| Metric | 3964160:solusd:triple_gx:kama95_35_20 | 3964160:SOLUSD |
|---|---|---|
| Time in Market | 34.0% | 100.0% |
| Cumulative Return | 886.98% | 38.84% |
| Max Drawdown | -53.04% | -93.44% |
| Sharpe | 0.75 | 0.31 |
| Sortino | 1.25 | 0.45 |
| Payoff Ratio | 1.16 | 1.15 |
| Profit Factor | 1.22 | 1.05 |
| Common Sense Ratio | 1.33 | 1.08 |
| CPC Index | 0.71 | 0.61 |
| Tail Ratio | 1.09 | 1.03 |
| Outlier Win Ratio | 16.49 | 3.67 |
| Outlier Loss Ratio | 3.45 | 3.19 |
| Volatility (ann.) | 29.94% | 51.67% |
| R^2 | 0.34 | 0.34 |
| Calmar | 2.02 | 0.12 |
| Skew | 2.69 | 0.45 |
| Kurtosis | 42.71 | 10.81 |
| Expected Daily % | 0.05% | 0.01% |
| Expected Monthly % | 6.05% | 0.85% |
| Expected Yearly % | 77.25% | 8.55% |
| Kelly Criterion | 7.27% | 6.89% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.52% | -4.4% |
| Expected Shortfall (cVaR) | -2.52% | -4.4% |
| Year | 3964160:SOLUSD | 3964160: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 | -34.58 | -10.08 | 0.29 | + |
| Metric | 3964160:solusd:triple_gx:kama95_35_20 | 3964160:SOLUSD |
|---|---|---|
| MTD | 0.0% | -16.59% |
| 3M | -10.08% | -42.89% |
| 6M | 28.36% | -6.0% |
| YTD | -10.08% | -34.58% |
| 1Y | 25.63% | -38.76% |
| 3Y (ann.) | 109.96% | 12.0% |
| 5Y (ann.) | 107.08% | 11.0% |
| Metric | 3964160:solusd:triple_gx:kama95_35_20 | 3964160:SOLUSD |
|---|---|---|
| Max Drawdown | -53.04% | -93.44% |
| Longest DD Days | 285.0 | 703.0 |
| Avg. Drawdown | -7.69% | -13.08% |
| Avg. Drawdown Days | 19.0 | 42.0 |
| Recovery Factor | 16.72 | 0.42 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-04-03 | 2023-01-14 | -53.04 | 285 |
| 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 |
| 2025-01-19 | 2025-03-18 | -22.16 | 57 |
| 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 | 3964160:solusd:triple_gx:kama95_35_20 | 3964160: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 | -10.08% | -88.79% |
| Avg. Up Day | 2.01% | 2.02% |
| Avg. Down Day | -1.73% | -1.75% |
| Avg. Up Week | 10.7% | 17.25% |
| Avg. Down Week | -6.61% | -7.51% |
| Avg. Up Month | 25.85% | 40.83% |
| Avg. Down Month | -8.19% | -17.56% |
| Win Days % | 50.16% | 50.16% |
| Win Month % | 55.88% | 51.28% |
| Win Week % | 57.45% | 46.43% |
| Win Quarter % | 69.23% | 53.85% |
| Win Year % | 50.0% | 50.0% |