| Metric | 3954051:solusd:triple_gx:kama95_30_20 | 3954051:SOLUSD |
|---|---|---|
| Time in Market | 33.0% | 100.0% |
| Cumulative Return | 431.91% | 55.07% |
| Max Drawdown | -57.18% | -93.44% |
| Sharpe | 0.59 | 0.32 |
| Sortino | 0.94 | 0.48 |
| Payoff Ratio | 1.15 | 1.13 |
| Profit Factor | 1.17 | 1.05 |
| Common Sense Ratio | 1.27 | 1.09 |
| CPC Index | 0.66 | 0.6 |
| Tail Ratio | 1.08 | 1.03 |
| Outlier Win Ratio | 17.32 | 3.66 |
| Outlier Loss Ratio | 3.43 | 3.19 |
| Volatility (ann.) | 29.7% | 51.57% |
| R^2 | 0.33 | 0.33 |
| Calmar | 1.21 | 0.16 |
| Skew | 2.25 | 0.45 |
| Kurtosis | 44.96 | 10.81 |
| Expected Daily % | 0.04% | 0.01% |
| Expected Monthly % | 4.38% | 1.13% |
| Expected Yearly % | 51.87% | 11.59% |
| Kelly Criterion | 5.28% | 6.11% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.51% | -4.39% |
| Expected Shortfall (cVaR) | -2.51% | -4.39% |
| Year | 3954051:SOLUSD | 3954051:solusd:triple_gx:kama95_30_20 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -88.79 | -33.63 | 0.38 | + |
| 2023 | 921.46 | 391.14 | 0.42 | - |
| 2024 | 85.41 | 85.64 | 1.00 | + |
| 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 | 17.89% | -27.0% |
| 3Y (ann.) | 66.1% | 11.82% |
| 5Y (ann.) | 69.43% | 14.84% |
| Metric | 3954051:solusd:triple_gx:kama95_30_20 | 3954051:SOLUSD |
|---|---|---|
| Max Drawdown | -57.18% | -93.44% |
| Longest DD Days | 469.0 | 703.0 |
| Avg. Drawdown | -7.92% | -13.08% |
| Avg. Drawdown Days | 23.0 | 42.0 |
| Recovery Factor | 7.55 | 0.59 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-07-19 | 2023-10-31 | -57.18 | 469 |
| 2024-05-21 | 2024-11-17 | -30.85 | 180 |
| 2023-12-25 | 2024-03-01 | -25.84 | 66 |
| 2024-03-18 | 2024-05-20 | -24.30 | 63 |
| 2025-01-19 | 2025-03-26 | -23.91 | 66 |
| 2022-04-03 | 2022-07-19 | -20.17 | 107 |
| 2023-12-09 | 2023-12-15 | -15.32 | 5 |
| 2022-02-07 | 2022-03-29 | -14.55 | 49 |
| 2024-11-22 | 2025-01-18 | -14.11 | 57 |
| 2023-11-12 | 2023-11-15 | -14.00 | 2 |
| Metric | 3954051:solusd:triple_gx:kama95_30_20 | 3954051:SOLUSD |
|---|---|---|
| Best Day | 29.86% | 30.09% |
| Worst Day | -16.05% | -26.94% |
| Best Week | 40.18% | 43.67% |
| Worst Week | -44.73% | -51.66% |
| Best Month | 66.1% | 140.02% |
| Worst Month | -39.37% | -56.44% |
| Best Year | 391.14% | 921.46% |
| Worst Year | -33.63% | -88.79% |
| Avg. Up Day | 2.0% | 2.01% |
| Avg. Down Day | -1.75% | -1.78% |
| Avg. Up Week | 10.58% | 17.45% |
| Avg. Down Week | -7.65% | -8.86% |
| Avg. Up Month | 23.51% | 39.69% |
| Avg. Down Month | -10.33% | -19.33% |
| Win Days % | 49.41% | 50.2% |
| Win Month % | 54.29% | 51.28% |
| Win Week % | 55.32% | 46.75% |
| Win Quarter % | 69.23% | 53.85% |
| Win Year % | 50.0% | 50.0% |