| Metric | 3967455:solusd:triple_gx:kama100_25_20 | 3967455:SOLUSD |
|---|---|---|
| Time in Market | 31.0% | 100.0% |
| Cumulative Return | 693.1% | 30.36% |
| Max Drawdown | -43.54% | -93.44% |
| Sharpe | 0.71 | 0.3 |
| Sortino | 1.16 | 0.44 |
| Payoff Ratio | 1.18 | 1.15 |
| Profit Factor | 1.22 | 1.05 |
| Common Sense Ratio | 1.41 | 1.08 |
| CPC Index | 0.71 | 0.6 |
| Tail Ratio | 1.16 | 1.03 |
| Outlier Win Ratio | 18.08 | 3.63 |
| Outlier Loss Ratio | 3.39 | 3.17 |
| Volatility (ann.) | 28.87% | 51.65% |
| R^2 | 0.31 | 0.31 |
| Calmar | 2.14 | 0.09 |
| Skew | 2.67 | 0.45 |
| Kurtosis | 48.46 | 10.84 |
| Expected Daily % | 0.05% | 0.01% |
| Expected Monthly % | 5.45% | 0.68% |
| Expected Yearly % | 67.82% | 6.85% |
| Kelly Criterion | 7.02% | 6.87% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.43% | -4.4% |
| Expected Shortfall (cVaR) | -2.43% | -4.4% |
| Year | 3967455:SOLUSD | 3967455:solusd:triple_gx:kama100_25_20 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -89.48 | -18.73 | 0.21 | + |
| 2023 | 921.46 | 500.19 | 0.54 | - |
| 2024 | 85.41 | 87.84 | 1.03 | + |
| 2025 | -34.58 | -13.44 | 0.39 | + |
| Metric | 3967455:solusd:triple_gx:kama100_25_20 | 3967455:SOLUSD |
|---|---|---|
| MTD | 0.0% | -16.59% |
| 3M | -13.44% | -42.89% |
| 6M | 6.34% | -6.0% |
| YTD | -13.44% | -34.58% |
| 1Y | 6.82% | -38.76% |
| 3Y (ann.) | 101.7% | 12.0% |
| 5Y (ann.) | 93.28% | 8.8% |
| Metric | 3967455:solusd:triple_gx:kama100_25_20 | 3967455:SOLUSD |
|---|---|---|
| Max Drawdown | -43.54% | -93.44% |
| Longest DD Days | 232.0 | 703.0 |
| Avg. Drawdown | -7.63% | -13.93% |
| Avg. Drawdown Days | 20.0 | 45.0 |
| Recovery Factor | 15.92 | 0.32 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-07-19 | 2023-01-14 | -43.54 | 178 |
| 2024-07-29 | 2025-03-18 | -32.17 | 232 |
| 2023-12-25 | 2024-03-01 | -30.62 | 66 |
| 2023-07-15 | 2023-10-21 | -23.07 | 98 |
| 2022-02-07 | 2022-04-01 | -20.84 | 52 |
| 2024-03-18 | 2024-05-16 | -20.18 | 58 |
| 2022-04-03 | 2022-07-19 | -19.07 | 106 |
| 2023-01-14 | 2023-01-20 | -17.49 | 6 |
| 2023-12-09 | 2023-12-15 | -15.32 | 5 |
| 2023-11-12 | 2023-11-15 | -14.00 | 2 |
| Metric | 3967455:solusd:triple_gx:kama100_25_20 | 3967455:SOLUSD |
|---|---|---|
| Best Day | 30.09% | 30.09% |
| Worst Day | -11.78% | -26.94% |
| Best Week | 35.11% | 43.67% |
| Worst Week | -22.58% | -51.66% |
| Best Month | 63.46% | 140.02% |
| Worst Month | -19.78% | -56.44% |
| Best Year | 500.19% | 921.46% |
| Worst Year | -18.73% | -89.48% |
| Avg. Up Day | 2.07% | 2.08% |
| Avg. Down Day | -1.76% | -1.8% |
| Avg. Up Week | 11.95% | 17.8% |
| Avg. Down Week | -6.44% | -9.28% |
| Avg. Up Month | 25.29% | 40.07% |
| Avg. Down Month | -7.9% | -19.7% |
| Win Days % | 49.71% | 50.15% |
| Win Month % | 54.55% | 51.28% |
| Win Week % | 54.12% | 45.83% |
| Win Quarter % | 61.54% | 53.85% |
| Win Year % | 50.0% | 50.0% |