| Metric | 3967471:solusd:triple_gx:kama180_25_20 | 3967471:SOLUSD |
|---|---|---|
| Time in Market | 23.0% | 100.0% |
| Cumulative Return | 15.57% | -14.35% |
| Max Drawdown | -32.17% | -58.89% |
| Sharpe | 0.32 | 0.12 |
| Sortino | 0.48 | 0.17 |
| Payoff Ratio | 1.11 | 1.06 |
| Profit Factor | 1.11 | 1.02 |
| Common Sense Ratio | 1.18 | 1.03 |
| CPC Index | 0.6 | 0.53 |
| Tail Ratio | 1.07 | 1.01 |
| Outlier Win Ratio | 25.32 | 2.94 |
| Outlier Loss Ratio | 3.49 | 2.99 |
| Volatility (ann.) | 18.53% | 44.52% |
| R^2 | 0.17 | 0.17 |
| Calmar | 0.58 | -0.29 |
| Skew | 0.36 | 0.62 |
| Kurtosis | 20.08 | 8.39 |
| Expected Daily % | 0.01% | -0.01% |
| Expected Monthly % | 1.32% | -1.4% |
| Expected Yearly % | 7.5% | -7.45% |
| Kelly Criterion | 2.11% | 1.21% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.58% | -3.82% |
| Expected Shortfall (cVaR) | -1.58% | -3.82% |
| Year | 3967471:SOLUSD | 3967471:solusd:triple_gx:kama180_25_20 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 30.93 | 18.76 | 0.61 | - |
| 2025 | -34.58 | -2.69 | 0.08 | + |
| Metric | 3967471:solusd:triple_gx:kama180_25_20 | 3967471:SOLUSD |
|---|---|---|
| MTD | 0.0% | -16.59% |
| 3M | -2.69% | -42.89% |
| 6M | 20.18% | -6.0% |
| YTD | -2.69% | -34.58% |
| 1Y | 15.57% | -14.35% |
| 3Y (ann.) | 18.77% | -16.82% |
| 5Y (ann.) | 18.77% | -16.82% |
| Metric | 3967471:solusd:triple_gx:kama180_25_20 | 3967471:SOLUSD |
|---|---|---|
| Max Drawdown | -32.17% | -58.89% |
| Longest DD Days | 173.0 | 101.0 |
| Avg. Drawdown | -8.07% | -12.09% |
| Avg. Drawdown Days | 33.0 | 18.0 |
| Recovery Factor | 0.48 | -0.24 |
| Ulcer Index | inf | 1.02 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-07-29 | 2025-01-18 | -32.17 | 173 |
| 2025-01-19 | 2025-03-18 | -21.03 | 57 |
| 2024-05-21 | 2024-07-20 | -9.36 | 60 |
| 2024-07-22 | 2024-07-24 | -3.50 | 1 |
| 2024-07-24 | 2024-07-26 | -3.32 | 1 |
| 2024-05-18 | 2024-05-20 | -2.65 | 1 |
| 2024-05-20 | 2024-05-20 | -0.27 | 0 |
| 2024-05-17 | 2024-05-17 | -0.18 | 0 |
| 2024-07-28 | 2024-07-28 | -0.18 | 0 |
| Metric | 3967471:solusd:triple_gx:kama180_25_20 | 3967471:SOLUSD |
|---|---|---|
| Best Day | 7.32% | 19.54% |
| Worst Day | -7.2% | -14.23% |
| Best Week | 9.56% | 21.25% |
| Worst Week | -12.57% | -17.1% |
| Best Month | 26.77% | 41.15% |
| Worst Month | -13.77% | -36.08% |
| Best Year | 18.76% | 30.93% |
| Worst Year | -2.69% | -34.58% |
| Avg. Up Day | 1.58% | 1.59% |
| Avg. Down Day | -1.42% | -1.5% |
| Avg. Up Week | 5.41% | 12.44% |
| Avg. Down Week | -6.57% | -12.26% |
| Avg. Up Month | 13.79% | 24.4% |
| Avg. Down Month | -5.86% | -22.94% |
| Win Days % | 48.53% | 49.23% |
| Win Month % | 33.33% | 54.55% |
| Win Week % | 63.16% | 47.83% |
| Win Quarter % | 50.0% | 75.0% |
| Win Year % | 50.0% | 50.0% |