| Metric | 3135358:solusd:triple_gx:kama35_30_20 | 3135358:SOLUSD |
|---|---|---|
| Time in Market | 36.0% | 100.0% |
| Cumulative Return | -32.63% | -6.06% |
| Max Drawdown | -38.03% | -66.05% |
| Sharpe | -0.07 | 0.08 |
| Sortino | -0.1 | 0.12 |
| Payoff Ratio | 1.04 | 1.04 |
| Profit Factor | 0.98 | 1.01 |
| Common Sense Ratio | 0.95 | 1.01 |
| CPC Index | 0.48 | 0.53 |
| Tail Ratio | 0.97 | 1.0 |
| Outlier Win Ratio | 16.84 | 3.43 |
| Outlier Loss Ratio | 3.67 | 3.32 |
| Volatility (ann.) | 11.23% | 18.92% |
| R^2 | 0.36 | 0.36 |
| Calmar | -0.76 | -0.08 |
| Skew | 1.9 | 0.36 |
| Kurtosis | 59.02 | 11.56 |
| Expected Daily % | -0.0% | -0.0% |
| Expected Monthly % | -2.6% | -0.42% |
| Expected Yearly % | -17.92% | -3.08% |
| Kelly Criterion | -2.86% | 3.1% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.97% | -1.62% |
| Expected Shortfall (cVaR) | -0.97% | -1.62% |
| Year | 3135358:SOLUSD | 3135358:solusd:triple_gx:kama35_30_20 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 1.60 | -16.25 | -10.13 | - |
| 2025 | -7.55 | -19.56 | 2.59 | - |
| Metric | 3135358:solusd:triple_gx:kama35_30_20 | 3135358:SOLUSD |
|---|---|---|
| MTD | -11.71% | 18.31% |
| 3M | -13.38% | 21.09% |
| 6M | -31.63% | -25.45% |
| YTD | -19.56% | -7.55% |
| 1Y | -30.31% | 2.69% |
| 3Y (ann.) | -28.77% | -5.23% |
| 5Y (ann.) | -28.77% | -5.23% |
| Metric | 3135358:solusd:triple_gx:kama35_30_20 | 3135358:SOLUSD |
|---|---|---|
| Max Drawdown | -38.03% | -66.05% |
| Longest DD Days | 255.0 | 221.0 |
| Avg. Drawdown | -9.59% | -6.59% |
| Avg. Drawdown Days | 42.0 | 14.0 |
| Recovery Factor | -0.86 | -0.09 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-24 | 2025-05-28 | -38.03 | 123 |
| 2024-04-01 | 2024-12-12 | -30.64 | 255 |
| 2024-12-12 | 2025-01-24 | -21.63 | 42 |
| 2024-03-30 | 2024-03-31 | -2.26 | 1 |
| 2024-12-12 | 2024-12-12 | -1.27 | 0 |
| 2024-12-12 | 2024-12-12 | -0.76 | 0 |
| 2025-01-24 | 2025-01-24 | -0.57 | 0 |
| 2024-03-31 | 2024-03-31 | -0.36 | 0 |
| 2024-03-30 | 2024-03-30 | -0.18 | 0 |
| 2024-04-01 | 2024-04-01 | -0.16 | 0 |
| Metric | 3135358:solusd:triple_gx:kama35_30_20 | 3135358:SOLUSD |
|---|---|---|
| Best Day | 11.82% | 11.82% |
| Worst Day | -7.09% | -8.96% |
| Best Week | 13.62% | 21.25% |
| Worst Week | -13.39% | -17.1% |
| Best Month | 21.32% | 41.15% |
| Worst Month | -17.93% | -37.4% |
| Best Year | -16.25% | 1.6% |
| Worst Year | -19.56% | -7.55% |
| Avg. Up Day | 0.66% | 0.68% |
| Avg. Down Day | -0.63% | -0.65% |
| Avg. Up Week | 4.29% | 10.21% |
| Avg. Down Week | -5.39% | -8.52% |
| Avg. Up Month | 9.46% | 21.84% |
| Avg. Down Month | -15.83% | -26.41% |
| Win Days % | 47.58% | 50.58% |
| Win Month % | 53.33% | 60.0% |
| Win Week % | 50.82% | 49.21% |
| Win Quarter % | 33.33% | 66.67% |
| Win Year % | 0.0% | 50.0% |