Max Drawdown | -47.18% | -59.51% |
| Sharpe | -1.16 | 0.34 |
| Sortino | -1.6 | 0.49 |
| Payoff Ratio | 0.99 | 1.41 |
| Profit Factor | 0.79 | 1.05 |
| Common Sense Ratio | 0.73 | 1.11 |
| CPC Index | 0.29 | 0.72 |
| Tail Ratio | 0.93 | 1.06 |
| Outlier Win Ratio | 13.43 | 2.6 |
| Outlier Loss Ratio | 4.09 | 2.5 |
| Volatility (ann.) | 40.3% | 85.55% |
| R^2 | 0.19 | 0.19 |
| Calmar | -0.9 | -0.13 |
| Skew | 0.18 | 0.13 |
| Kurtosis | 5.91 | 1.94 |
| Expected Daily % | -0.15% | -0.02% |
| Expected Monthly % | -4.17% | -0.6% |
| Expected Yearly % | -27.32% | -4.44% |
| Kelly Criterion | -25.42% | 12.9% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -3.6% | -7.29% |
| Expected Shortfall (cVaR) | -3.6% | -7.29% |
| Year | 3135358:SOLUSD | 3135358:solusd:triple_gx:kama35_30_20 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -2.31 | -28.03 | 12.15 | - |
| 2025 | -6.54 | -26.62 | 4.07 | - |
| Metric | 3135358:solusd:triple_gx:kama35_30_20 | 3135358:SOLUSD |
|---|---|---|
| MTD | -7.76% | 20.83% |
| 3M | -32.66% | 6.41% |
| 6M | -40.54% | -29.44% |
| YTD | -26.62% | -6.54% |
| 1Y | -44.92% | 7.03% |
| 3Y (ann.) | -42.28% | -7.53% |
| 5Y (ann.) | -42.28% | -7.53% |
| Metric | 3135358:solusd:triple_gx:kama35_30_20 | 3135358:SOLUSD |
|---|---|---|
| Max Drawdown | -47.18% | -59.51% |
| Longest DD Days | 423.0 | 223.0 |
| Avg. Drawdown | -47.18% | -25.89% |
| Avg. Drawdown Days | 423.0 | 104.0 |
| Recovery Factor | -1.0 | -0.15 |
| Ulcer Index | inf | 1.09 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-03-31 | 2025-05-28 | -47.18 | 423 |
| Metric | 3135358:solusd:triple_gx:kama35_30_20 | 3135358:SOLUSD |
|---|---|---|
| Best Day | 10.23% | 20.44% |
| Worst Day | -10.61% | -18.77% |
| Best Week | 15.15% | 21.34% |
| Worst Week | -17.43% | -22.1% |
| Best Month | 21.52% | 37.33% |
| Worst Month | -17.18% | -43.12% |
| Best Year | -26.62% | -2.31% |
| Worst Year | -28.03% | -6.54% |
| Avg. Up Day | 2.67% | 4.76% |
| Avg. Down Day | -2.7% | -3.38% |
| Avg. Up Week | 4.49% | 10.16% |
| Avg. Down Week | -4.99% | -7.49% |
| Avg. Up Month | 8.84% | 24.39% |
| Avg. Down Month | -11.12% | -23.5% |
| Win Days % | 37.68% | 49.06% |
| Win Month % | 33.33% | 60.0% |
| Win Week % | 40.98% | 53.23% |
| Win Quarter % | 0.0% | 66.67% |
| Win Year % | 0.0% | 0.0% |