| Metric | 3135358:solusd:triple_gx:kama35_30_20 | 3135358:SOLUSD |
|---|---|---|
| Time in Market | 47.0% | 100.0% |
| Cumulative Return | -52.7% | -6.06% |
| Max Drawdown | -54.69% | -66.05% |
| Sharpe | -0.15 | 0.08 |
| Sortino | -0.23 | 0.12 |
| Payoff Ratio | 1.0 | 1.01 |
| Profit Factor | 0.96 | 1.01 |
| Common Sense Ratio | 0.91 | 1.01 |
| CPC Index | 0.47 | 0.52 |
| Tail Ratio | 0.94 | 1.0 |
| Outlier Win Ratio | 12.37 | 3.51 |
| Outlier Loss Ratio | 3.76 | 3.45 |
| Volatility (ann.) | 12.43% | 18.92% |
| R^2 | 0.44 | 0.44 |
| Calmar | -0.87 | -0.08 |
| Skew | 1.44 | 0.36 |
| Kurtosis | 40.65 | 11.56 |
| Expected Daily % | -0.01% | -0.0% |
| Expected Monthly % | -4.87% | -0.42% |
| Expected Yearly % | -31.22% | -3.08% |
| Kelly Criterion | -3.27% | 1.49% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.08% | -1.62% |
| Expected Shortfall (cVaR) | -1.08% | -1.62% |
| Year | 3135358:SOLUSD | 3135358:solusd:triple_gx:kama35_30_20 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 1.60 | -28.49 | -17.77 | - |
| 2025 | -7.55 | -33.85 | 4.49 | - |
| Metric | 3135358:solusd:triple_gx:kama35_30_20 | 3135358:SOLUSD |
|---|---|---|
| MTD | -13.36% | 18.31% |
| 3M | -23.45% | 21.09% |
| 6M | -49.08% | -25.45% |
| YTD | -33.85% | -7.55% |
| 1Y | -51.24% | 2.69% |
| 3Y (ann.) | -47.42% | -5.23% |
| 5Y (ann.) | -47.42% | -5.23% |
| Metric | 3135358:solusd:triple_gx:kama35_30_20 | 3135358:SOLUSD |
|---|---|---|
| Max Drawdown | -54.69% | -66.05% |
| Longest DD Days | 372.0 | 221.0 |
| Avg. Drawdown | -13.82% | -6.59% |
| Avg. Drawdown Days | 70.0 | 14.0 |
| Recovery Factor | -0.96 | -0.09 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-05-20 | 2025-05-28 | -54.69 | 372 |
| 2024-04-01 | 2024-05-20 | -25.24 | 49 |
| 2024-03-30 | 2024-03-31 | -2.26 | 1 |
| 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 | 14.22% | 21.25% |
| Worst Week | -13.69% | -17.1% |
| Best Month | 17.09% | 41.15% |
| Worst Month | -23.63% | -37.4% |
| Best Year | -28.49% | 1.6% |
| Worst Year | -33.85% | -7.55% |
| Avg. Up Day | 0.64% | 0.65% |
| Avg. Down Day | -0.64% | -0.65% |
| Avg. Up Week | 5.31% | 10.01% |
| Avg. Down Week | -5.71% | -8.04% |
| Avg. Up Month | 12.24% | 22.75% |
| Avg. Down Month | -16.78% | -25.36% |
| Win Days % | 48.24% | 50.58% |
| Win Month % | 40.0% | 60.0% |
| Win Week % | 40.32% | 49.21% |
| Win Quarter % | 33.33% | 66.67% |
| Win Year % | 0.0% | 50.0% |