| Metric | 3135358:solusd:triple_gx:kama35_30_20 | 3135358:SOLUSD |
|---|---|---|
| Time in Market | 57.0% | 100.0% |
| Cumulative Return | -25.64% | -8.69% |
| Max Drawdown | -38.78% | -59.51% |
| Sharpe | -0.27 | 0.34 |
| Sortino | -0.43 | 0.49 |
| Payoff Ratio | 1.09 | 1.35 |
| Profit Factor | 0.95 | 1.05 |
| Common Sense Ratio | 0.97 | 1.11 |
| CPC Index | 0.44 | 0.69 |
| Tail Ratio | 1.03 | 1.06 |
| Outlier Win Ratio | 9.82 | 2.75 |
| Outlier Loss Ratio | 3.8 | 2.5 |
| Volatility (ann.) | 49.43% | 85.55% |
| R^2 | 0.33 | 0.33 |
| Calmar | -0.58 | -0.13 |
| Skew | 1.64 | 0.13 |
| Kurtosis | 13.2 | 1.94 |
| Expected Daily % | -0.07% | -0.02% |
| Expected Monthly % | -1.96% | -0.6% |
| Expected Yearly % | -13.77% | -4.44% |
| Kelly Criterion | -10.65% | 11.2% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -4.29% | -7.29% |
| Expected Shortfall (cVaR) | -4.29% | -7.29% |
| Year | 3135358:SOLUSD | 3135358:solusd:triple_gx:kama35_30_20 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -2.31 | -18.04 | 7.82 | - |
| 2025 | -6.54 | -9.27 | 1.42 | - |
| Metric | 3135358:solusd:triple_gx:kama35_30_20 | 3135358:SOLUSD |
|---|---|---|
| MTD | -8.65% | 20.83% |
| 3M | -5.08% | 6.41% |
| 6M | -20.81% | -29.44% |
| YTD | -9.27% | -6.54% |
| 1Y | -28.53% | 7.03% |
| 3Y (ann.) | -22.51% | -7.53% |
| 5Y (ann.) | -22.51% | -7.53% |
| Metric | 3135358:solusd:triple_gx:kama35_30_20 | 3135358:SOLUSD |
|---|---|---|
| Max Drawdown | -38.78% | -59.51% |
| Longest DD Days | 371.0 | 223.0 |
| Avg. Drawdown | -16.85% | -25.89% |
| Avg. Drawdown Days | 139.0 | 104.0 |
| Recovery Factor | -0.66 | -0.15 |
| Ulcer Index | inf | 1.09 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-05-22 | 2025-05-28 | -38.78 | 371 |
| 2024-04-04 | 2024-05-18 | -11.36 | 44 |
| 2024-03-31 | 2024-04-01 | -0.42 | 1 |
| Metric | 3135358:solusd:triple_gx:kama35_30_20 | 3135358:SOLUSD |
|---|---|---|
| Best Day | 21.15% | 20.44% |
| Worst Day | -10.61% | -18.77% |
| Best Week | 15.15% | 21.34% |
| Worst Week | -13.53% | -22.1% |
| Best Month | 17.33% | 37.33% |
| Worst Month | -18.04% | -43.12% |
| Best Year | -9.27% | -2.31% |
| Worst Year | -18.04% | -6.54% |
| Avg. Up Day | 2.85% | 4.6% |
| Avg. Down Day | -2.62% | -3.42% |
| Avg. Up Week | 4.49% | 10.58% |
| Avg. Down Week | -5.44% | -8.41% |
| Avg. Up Month | 10.25% | 24.39% |
| Avg. Down Month | -11.57% | -26.42% |
| Win Days % | 42.32% | 49.06% |
| Win Month % | 40.0% | 60.0% |
| Win Week % | 49.18% | 53.23% |
| Win Quarter % | 33.33% | 66.67% |
| Win Year % | 0.0% | 0.0% |