| Metric | 5000677:solusd:double_slow_high_gx:kama110_95 | 5000677:SOLUSD |
|---|---|---|
| Time in Market | 35.0% | 100.0% |
| Cumulative Return | -11.41% | -5.55% |
| Max Drawdown | -24.28% | -61.75% |
| Sharpe | 0.03 | 0.38 |
| Sortino | 0.05 | 0.56 |
| Payoff Ratio | 1.11 | 1.28 |
| Profit Factor | 1.01 | 1.06 |
| Common Sense Ratio | 1.02 | 1.13 |
| CPC Index | 0.5 | 0.66 |
| Tail Ratio | 1.01 | 1.07 |
| Outlier Win Ratio | 16.23 | 2.95 |
| Outlier Loss Ratio | 3.31 | 2.82 |
| Volatility (ann.) | 43.37% | 84.83% |
| R^2 | 0.26 | 0.26 |
| Calmar | -0.31 | -0.06 |
| Skew | 0.91 | 0.15 |
| Kurtosis | 11.09 | 2.91 |
| Expected Daily % | -0.02% | -0.01% |
| Expected Monthly % | -0.64% | -0.3% |
| Expected Yearly % | -5.88% | -2.82% |
| Kelly Criterion | -5.32% | 8.43% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -3.73% | -7.22% |
| Expected Shortfall (cVaR) | -3.73% | -7.22% |
| Year | 5000677:SOLUSD | 5000677:solusd:double_slow_high_gx:kama110_95 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 26.52 | -17.19 | -0.65 | - |
| 2025 | -25.35 | 6.99 | -0.28 | + |
| Metric | 5000677:solusd:double_slow_high_gx:kama110_95 | 5000677:SOLUSD |
|---|---|---|
| MTD | 0.0% | -24.32% |
| 3M | -9.8% | -24.59% |
| 6M | -15.8% | -16.15% |
| YTD | 6.99% | -25.35% |
| 1Y | -1.88% | -36.41% |
| 3Y (ann.) | -7.59% | -3.65% |
| 5Y (ann.) | -7.59% | -3.65% |
| Metric | 5000677:solusd:double_slow_high_gx:kama110_95 | 5000677:SOLUSD |
|---|---|---|
| Max Drawdown | -24.28% | -61.75% |
| Longest DD Days | 173.0 | 301.0 |
| Avg. Drawdown | -15.42% | -18.91% |
| Avg. Drawdown Days | 76.0 | 54.0 |
| Recovery Factor | -0.47 | -0.09 |
| Ulcer Index | 1.83 | 1.03 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-07-24 | 2025-11-17 | -24.28 | 116 |
| 2024-07-30 | 2025-01-19 | -23.37 | 173 |
| 2025-01-20 | 2025-05-10 | -19.95 | 110 |
| 2025-05-15 | 2025-07-23 | -19.23 | 69 |
| 2024-05-22 | 2024-07-22 | -17.34 | 61 |
| 2025-05-12 | 2025-05-14 | -3.62 | 2 |
| 2024-07-28 | 2024-07-29 | -0.18 | 1 |
| Metric | 5000677:solusd:double_slow_high_gx:kama110_95 | 5000677:SOLUSD |
|---|---|---|
| Best Day | 17.78% | 20.8% |
| Worst Day | -10.16% | -18.74% |
| Best Week | 22.94% | 25.06% |
| Worst Week | -11.38% | -26.95% |
| Best Month | 20.26% | 39.21% |
| Worst Month | -12.16% | -46.12% |
| Best Year | 6.99% | 26.52% |
| Worst Year | -17.19% | -25.35% |
| Avg. Up Day | 3.34% | 3.82% |
| Avg. Down Day | -3.01% | -2.98% |
| Avg. Up Week | 8.38% | 14.04% |
| Avg. Down Week | -6.42% | -7.28% |
| Avg. Up Month | 8.86% | 22.74% |
| Avg. Down Month | -6.09% | -15.48% |
| Win Days % | 44.56% | 48.57% |
| Win Month % | 37.5% | 57.89% |
| Win Week % | 40.0% | 50.0% |
| Win Quarter % | 57.14% | 57.14% |
| Win Year % | 50.0% | 50.0% |