| Metric | 5000677:solusd:double_slow_high_gx:kama110_95 | 5000677:SOLUSD |
|---|---|---|
| Time in Market | 31.0% | 100.0% |
| Cumulative Return | -11.41% | -4.19% |
| Max Drawdown | -26.12% | -64.93% |
| Sharpe | 0.0 | 0.19 |
| Sortino | 0.01 | 0.28 |
| Payoff Ratio | 1.05 | 1.05 |
| Profit Factor | 1.0 | 1.03 |
| Common Sense Ratio | 0.98 | 1.04 |
| CPC Index | 0.49 | 0.54 |
| Tail Ratio | 0.97 | 1.02 |
| Outlier Win Ratio | 18.01 | 3.0 |
| Outlier Loss Ratio | 3.56 | 3.14 |
| Volatility (ann.) | 20.33% | 41.79% |
| R^2 | 0.23 | 0.23 |
| Calmar | -0.29 | -0.04 |
| Skew | 0.22 | 0.53 |
| Kurtosis | 11.79 | 7.67 |
| Expected Daily % | -0.01% | -0.0% |
| Expected Monthly % | -0.64% | -0.22% |
| Expected Yearly % | -5.88% | -2.12% |
| Kelly Criterion | -4.21% | 1.84% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.75% | -3.58% |
| Expected Shortfall (cVaR) | -1.75% | -3.58% |
| Year | 5000677:SOLUSD | 5000677:solusd:double_slow_high_gx:kama110_95 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 28.75 | -17.19 | -0.60 | - |
| 2025 | -25.58 | 6.99 | -0.27 | + |
| Metric | 5000677:solusd:double_slow_high_gx:kama110_95 | 5000677:SOLUSD |
|---|---|---|
| MTD | 0.0% | -24.91% |
| 3M | -11.4% | -25.93% |
| 6M | -15.8% | -15.36% |
| YTD | 6.99% | -25.58% |
| 1Y | -1.88% | -34.89% |
| 3Y (ann.) | -7.59% | -2.75% |
| 5Y (ann.) | -7.59% | -2.75% |
| Metric | 5000677:solusd:double_slow_high_gx:kama110_95 | 5000677:SOLUSD |
|---|---|---|
| Max Drawdown | -26.12% | -64.93% |
| Longest DD Days | 173.0 | 301.0 |
| Avg. Drawdown | -19.09% | -11.2% |
| Avg. Drawdown Days | 90.0 | 29.0 |
| Recovery Factor | -0.44 | -0.06 |
| Ulcer Index | inf | 1.02 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-07-23 | 2025-11-17 | -26.12 | 117 |
| 2025-01-19 | 2025-05-13 | -25.54 | 114 |
| 2024-07-29 | 2025-01-19 | -23.37 | 173 |
| 2025-05-14 | 2025-07-22 | -19.85 | 69 |
| 2024-05-21 | 2024-07-29 | -19.49 | 69 |
| 2024-05-20 | 2024-05-20 | -0.18 | 0 |
| Metric | 5000677:solusd:double_slow_high_gx:kama110_95 | 5000677:SOLUSD |
|---|---|---|
| Best Day | 7.32% | 19.54% |
| Worst Day | -7.2% | -14.23% |
| Best Week | 17.19% | 21.25% |
| Worst Week | -10.12% | -18.95% |
| Best Month | 13.67% | 41.15% |
| Worst Month | -12.52% | -36.08% |
| Best Year | 6.99% | 28.75% |
| Worst Year | -17.19% | -25.58% |
| Avg. Up Day | 1.52% | 1.52% |
| Avg. Down Day | -1.45% | -1.44% |
| Avg. Up Week | 8.21% | 13.71% |
| Avg. Down Week | -5.67% | -6.87% |
| Avg. Up Month | 8.51% | 19.14% |
| Avg. Down Month | -4.59% | -15.92% |
| Win Days % | 46.74% | 49.67% |
| Win Month % | 37.5% | 57.89% |
| Win Week % | 36.84% | 50.0% |
| Win Quarter % | 57.14% | 57.14% |
| Win Year % | 50.0% | 50.0% |