| Metric | 3135358:solusd:triple_gx:kama35_30_20 | 3135358:SOLUSD |
|---|---|---|
| Time in Market | 49.0% | 100.0% |
| Cumulative Return | 245.72% | 623.76% |
| Max Drawdown | -54.69% | -66.05% |
| Sharpe | 0.29 | 0.35 |
| Sortino | 0.44 | 0.51 |
| Payoff Ratio | 1.07 | 1.07 |
| Profit Factor | 1.07 | 1.05 |
| Common Sense Ratio | 1.13 | 1.1 |
| CPC Index | 0.56 | 0.57 |
| Tail Ratio | 1.05 | 1.04 |
| Outlier Win Ratio | 11.46 | 3.72 |
| Outlier Loss Ratio | 3.76 | 3.52 |
| Volatility (ann.) | 13.98% | 20.09% |
| R^2 | 0.49 | 0.49 |
| Calmar | 2.04 | 3.49 |
| Skew | 1.01 | 0.31 |
| Kurtosis | 26.41 | 8.59 |
| Expected Daily % | 0.01% | 0.01% |
| Expected Monthly % | 6.4% | 10.4% |
| Expected Yearly % | 51.21% | 93.43% |
| Kelly Criterion | 1.76% | 4.97% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.19% | -1.71% |
| Expected Shortfall (cVaR) | -1.19% | -1.71% |
| Year | 3135358:SOLUSD | 3135358:solusd:triple_gx:kama35_30_20 | Multiplier | Won |
|---|---|---|---|---|
| 2023 | 322.22 | 241.57 | 0.75 | - |
| 2024 | 85.41 | 53.01 | 0.62 | - |
| 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.) | 111.62% | 230.72% |
| 5Y (ann.) | 111.62% | 230.72% |
| Metric | 3135358:solusd:triple_gx:kama35_30_20 | 3135358:SOLUSD |
|---|---|---|
| Max Drawdown | -54.69% | -66.05% |
| Longest DD Days | 372.0 | 237.0 |
| Avg. Drawdown | -3.63% | -5.12% |
| Avg. Drawdown Days | 5.0 | 5.0 |
| Recovery Factor | 4.49 | 9.44 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-05-20 | 2025-05-28 | -54.69 | 372 |
| 2023-12-25 | 2024-02-29 | -27.45 | 65 |
| 2024-04-01 | 2024-05-20 | -25.24 | 49 |
| 2023-11-16 | 2023-12-02 | -15.88 | 15 |
| 2024-03-05 | 2024-03-07 | -15.03 | 1 |
| 2023-12-14 | 2023-12-20 | -12.69 | 5 |
| 2024-03-18 | 2024-03-20 | -12.09 | 2 |
| 2023-11-09 | 2023-11-10 | -9.98 | 0 |
| 2023-12-03 | 2023-12-07 | -8.46 | 4 |
| 2024-03-21 | 2024-03-25 | -8.40 | 4 |
| Metric | 3135358:solusd:triple_gx:kama35_30_20 | 3135358:SOLUSD |
|---|---|---|
| Best Day | 11.82% | 11.82% |
| Worst Day | -9.91% | -9.91% |
| Best Week | 40.3% | 43.67% |
| Worst Week | -13.69% | -17.1% |
| Best Month | 82.06% | 71.77% |
| Worst Month | -23.63% | -37.4% |
| Best Year | 241.57% | 322.22% |
| Worst Year | -33.85% | -7.55% |
| Avg. Up Day | 0.74% | 0.75% |
| Avg. Down Day | -0.69% | -0.7% |
| Avg. Up Week | 10.44% | 14.31% |
| Avg. Down Week | -5.62% | -7.66% |
| Avg. Up Month | 34.94% | 42.32% |
| Avg. Down Month | -16.78% | -25.36% |
| Win Days % | 49.22% | 50.84% |
| Win Month % | 55.0% | 65.0% |
| Win Week % | 47.13% | 52.81% |
| Win Quarter % | 42.86% | 71.43% |
| Win Year % | 66.67% | 66.67% |