| Metric | 3967444:solusd:triple_gx:kama45_25_20 | 3967444:SOLUSD |
|---|---|---|
| Time in Market | 35.0% | 100.0% |
| Cumulative Return | 852.76% | -11.98% |
| Max Drawdown | -37.81% | -93.98% |
| Sharpe | 0.75 | 0.24 |
| Sortino | 1.24 | 0.35 |
| Payoff Ratio | 1.2 | 1.17 |
| Profit Factor | 1.22 | 1.04 |
| Common Sense Ratio | 1.36 | 1.06 |
| CPC Index | 0.72 | 0.61 |
| Tail Ratio | 1.12 | 1.02 |
| Outlier Win Ratio | 16.81 | 3.65 |
| Outlier Loss Ratio | 3.66 | 3.2 |
| Volatility (ann.) | 29.06% | 51.9% |
| R^2 | 0.31 | 0.31 |
| Calmar | 2.73 | -0.04 |
| Skew | 2.71 | 0.41 |
| Kurtosis | 45.84 | 10.58 |
| Expected Daily % | 0.05% | -0.0% |
| Expected Monthly % | 5.95% | -0.33% |
| Expected Yearly % | 75.69% | -3.14% |
| Kelly Criterion | 7.27% | 7.5% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.44% | -4.43% |
| Expected Shortfall (cVaR) | -2.44% | -4.43% |
| Year | 3967444:SOLUSD | 3967444:solusd:triple_gx:kama45_25_20 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -92.90 | -19.35 | 0.21 | + |
| 2023 | 921.46 | 632.03 | 0.69 | - |
| 2024 | 85.41 | 75.28 | 0.88 | - |
| 2025 | -34.58 | -7.93 | 0.23 | + |
| Metric | 3967444:solusd:triple_gx:kama45_25_20 | 3967444:SOLUSD |
|---|---|---|
| MTD | 0.0% | -16.59% |
| 3M | -7.93% | -42.89% |
| 6M | 19.38% | -6.0% |
| YTD | -7.93% | -34.58% |
| 1Y | 10.56% | -38.76% |
| 3Y (ann.) | 118.79% | 12.0% |
| 5Y (ann.) | 103.13% | -3.93% |
| Metric | 3967444:solusd:triple_gx:kama45_25_20 | 3967444:SOLUSD |
|---|---|---|
| Max Drawdown | -37.81% | -93.98% |
| Longest DD Days | 178.0 | 789.0 |
| Avg. Drawdown | -7.91% | -19.08% |
| Avg. Drawdown Days | 19.0 | 82.0 |
| Recovery Factor | 22.55 | -0.13 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-07-19 | 2023-01-14 | -37.81 | 178 |
| 2023-12-25 | 2024-03-07 | -26.83 | 72 |
| 2024-03-18 | 2024-05-20 | -24.06 | 63 |
| 2022-02-07 | 2022-03-31 | -22.46 | 51 |
| 2024-08-24 | 2024-11-19 | -21.66 | 86 |
| 2025-01-19 | 2025-03-18 | -21.03 | 57 |
| 2023-02-20 | 2023-07-07 | -19.75 | 137 |
| 2022-04-03 | 2022-07-19 | -19.07 | 107 |
| 2023-01-14 | 2023-01-20 | -17.49 | 6 |
| 2023-07-15 | 2023-10-20 | -17.03 | 97 |
| Metric | 3967444:solusd:triple_gx:kama45_25_20 | 3967444:SOLUSD |
|---|---|---|
| Best Day | 30.09% | 30.09% |
| Worst Day | -9.62% | -26.94% |
| Best Week | 35.11% | 43.67% |
| Worst Week | -16.18% | -51.66% |
| Best Month | 80.34% | 140.02% |
| Worst Month | -13.47% | -56.44% |
| Best Year | 632.03% | 921.46% |
| Worst Year | -19.35% | -92.9% |
| Avg. Up Day | 1.97% | 1.98% |
| Avg. Down Day | -1.65% | -1.69% |
| Avg. Up Week | 10.98% | 17.56% |
| Avg. Down Week | -6.19% | -7.35% |
| Avg. Up Month | 28.76% | 42.9% |
| Avg. Down Month | -9.06% | -18.24% |
| Win Days % | 49.49% | 50.12% |
| Win Month % | 58.82% | 48.72% |
| Win Week % | 55.1% | 45.88% |
| Win Quarter % | 61.54% | 46.15% |
| Win Year % | 50.0% | 50.0% |