| Metric | 3135358:solusd:triple_gx:kama35_30_20 | 3135358:SOLUSD |
|---|---|---|
| Time in Market | 29.0% | 100.0% |
| Cumulative Return | -43.57% | -6.06% |
| Max Drawdown | -47.71% | -66.05% |
| Sharpe | -0.16 | 0.08 |
| Sortino | -0.23 | 0.12 |
| Payoff Ratio | 1.0 | 1.01 |
| Profit Factor | 0.95 | 1.01 |
| Common Sense Ratio | 0.92 | 1.01 |
| CPC Index | 0.45 | 0.51 |
| Tail Ratio | 0.96 | 1.0 |
| Outlier Win Ratio | 21.8 | 3.3 |
| Outlier Loss Ratio | 3.58 | 3.23 |
| Volatility (ann.) | 9.7% | 18.92% |
| R^2 | 0.27 | 0.27 |
| Calmar | -0.81 | -0.08 |
| Skew | 0.23 | 0.36 |
| Kurtosis | 45.72 | 11.56 |
| Expected Daily % | -0.01% | -0.0% |
| Expected Monthly % | -3.74% | -0.42% |
| Expected Yearly % | -24.88% | -3.08% |
| Kelly Criterion | -5.03% | 1.41% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.84% | -1.62% |
| Expected Shortfall (cVaR) | -0.84% | -1.62% |
| Year | 3135358:SOLUSD | 3135358:solusd:triple_gx:kama35_30_20 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 1.60 | -16.37 | -10.21 | - |
| 2025 | -7.55 | -32.53 | 4.31 | - |
| Metric | 3135358:solusd:triple_gx:kama35_30_20 | 3135358:SOLUSD |
|---|---|---|
| MTD | -9.32% | 18.31% |
| 3M | -34.77% | 21.09% |
| 6M | -44.52% | -25.45% |
| YTD | -32.53% | -7.55% |
| 1Y | -43.46% | 2.69% |
| 3Y (ann.) | -38.83% | -5.23% |
| 5Y (ann.) | -38.83% | -5.23% |
| Metric | 3135358:solusd:triple_gx:kama35_30_20 | 3135358:SOLUSD |
|---|---|---|
| Max Drawdown | -47.71% | -66.05% |
| Longest DD Days | 248.0 | 221.0 |
| Avg. Drawdown | -11.97% | -6.59% |
| Avg. Drawdown Days | 42.0 | 14.0 |
| Recovery Factor | -0.91 | -0.09 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-24 | 2025-05-28 | -47.71 | 123 |
| 2024-05-20 | 2025-01-24 | -30.89 | 248 |
| 2024-03-30 | 2024-04-14 | -16.12 | 15 |
| 2024-04-21 | 2024-05-04 | -9.56 | 13 |
| 2024-05-10 | 2024-05-20 | -8.28 | 10 |
| 2024-04-15 | 2024-04-21 | -2.93 | 6 |
| 2024-05-04 | 2024-05-10 | -2.88 | 5 |
| 2024-05-10 | 2024-05-10 | -0.58 | 0 |
| 2025-01-24 | 2025-01-24 | -0.57 | 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 | 13.62% | 21.25% |
| Worst Week | -17.04% | -17.1% |
| Best Month | 18.33% | 41.15% |
| Worst Month | -16.12% | -37.4% |
| Best Year | -16.37% | 1.6% |
| Worst Year | -32.53% | -7.55% |
| Avg. Up Day | 0.64% | 0.67% |
| Avg. Down Day | -0.64% | -0.66% |
| Avg. Up Week | 4.49% | 10.31% |
| Avg. Down Week | -5.17% | -8.03% |
| Avg. Up Month | 9.29% | 24.43% |
| Avg. Down Month | -10.71% | -23.79% |
| Win Days % | 47.41% | 50.58% |
| Win Month % | 33.33% | 60.0% |
| Win Week % | 44.26% | 49.21% |
| Win Quarter % | 16.67% | 66.67% |
| Win Year % | 0.0% | 50.0% |