| Metric | 3954086:solusd:triple_gx:kama110_35_20 | 3954086:SOLUSD |
|---|---|---|
| Time in Market | 32.0% | 100.0% |
| Cumulative Return | 838.78% | 39.26% |
| Max Drawdown | -59.15% | -93.44% |
| Sharpe | 0.75 | 0.31 |
| Sortino | 1.25 | 0.46 |
| Payoff Ratio | 1.16 | 1.16 |
| Profit Factor | 1.23 | 1.05 |
| Common Sense Ratio | 1.39 | 1.08 |
| CPC Index | 0.72 | 0.61 |
| Tail Ratio | 1.13 | 1.03 |
| Outlier Win Ratio | 17.57 | 3.67 |
| Outlier Loss Ratio | 3.32 | 3.16 |
| Volatility (ann.) | 29.39% | 51.62% |
| R^2 | 0.32 | 0.32 |
| Calmar | 1.76 | 0.12 |
| Skew | 2.83 | 0.46 |
| Kurtosis | 45.91 | 10.89 |
| Expected Daily % | 0.05% | 0.01% |
| Expected Monthly % | 5.91% | 0.85% |
| Expected Yearly % | 75.04% | 8.63% |
| Kelly Criterion | 7.44% | 7.01% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.47% | -4.4% |
| Expected Shortfall (cVaR) | -2.47% | -4.4% |
| Year | 3954086:SOLUSD | 3954086:solusd:triple_gx:kama110_35_20 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -88.76 | -23.90 | 0.27 | + |
| 2023 | 921.46 | 468.86 | 0.51 | - |
| 2024 | 85.41 | 141.82 | 1.66 | + |
| 2025 | -34.58 | -10.32 | 0.30 | + |
| Metric | 3954086:solusd:triple_gx:kama110_35_20 | 3954086:SOLUSD |
|---|---|---|
| MTD | 0.0% | -16.59% |
| 3M | -10.32% | -42.89% |
| 6M | 33.63% | -6.0% |
| YTD | -10.32% | -34.58% |
| 1Y | 25.24% | -38.76% |
| 3Y (ann.) | 105.1% | 12.0% |
| 5Y (ann.) | 104.19% | 11.13% |
| Metric | 3954086:solusd:triple_gx:kama110_35_20 | 3954086:SOLUSD |
|---|---|---|
| Max Drawdown | -59.15% | -93.44% |
| Longest DD Days | 466.0 | 703.0 |
| Avg. Drawdown | -7.37% | -13.33% |
| Avg. Drawdown Days | 20.0 | 43.0 |
| Recovery Factor | 14.18 | 0.42 |
| Ulcer Index | 1.0 | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-04-03 | 2023-07-13 | -59.15 | 466 |
| 2023-12-25 | 2024-03-01 | -29.49 | 66 |
| 2022-02-07 | 2022-03-30 | -24.13 | 50 |
| 2024-03-18 | 2024-05-20 | -22.27 | 62 |
| 2025-01-19 | 2025-03-18 | -22.16 | 57 |
| 2024-05-21 | 2024-11-07 | -19.07 | 170 |
| 2023-07-13 | 2023-10-20 | -18.30 | 98 |
| 2023-12-09 | 2023-12-21 | -15.32 | 12 |
| 2024-11-22 | 2025-01-18 | -14.65 | 57 |
| 2023-11-12 | 2023-11-15 | -14.00 | 2 |
| Metric | 3954086:solusd:triple_gx:kama110_35_20 | 3954086: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 | 468.86% | 921.46% |
| Worst Year | -23.9% | -88.76% |
| Avg. Up Day | 2.07% | 2.07% |
| Avg. Down Day | -1.79% | -1.79% |
| Avg. Up Week | 11.34% | 17.54% |
| Avg. Down Week | -7.62% | -7.64% |
| Avg. Up Month | 25.37% | 39.1% |
| Avg. Down Month | -7.63% | -14.51% |
| Win Days % | 50.35% | 50.15% |
| Win Month % | 55.88% | 51.28% |
| Win Week % | 58.62% | 46.43% |
| Win Quarter % | 76.92% | 53.85% |
| Win Year % | 50.0% | 50.0% |