| Metric | 3954083:solusd:triple_gx:kama95_35_20 | 3954083:SOLUSD |
|---|---|---|
| Time in Market | 35.0% | 100.0% |
| Cumulative Return | 902.02% | 70.57% |
| Max Drawdown | -53.04% | -93.44% |
| Sharpe | 0.74 | 0.34 |
| Sortino | 1.22 | 0.5 |
| Payoff Ratio | 1.16 | 1.15 |
| Profit Factor | 1.22 | 1.05 |
| Common Sense Ratio | 1.34 | 1.08 |
| CPC Index | 0.71 | 0.61 |
| Tail Ratio | 1.1 | 1.03 |
| Outlier Win Ratio | 16.48 | 3.67 |
| Outlier Loss Ratio | 3.49 | 3.19 |
| Volatility (ann.) | 29.68% | 51.52% |
| R^2 | 0.33 | 0.33 |
| Calmar | 1.94 | 0.19 |
| Skew | 2.67 | 0.47 |
| Kurtosis | 42.77 | 10.79 |
| Expected Daily % | 0.05% | 0.01% |
| Expected Monthly % | 5.93% | 1.34% |
| Expected Yearly % | 77.92% | 14.28% |
| Kelly Criterion | 7.05% | 6.87% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.5% | -4.39% |
| Expected Shortfall (cVaR) | -2.5% | -4.39% |
| Year | 3954083:SOLUSD | 3954083:solusd:triple_gx:kama95_35_20 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -88.79 | -10.00 | 0.11 | + |
| 2023 | 921.46 | 444.02 | 0.48 | - |
| 2024 | 85.41 | 124.16 | 1.45 | + |
| 2025 | -19.63 | -8.71 | 0.44 | + |
| Metric | 3954083:solusd:triple_gx:kama95_35_20 | 3954083:SOLUSD |
|---|---|---|
| MTD | 17.39% | 21.86% |
| 3M | -6.05% | -36.87% |
| 6M | 26.16% | -11.08% |
| YTD | -8.71% | -19.63% |
| 1Y | 42.59% | 7.43% |
| 3Y (ann.) | 99.03% | 15.57% |
| 5Y (ann.) | 102.88% | 17.81% |
| Metric | 3954083:solusd:triple_gx:kama95_35_20 | 3954083:SOLUSD |
|---|---|---|
| Max Drawdown | -53.04% | -93.44% |
| Longest DD Days | 285.0 | 703.0 |
| Avg. Drawdown | -7.9% | -13.3% |
| Avg. Drawdown Days | 19.0 | 43.0 |
| Recovery Factor | 17.01 | 0.76 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-04-03 | 2023-01-14 | -53.04 | 285 |
| 2025-01-19 | 2025-04-28 | -34.46 | 98 |
| 2023-01-21 | 2023-07-07 | -29.59 | 167 |
| 2023-12-25 | 2024-03-12 | -29.49 | 77 |
| 2024-03-18 | 2024-05-20 | -22.27 | 62 |
| 2022-02-07 | 2022-03-30 | -20.55 | 50 |
| 2023-07-13 | 2023-10-21 | -18.77 | 99 |
| 2024-08-26 | 2024-11-07 | -18.53 | 73 |
| 2023-01-14 | 2023-01-20 | -15.38 | 6 |
| 2023-12-09 | 2023-12-21 | -15.32 | 12 |
| Metric | 3954083:solusd:triple_gx:kama95_35_20 | 3954083:SOLUSD |
|---|---|---|
| Best Day | 30.09% | 30.09% |
| Worst Day | -9.62% | -26.94% |
| Best Week | 36.38% | 43.67% |
| Worst Week | -18.82% | -51.66% |
| Best Month | 75.13% | 140.02% |
| Worst Month | -22.49% | -56.44% |
| Best Year | 444.02% | 921.46% |
| Worst Year | -10.0% | -88.79% |
| Avg. Up Day | 1.98% | 1.99% |
| Avg. Down Day | -1.7% | -1.73% |
| Avg. Up Week | 10.39% | 16.67% |
| Avg. Down Week | -6.53% | -7.44% |
| Avg. Up Month | 25.33% | 39.65% |
| Avg. Down Month | -8.68% | -17.41% |
| Win Days % | 50.0% | 50.16% |
| Win Month % | 55.56% | 52.5% |
| Win Week % | 57.58% | 47.13% |
| Win Quarter % | 71.43% | 57.14% |
| Win Year % | 50.0% | 50.0% |