| Metric | 3967441:solusd:triple_gx:kama35_25_20 | 3967441:SOLUSD |
|---|---|---|
| Time in Market | 28.0% | 100.0% |
| Cumulative Return | 24.33% | -14.35% |
| Max Drawdown | -24.28% | -58.89% |
| Sharpe | 0.42 | 0.12 |
| Sortino | 0.63 | 0.17 |
| Payoff Ratio | 1.19 | 1.18 |
| Profit Factor | 1.12 | 1.02 |
| Common Sense Ratio | 1.22 | 1.03 |
| CPC Index | 0.63 | 0.59 |
| Tail Ratio | 1.08 | 1.01 |
| Outlier Win Ratio | 20.45 | 3.07 |
| Outlier Loss Ratio | 3.71 | 3.03 |
| Volatility (ann.) | 20.36% | 44.52% |
| R^2 | 0.21 | 0.21 |
| Calmar | 1.22 | -0.29 |
| Skew | 0.61 | 0.62 |
| Kurtosis | 15.4 | 8.39 |
| Expected Daily % | 0.02% | -0.01% |
| Expected Monthly % | 2.0% | -1.4% |
| Expected Yearly % | 11.5% | -7.45% |
| Kelly Criterion | 3.1% | 6.13% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.73% | -3.82% |
| Expected Shortfall (cVaR) | -1.73% | -3.82% |
| Year | 3967441:SOLUSD | 3967441:solusd:triple_gx:kama35_25_20 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 30.93 | 37.47 | 1.21 | + |
| 2025 | -34.58 | -9.56 | 0.28 | + |
| Metric | 3967441:solusd:triple_gx:kama35_25_20 | 3967441:SOLUSD |
|---|---|---|
| MTD | 0.0% | -16.59% |
| 3M | -9.56% | -42.89% |
| 6M | 19.08% | -6.0% |
| YTD | -9.56% | -34.58% |
| 1Y | 24.33% | -14.35% |
| 3Y (ann.) | 29.55% | -16.82% |
| 5Y (ann.) | 29.55% | -16.82% |
| Metric | 3967441:solusd:triple_gx:kama35_25_20 | 3967441:SOLUSD |
|---|---|---|
| Max Drawdown | -24.28% | -58.89% |
| Longest DD Days | 100.0 | 101.0 |
| Avg. Drawdown | -7.51% | -12.09% |
| Avg. Drawdown Days | 25.0 | 18.0 |
| Recovery Factor | 1.0 | -0.24 |
| Ulcer Index | 1.01 | 1.02 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-19 | 2025-03-18 | -24.28 | 57 |
| 2024-08-11 | 2024-11-19 | -21.58 | 100 |
| 2025-01-06 | 2025-01-18 | -12.03 | 11 |
| 2024-05-21 | 2024-07-20 | -10.56 | 60 |
| 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 |
| 2024-11-22 | 2025-01-06 | -2.35 | 45 |
| 2024-11-21 | 2024-11-22 | -0.33 | 0 |
| 2024-05-20 | 2024-05-20 | -0.27 | 0 |
| Metric | 3967441:solusd:triple_gx:kama35_25_20 | 3967441:SOLUSD |
|---|---|---|
| Best Day | 7.32% | 19.54% |
| Worst Day | -7.2% | -14.23% |
| Best Week | 17.55% | 21.25% |
| Worst Week | -11.05% | -17.1% |
| Best Month | 24.66% | 41.15% |
| Worst Month | -17.19% | -36.08% |
| Best Year | 37.47% | 30.93% |
| Worst Year | -9.56% | -34.58% |
| Avg. Up Day | 1.6% | 1.61% |
| Avg. Down Day | -1.34% | -1.36% |
| Avg. Up Week | 6.49% | 12.75% |
| Avg. Down Week | -8.34% | -10.78% |
| Avg. Up Month | 11.83% | 19.27% |
| Avg. Down Month | -8.28% | -22.94% |
| Win Days % | 47.37% | 49.23% |
| Win Month % | 55.56% | 54.55% |
| Win Week % | 60.87% | 47.83% |
| Win Quarter % | 50.0% | 75.0% |
| Win Year % | 50.0% | 50.0% |