| Metric | 3135358:solusd:triple_gx:kama35_30_20 | 3135358:SOLUSD |
|---|---|---|
| Time in Market | 52.0% | 100.0% |
| Cumulative Return | -42.58% | -8.69% |
| Max Drawdown | -45.89% | -59.51% |
| Sharpe | -0.92 | 0.34 |
| Sortino | -1.29 | 0.49 |
| Payoff Ratio | 0.93 | 1.37 |
| Profit Factor | 0.83 | 1.05 |
| Common Sense Ratio | 0.76 | 1.11 |
| CPC Index | 0.33 | 0.7 |
| Tail Ratio | 0.91 | 1.06 |
| Outlier Win Ratio | 12.72 | 2.69 |
| Outlier Loss Ratio | 3.87 | 2.5 |
| Volatility (ann.) | 42.16% | 85.55% |
| R^2 | 0.22 | 0.22 |
| Calmar | -0.83 | -0.13 |
| Skew | 0.2 | 0.13 |
| Kurtosis | 4.96 | 1.94 |
| Expected Daily % | -0.13% | -0.02% |
| Expected Monthly % | -3.63% | -0.6% |
| Expected Yearly % | -24.22% | -4.44% |
| Kelly Criterion | -19.94% | 11.85% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -3.74% | -7.29% |
| Expected Shortfall (cVaR) | -3.74% | -7.29% |
| Year | 3135358:SOLUSD | 3135358:solusd:triple_gx:kama35_30_20 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -2.31 | -15.82 | 6.86 | - |
| 2025 | -6.54 | -31.79 | 4.86 | - |
| Metric | 3135358:solusd:triple_gx:kama35_30_20 | 3135358:SOLUSD |
|---|---|---|
| MTD | -7.73% | 20.83% |
| 3M | -33.62% | 6.41% |
| 6M | -43.54% | -29.44% |
| YTD | -31.79% | -6.54% |
| 1Y | -42.95% | 7.03% |
| 3Y (ann.) | -37.97% | -7.53% |
| 5Y (ann.) | -37.97% | -7.53% |
| Metric | 3135358:solusd:triple_gx:kama35_30_20 | 3135358:SOLUSD |
|---|---|---|
| Max Drawdown | -45.89% | -59.51% |
| Longest DD Days | 243.0 | 223.0 |
| Avg. Drawdown | -15.84% | -25.89% |
| Avg. Drawdown Days | 67.0 | 104.0 |
| Recovery Factor | -0.93 | -0.15 |
| Ulcer Index | inf | 1.09 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-25 | 2025-05-28 | -45.89 | 123 |
| 2024-05-22 | 2025-01-20 | -30.16 | 243 |
| 2024-05-11 | 2024-05-21 | -6.25 | 10 |
| 2024-03-31 | 2024-04-15 | -5.92 | 15 |
| 2024-04-22 | 2024-05-04 | -5.92 | 12 |
| 2024-04-20 | 2024-04-21 | -0.88 | 1 |
| Metric | 3135358:solusd:triple_gx:kama35_30_20 | 3135358:SOLUSD |
|---|---|---|
| Best Day | 8.56% | 20.44% |
| Worst Day | -10.61% | -18.77% |
| Best Week | 15.15% | 21.34% |
| Worst Week | -17.19% | -22.1% |
| Best Month | 17.83% | 37.33% |
| Worst Month | -16.04% | -43.12% |
| Best Year | -15.82% | -2.31% |
| Worst Year | -31.79% | -6.54% |
| Avg. Up Day | 2.5% | 4.56% |
| Avg. Down Day | -2.69% | -3.33% |
| Avg. Up Week | 4.8% | 11.48% |
| Avg. Down Week | -4.8% | -7.33% |
| Avg. Up Month | 9.16% | 24.39% |
| Avg. Down Month | -10.6% | -23.5% |
| Win Days % | 42.27% | 49.06% |
| Win Month % | 33.33% | 60.0% |
| Win Week % | 42.62% | 53.23% |
| Win Quarter % | 16.67% | 66.67% |
| Win Year % | 0.0% | 0.0% |