| Metric | 3135358:solusd:triple_gx:kama35_30_20 | 3135358:SOLUSD |
|---|---|---|
| Time in Market | 25.0% | 100.0% |
| Cumulative Return | -48.1% | -6.06% |
| Max Drawdown | -49.01% | -66.05% |
| Sharpe | -0.21 | 0.08 |
| Sortino | -0.3 | 0.12 |
| Payoff Ratio | 0.99 | 1.0 |
| Profit Factor | 0.93 | 1.01 |
| Common Sense Ratio | 0.87 | 1.01 |
| CPC Index | 0.44 | 0.51 |
| Tail Ratio | 0.93 | 1.0 |
| Outlier Win Ratio | 25.21 | 3.24 |
| Outlier Loss Ratio | 3.43 | 3.14 |
| Volatility (ann.) | 9.11% | 18.92% |
| R^2 | 0.24 | 0.24 |
| Calmar | -0.88 | -0.08 |
| Skew | -0.17 | 0.36 |
| Kurtosis | 51.95 | 11.56 |
| Expected Daily % | -0.01% | -0.0% |
| Expected Monthly % | -4.28% | -0.42% |
| Expected Yearly % | -27.96% | -3.08% |
| Kelly Criterion | -6.23% | 0.99% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.79% | -1.62% |
| Expected Shortfall (cVaR) | -0.79% | -1.62% |
| Year | 3135358:SOLUSD | 3135358:solusd:triple_gx:kama35_30_20 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 1.60 | -24.80 | -15.47 | - |
| 2025 | -7.55 | -30.97 | 4.10 | - |
| Metric | 3135358:solusd:triple_gx:kama35_30_20 | 3135358:SOLUSD |
|---|---|---|
| MTD | -9.36% | 18.31% |
| 3M | -33.83% | 21.09% |
| 6M | -41.57% | -25.45% |
| YTD | -30.97% | -7.55% |
| 1Y | -45.4% | 2.69% |
| 3Y (ann.) | -43.06% | -5.23% |
| 5Y (ann.) | -43.06% | -5.23% |
| Metric | 3135358:solusd:triple_gx:kama35_30_20 | 3135358:SOLUSD |
|---|---|---|
| Max Drawdown | -49.01% | -66.05% |
| Longest DD Days | 424.0 | 221.0 |
| Avg. Drawdown | -24.6% | -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 | -49.01 | 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 | 13.62% | 21.25% |
| Worst Week | -17.28% | -17.1% |
| Best Month | 14.58% | 41.15% |
| Worst Month | -16.65% | -37.4% |
| Best Year | -24.8% | 1.6% |
| Worst Year | -30.97% | -7.55% |
| Avg. Up Day | 0.65% | 0.67% |
| Avg. Down Day | -0.65% | -0.68% |
| Avg. Up Week | 3.85% | 9.49% |
| Avg. Down Week | -5.25% | -7.73% |
| Avg. Up Month | 7.46% | 24.43% |
| Avg. Down Month | -10.2% | -23.79% |
| Win Days % | 47.1% | 50.58% |
| Win Month % | 33.33% | 60.0% |
| Win Week % | 45.9% | 49.21% |
| Win Quarter % | 0.0% | 66.67% |
| Win Year % | 0.0% | 50.0% |