| Metric | 3967462:solusd:triple_gx:kama135_25_20 | 3967462:SOLUSD |
|---|---|---|
| Time in Market | 31.0% | 100.0% |
| Cumulative Return | 837.24% | 26.07% |
| Max Drawdown | -47.69% | -93.44% |
| Sharpe | 0.76 | 0.29 |
| Sortino | 1.25 | 0.43 |
| Payoff Ratio | 1.19 | 1.17 |
| Profit Factor | 1.24 | 1.05 |
| Common Sense Ratio | 1.48 | 1.08 |
| CPC Index | 0.74 | 0.61 |
| Tail Ratio | 1.19 | 1.03 |
| Outlier Win Ratio | 18.12 | 3.67 |
| Outlier Loss Ratio | 3.42 | 3.2 |
| Volatility (ann.) | 29.02% | 51.6% |
| R^2 | 0.32 | 0.32 |
| Calmar | 2.2 | 0.08 |
| Skew | 2.71 | 0.46 |
| Kurtosis | 48.23 | 10.96 |
| Expected Daily % | 0.05% | 0.01% |
| Expected Monthly % | 6.07% | 0.61% |
| Expected Yearly % | 74.97% | 5.96% |
| Kelly Criterion | 7.93% | 7.41% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.44% | -4.4% |
| Expected Shortfall (cVaR) | -2.44% | -4.4% |
| Year | 3967462:SOLUSD | 3967462:solusd:triple_gx:kama135_25_20 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -89.82 | -28.27 | 0.31 | + |
| 2023 | 921.46 | 600.21 | 0.65 | - |
| 2024 | 85.41 | 104.36 | 1.22 | + |
| 2025 | -34.58 | -8.69 | 0.25 | + |
| Metric | 3967462:solusd:triple_gx:kama135_25_20 | 3967462:SOLUSD |
|---|---|---|
| MTD | 0.0% | -16.59% |
| 3M | -8.69% | -42.89% |
| 6M | 12.76% | -6.0% |
| YTD | -8.69% | -34.58% |
| 1Y | 22.59% | -38.76% |
| 3Y (ann.) | 113.65% | 12.0% |
| 5Y (ann.) | 104.98% | 7.71% |
| Metric | 3967462:solusd:triple_gx:kama135_25_20 | 3967462:SOLUSD |
|---|---|---|
| Max Drawdown | -47.69% | -93.44% |
| Longest DD Days | 322.0 | 703.0 |
| Avg. Drawdown | -7.56% | -13.56% |
| Avg. Drawdown Days | 21.0 | 47.0 |
| Recovery Factor | 17.56 | 0.28 |
| Ulcer Index | 1.0 | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-04-03 | 2023-02-20 | -47.69 | 322 |
| 2023-12-25 | 2024-03-01 | -30.62 | 66 |
| 2022-02-07 | 2022-04-01 | -25.99 | 52 |
| 2023-07-15 | 2023-10-21 | -22.80 | 98 |
| 2024-07-29 | 2024-11-18 | -22.42 | 111 |
| 2025-01-19 | 2025-03-18 | -21.03 | 57 |
| 2024-03-18 | 2024-05-18 | -20.18 | 60 |
| 2023-12-09 | 2023-12-15 | -15.32 | 5 |
| 2023-11-12 | 2023-11-15 | -14.00 | 2 |
| 2023-02-20 | 2023-07-07 | -13.17 | 137 |
| Metric | 3967462:solusd:triple_gx:kama135_25_20 | 3967462:SOLUSD |
|---|---|---|
| Best Day | 30.09% | 30.09% |
| Worst Day | -11.78% | -26.94% |
| Best Week | 43.67% | 43.67% |
| Worst Week | -22.58% | -51.66% |
| Best Month | 70.08% | 140.02% |
| Worst Month | -19.78% | -56.44% |
| Best Year | 600.21% | 921.46% |
| Worst Year | -28.27% | -89.82% |
| Avg. Up Day | 2.08% | 2.08% |
| Avg. Down Day | -1.74% | -1.78% |
| Avg. Up Week | 11.59% | 16.95% |
| Avg. Down Week | -6.48% | -9.24% |
| Avg. Up Month | 29.27% | 45.41% |
| Avg. Down Month | -7.2% | -19.17% |
| Win Days % | 49.96% | 50.12% |
| Win Month % | 50.0% | 50.0% |
| Win Week % | 56.47% | 46.11% |
| Win Quarter % | 69.23% | 53.85% |
| Win Year % | 50.0% | 50.0% |