| Metric | 3967457:solusd:triple_gx:kama110_25_20 | 3967457:SOLUSD |
|---|---|---|
| Time in Market | 30.0% | 100.0% |
| Cumulative Return | 699.0% | 39.26% |
| Max Drawdown | -51.54% | -93.44% |
| Sharpe | 0.72 | 0.31 |
| Sortino | 1.18 | 0.46 |
| Payoff Ratio | 1.18 | 1.16 |
| Profit Factor | 1.22 | 1.05 |
| Common Sense Ratio | 1.45 | 1.08 |
| CPC Index | 0.72 | 0.61 |
| Tail Ratio | 1.19 | 1.03 |
| Outlier Win Ratio | 18.51 | 3.63 |
| Outlier Loss Ratio | 3.32 | 3.16 |
| Volatility (ann.) | 28.7% | 51.62% |
| R^2 | 0.31 | 0.31 |
| Calmar | 1.82 | 0.12 |
| Skew | 2.73 | 0.46 |
| Kurtosis | 49.59 | 10.89 |
| Expected Daily % | 0.05% | 0.01% |
| Expected Monthly % | 5.47% | 0.85% |
| Expected Yearly % | 68.13% | 8.63% |
| Kelly Criterion | 7.49% | 7.23% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.41% | -4.4% |
| Expected Shortfall (cVaR) | -2.41% | -4.4% |
| Year | 3967457:SOLUSD | 3967457:solusd:triple_gx:kama110_25_20 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -88.76 | -22.54 | 0.25 | + |
| 2023 | 921.46 | 505.99 | 0.55 | - |
| 2024 | 85.41 | 86.19 | 1.01 | + |
| 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 | 11.83% | -38.76% |
| 3Y (ann.) | 94.62% | 12.0% |
| 5Y (ann.) | 93.96% | 11.13% |
| Metric | 3967457:solusd:triple_gx:kama110_25_20 | 3967457:SOLUSD |
|---|---|---|
| Max Drawdown | -51.54% | -93.44% |
| Longest DD Days | 466.0 | 703.0 |
| Avg. Drawdown | -7.99% | -13.33% |
| Avg. Drawdown Days | 22.0 | 43.0 |
| Recovery Factor | 13.56 | 0.42 |
| Ulcer Index | 1.0 | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-04-03 | 2023-07-13 | -51.54 | 466 |
| 2024-07-29 | 2025-01-19 | -33.12 | 174 |
| 2023-12-25 | 2024-03-01 | -30.62 | 66 |
| 2023-07-15 | 2023-10-21 | -22.95 | 98 |
| 2022-02-07 | 2022-03-31 | -22.41 | 51 |
| 2025-01-19 | 2025-03-18 | -21.03 | 57 |
| 2024-03-18 | 2024-05-16 | -20.18 | 58 |
| 2023-12-09 | 2023-12-15 | -15.32 | 5 |
| 2023-11-12 | 2023-11-15 | -14.00 | 2 |
| 2023-12-15 | 2023-12-20 | -12.86 | 5 |
| Metric | 3967457:solusd:triple_gx:kama110_25_20 | 3967457: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 | 65.26% | 140.02% |
| Worst Month | -19.78% | -56.44% |
| Best Year | 505.99% | 921.46% |
| Worst Year | -22.54% | -88.76% |
| Avg. Up Day | 2.1% | 2.1% |
| Avg. Down Day | -1.77% | -1.81% |
| Avg. Up Week | 11.29% | 16.82% |
| Avg. Down Week | -7.03% | -9.56% |
| Avg. Up Month | 27.7% | 43.04% |
| Avg. Down Month | -7.13% | -18.76% |
| Win Days % | 49.85% | 50.15% |
| Win Month % | 48.48% | 51.28% |
| Win Week % | 57.14% | 46.43% |
| Win Quarter % | 53.85% | 53.85% |
| Win Year % | 50.0% | 50.0% |