| Metric | 3967457:solusd:triple_gx:kama110_25_20 | 3967457:SOLUSD |
|---|---|---|
| Time in Market | 25.0% | 100.0% |
| Cumulative Return | 22.9% | -14.35% |
| Max Drawdown | -33.12% | -58.89% |
| Sharpe | 0.41 | 0.12 |
| Sortino | 0.61 | 0.17 |
| Payoff Ratio | 1.17 | 1.12 |
| Profit Factor | 1.13 | 1.02 |
| Common Sense Ratio | 1.16 | 1.03 |
| CPC Index | 0.63 | 0.56 |
| Tail Ratio | 1.02 | 1.01 |
| Outlier Win Ratio | 22.73 | 3.03 |
| Outlier Loss Ratio | 3.54 | 3.0 |
| Volatility (ann.) | 19.71% | 44.52% |
| R^2 | 0.2 | 0.2 |
| Calmar | 0.84 | -0.29 |
| Skew | 0.6 | 0.62 |
| Kurtosis | 17.55 | 8.39 |
| Expected Daily % | 0.02% | -0.01% |
| Expected Monthly % | 1.89% | -1.4% |
| Expected Yearly % | 10.86% | -7.45% |
| Kelly Criterion | 3.28% | 3.94% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.67% | -3.82% |
| Expected Shortfall (cVaR) | -1.67% | -3.82% |
| Year | 3967457:SOLUSD | 3967457:solusd:triple_gx:kama110_25_20 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 30.93 | 34.43 | 1.11 | + |
| 2025 | -34.58 | -8.58 | 0.25 | + |
| Metric | 3967457:solusd:triple_gx:kama110_25_20 | 3967457:SOLUSD |
|---|---|---|
| MTD | 0.0% | -16.59% |
| 3M | -8.58% | -42.89% |
| 6M | 11.9% | -6.0% |
| YTD | -8.58% | -34.58% |
| 1Y | 22.9% | -14.35% |
| 3Y (ann.) | 27.78% | -16.82% |
| 5Y (ann.) | 27.78% | -16.82% |
| Metric | 3967457:solusd:triple_gx:kama110_25_20 | 3967457:SOLUSD |
|---|---|---|
| Max Drawdown | -33.12% | -58.89% |
| Longest DD Days | 174.0 | 101.0 |
| Avg. Drawdown | -7.74% | -12.09% |
| Avg. Drawdown Days | 29.0 | 18.0 |
| Recovery Factor | 0.69 | -0.24 |
| Ulcer Index | 1.01 | 1.02 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-07-29 | 2025-01-19 | -33.12 | 174 |
| 2025-01-19 | 2025-03-18 | -21.03 | 57 |
| 2024-05-21 | 2024-07-20 | -10.56 | 60 |
| 2024-07-22 | 2024-07-24 | -3.50 | 1 |
| 2024-07-24 | 2024-07-26 | -3.32 | 1 |
| 2024-05-16 | 2024-05-17 | -2.79 | 0 |
| 2024-05-18 | 2024-05-20 | -2.65 | 1 |
| 2024-05-20 | 2024-05-20 | -0.27 | 0 |
| 2024-07-28 | 2024-07-28 | -0.18 | 0 |
| 2024-05-17 | 2024-05-17 | -0.04 | 0 |
| Metric | 3967457:solusd:triple_gx:kama110_25_20 | 3967457:SOLUSD |
|---|---|---|
| Best Day | 7.32% | 19.54% |
| Worst Day | -7.2% | -14.23% |
| Best Week | 17.55% | 21.25% |
| Worst Week | -13.01% | -17.1% |
| Best Month | 26.77% | 41.15% |
| Worst Month | -14.21% | -36.08% |
| Best Year | 34.43% | 30.93% |
| Worst Year | -8.58% | -34.58% |
| Avg. Up Day | 1.64% | 1.65% |
| Avg. Down Day | -1.4% | -1.47% |
| Avg. Up Week | 7.43% | 12.44% |
| Avg. Down Week | -7.28% | -12.49% |
| Avg. Up Month | 19.06% | 24.4% |
| Avg. Down Month | -6.01% | -22.94% |
| Win Days % | 47.83% | 49.23% |
| Win Month % | 33.33% | 54.55% |
| Win Week % | 60.0% | 47.83% |
| Win Quarter % | 50.0% | 75.0% |
| Win Year % | 50.0% | 50.0% |