| Metric | 3967468:solusd:triple_gx:kama170_25_20 | 3967468:SOLUSD |
|---|---|---|
| Time in Market | 28.0% | 100.0% |
| Cumulative Return | 680.01% | 28.48% |
| Max Drawdown | -44.65% | -93.44% |
| Sharpe | 0.73 | 0.3 |
| Sortino | 1.22 | 0.44 |
| Payoff Ratio | 1.2 | 1.18 |
| Profit Factor | 1.24 | 1.05 |
| Common Sense Ratio | 1.44 | 1.08 |
| CPC Index | 0.74 | 0.62 |
| Tail Ratio | 1.17 | 1.03 |
| Outlier Win Ratio | 19.65 | 3.66 |
| Outlier Loss Ratio | 3.33 | 3.15 |
| Volatility (ann.) | 28.18% | 51.6% |
| R^2 | 0.3 | 0.3 |
| Calmar | 2.11 | 0.09 |
| Skew | 3.11 | 0.47 |
| Kurtosis | 53.66 | 11.04 |
| Expected Daily % | 0.05% | 0.01% |
| Expected Monthly % | 5.55% | 0.66% |
| Expected Yearly % | 67.12% | 6.47% |
| Kelly Criterion | 7.74% | 7.75% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.37% | -4.4% |
| Expected Shortfall (cVaR) | -2.37% | -4.4% |
| Year | 3967468:SOLUSD | 3967468:solusd:triple_gx:kama170_25_20 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -89.63 | -22.70 | 0.25 | + |
| 2023 | 921.46 | 539.98 | 0.59 | - |
| 2024 | 85.41 | 81.64 | 0.96 | - |
| 2025 | -34.58 | -13.19 | 0.38 | + |
| Metric | 3967468:solusd:triple_gx:kama170_25_20 | 3967468:SOLUSD |
|---|---|---|
| MTD | 0.0% | -16.59% |
| 3M | -13.19% | -42.89% |
| 6M | 7.2% | -6.0% |
| YTD | -13.19% | -34.58% |
| 1Y | 2.54% | -38.76% |
| 3Y (ann.) | 98.2% | 12.0% |
| 5Y (ann.) | 94.16% | 8.43% |
| Metric | 3967468:solusd:triple_gx:kama170_25_20 | 3967468:SOLUSD |
|---|---|---|
| Max Drawdown | -44.65% | -93.44% |
| Longest DD Days | 185.0 | 703.0 |
| Avg. Drawdown | -8.19% | -12.58% |
| Avg. Drawdown Days | 21.0 | 43.0 |
| Recovery Factor | 15.23 | 0.3 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-07-19 | 2023-01-20 | -44.65 | 185 |
| 2023-12-25 | 2024-03-01 | -29.91 | 66 |
| 2024-07-29 | 2024-11-22 | -28.49 | 115 |
| 2023-07-15 | 2023-10-23 | -22.94 | 100 |
| 2023-01-29 | 2023-07-07 | -22.28 | 158 |
| 2025-01-19 | 2025-03-18 | -21.03 | 57 |
| 2024-03-18 | 2024-05-20 | -20.18 | 63 |
| 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 | 3967468:solusd:triple_gx:kama170_25_20 | 3967468:SOLUSD |
|---|---|---|
| Best Day | 30.09% | 30.09% |
| Worst Day | -9.62% | -26.94% |
| Best Week | 43.67% | 43.67% |
| Worst Week | -17.16% | -51.66% |
| Best Month | 70.08% | 140.02% |
| Worst Month | -13.1% | -56.44% |
| Best Year | 539.98% | 921.46% |
| Worst Year | -22.7% | -89.63% |
| Avg. Up Day | 2.12% | 2.13% |
| Avg. Down Day | -1.76% | -1.81% |
| Avg. Up Week | 10.91% | 17.25% |
| Avg. Down Week | -6.7% | -10.33% |
| Avg. Up Month | 30.64% | 48.51% |
| Avg. Down Month | -5.71% | -21.31% |
| Win Days % | 49.6% | 50.16% |
| Win Month % | 45.16% | 50.0% |
| Win Week % | 58.02% | 46.06% |
| Win Quarter % | 61.54% | 53.85% |
| Win Year % | 50.0% | 50.0% |