| Metric | 3967456:solusd:triple_gx:kama105_25_20 | 3967456:SOLUSD |
|---|---|---|
| Time in Market | 31.0% | 100.0% |
| Cumulative Return | 765.59% | 39.59% |
| Max Drawdown | -48.91% | -93.44% |
| Sharpe | 0.73 | 0.31 |
| Sortino | 1.2 | 0.46 |
| Payoff Ratio | 1.18 | 1.15 |
| Profit Factor | 1.23 | 1.05 |
| Common Sense Ratio | 1.43 | 1.08 |
| CPC Index | 0.72 | 0.61 |
| Tail Ratio | 1.16 | 1.03 |
| Outlier Win Ratio | 18.05 | 3.66 |
| Outlier Loss Ratio | 3.37 | 3.18 |
| Volatility (ann.) | 29.03% | 51.63% |
| R^2 | 0.32 | 0.32 |
| Calmar | 2.02 | 0.12 |
| Skew | 2.65 | 0.46 |
| Kurtosis | 47.5 | 10.87 |
| Expected Daily % | 0.05% | 0.01% |
| Expected Monthly % | 5.69% | 0.86% |
| Expected Yearly % | 71.53% | 8.7% |
| Kelly Criterion | 7.46% | 6.87% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.44% | -4.4% |
| Expected Shortfall (cVaR) | -2.44% | -4.4% |
| Year | 3967456:SOLUSD | 3967456:solusd:triple_gx:kama105_25_20 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -88.73 | -18.76 | 0.21 | + |
| 2023 | 921.46 | 520.45 | 0.56 | - |
| 2024 | 85.41 | 87.84 | 1.03 | + |
| 2025 | -34.58 | -8.58 | 0.25 | + |
| Metric | 3967456:solusd:triple_gx:kama105_25_20 | 3967456:SOLUSD |
|---|---|---|
| MTD | 0.0% | -16.59% |
| 3M | -8.58% | -42.89% |
| 6M | 12.31% | -6.0% |
| YTD | -8.58% | -34.58% |
| 1Y | 12.82% | -38.76% |
| 3Y (ann.) | 101.9% | 12.0% |
| 5Y (ann.) | 98.85% | 11.21% |
| Metric | 3967456:solusd:triple_gx:kama105_25_20 | 3967456:SOLUSD |
|---|---|---|
| Max Drawdown | -48.91% | -93.44% |
| Longest DD Days | 356.0 | 703.0 |
| Avg. Drawdown | -7.7% | -12.61% |
| Avg. Drawdown Days | 20.0 | 40.0 |
| Recovery Factor | 15.65 | 0.42 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-07-19 | 2023-07-11 | -48.91 | 356 |
| 2024-07-29 | 2025-01-19 | -32.17 | 174 |
| 2023-12-25 | 2024-03-01 | -30.62 | 66 |
| 2022-02-07 | 2022-03-31 | -22.41 | 51 |
| 2023-07-15 | 2023-10-21 | -22.30 | 98 |
| 2025-01-19 | 2025-03-18 | -21.03 | 57 |
| 2024-03-18 | 2024-05-16 | -20.18 | 58 |
| 2022-04-03 | 2022-07-19 | -19.07 | 106 |
| 2023-12-09 | 2023-12-15 | -15.32 | 5 |
| 2023-11-12 | 2023-11-15 | -14.00 | 2 |
| Metric | 3967456:solusd:triple_gx:kama105_25_20 | 3967456: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 | 64.19% | 140.02% |
| Worst Month | -19.78% | -56.44% |
| Best Year | 520.45% | 921.46% |
| Worst Year | -18.76% | -88.73% |
| Avg. Up Day | 2.08% | 2.09% |
| Avg. Down Day | -1.76% | -1.81% |
| Avg. Up Week | 11.79% | 17.38% |
| Avg. Down Week | -6.43% | -9.55% |
| Avg. Up Month | 27.37% | 43.06% |
| Avg. Down Month | -8.12% | -19.7% |
| Win Days % | 49.89% | 50.14% |
| Win Month % | 51.52% | 51.28% |
| Win Week % | 54.12% | 46.43% |
| Win Quarter % | 69.23% | 53.85% |
| Win Year % | 50.0% | 50.0% |