| Metric | 3954051:solusd:triple_gx:kama95_30_20 | 3954051:SOLUSD |
|---|---|---|
| Time in Market | 28.0% | 100.0% |
| Cumulative Return | 26.08% | -4.33% |
| Max Drawdown | -30.85% | -58.89% |
| Sharpe | 0.42 | 0.19 |
| Sortino | 0.64 | 0.28 |
| Payoff Ratio | 1.15 | 1.15 |
| Profit Factor | 1.13 | 1.03 |
| Common Sense Ratio | 1.12 | 1.06 |
| CPC Index | 0.62 | 0.58 |
| Tail Ratio | 1.0 | 1.03 |
| Outlier Win Ratio | 20.45 | 3.18 |
| Outlier Loss Ratio | 3.47 | 3.05 |
| Volatility (ann.) | 21.32% | 44.32% |
| R^2 | 0.23 | 0.23 |
| Calmar | 1.0 | -0.08 |
| Skew | 0.91 | 0.6 |
| Kurtosis | 17.34 | 8.32 |
| Expected Daily % | 0.02% | -0.0% |
| Expected Monthly % | 2.13% | -0.4% |
| Expected Yearly % | 12.29% | -2.19% |
| Kelly Criterion | 3.19% | 5.22% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.81% | -3.79% |
| Expected Shortfall (cVaR) | -1.81% | -3.79% |
| Year | 3954051:SOLUSD | 3954051:solusd:triple_gx:kama95_30_20 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 30.93 | 43.43 | 1.40 | + |
| 2025 | -26.94 | -12.10 | 0.45 | + |
| Metric | 3954051:solusd:triple_gx:kama95_30_20 | 3954051:SOLUSD |
|---|---|---|
| MTD | -3.98% | -6.84% |
| 3M | -12.1% | -29.95% |
| 6M | 21.14% | -9.68% |
| YTD | -12.1% | -26.94% |
| 1Y | 26.08% | -4.33% |
| 3Y (ann.) | 30.81% | -5.0% |
| 5Y (ann.) | 30.81% | -5.0% |
| Metric | 3954051:solusd:triple_gx:kama95_30_20 | 3954051:SOLUSD |
|---|---|---|
| Max Drawdown | -30.85% | -58.89% |
| Longest DD Days | 180.0 | 101.0 |
| Avg. Drawdown | -7.56% | -12.09% |
| Avg. Drawdown Days | 28.0 | 19.0 |
| Recovery Factor | 0.85 | -0.07 |
| Ulcer Index | 1.01 | 1.02 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-05-21 | 2024-11-17 | -30.85 | 180 |
| 2025-01-19 | 2025-03-26 | -23.91 | 66 |
| 2024-11-22 | 2025-01-18 | -14.11 | 57 |
| 2024-11-19 | 2024-11-21 | -5.73 | 2 |
| 2024-05-16 | 2024-05-17 | -2.79 | 0 |
| 2024-05-18 | 2024-05-20 | -2.65 | 1 |
| 2024-11-18 | 2024-11-19 | -1.28 | 1 |
| 2024-11-17 | 2024-11-18 | -1.18 | 0 |
| 2024-11-21 | 2024-11-22 | -0.33 | 0 |
| 2024-05-20 | 2024-05-20 | -0.27 | 0 |
| Metric | 3954051:solusd:triple_gx:kama95_30_20 | 3954051:SOLUSD |
|---|---|---|
| Best Day | 9.71% | 19.54% |
| Worst Day | -7.2% | -14.23% |
| Best Week | 17.55% | 21.25% |
| Worst Week | -11.77% | -17.1% |
| Best Month | 33.19% | 41.15% |
| Worst Month | -9.97% | -36.08% |
| Best Year | 43.43% | 30.93% |
| Worst Year | -12.1% | -26.94% |
| Avg. Up Day | 1.66% | 1.67% |
| Avg. Down Day | -1.45% | -1.45% |
| Avg. Up Week | 7.78% | 13.52% |
| Avg. Down Week | -7.28% | -9.25% |
| Avg. Up Month | 19.64% | 22.08% |
| Avg. Down Month | -6.97% | -14.01% |
| Win Days % | 48.27% | 49.37% |
| Win Month % | 44.44% | 54.55% |
| Win Week % | 54.17% | 48.94% |
| Win Quarter % | 50.0% | 75.0% |
| Win Year % | 50.0% | 50.0% |