| Metric | 5000677:solusd:double_slow_high_gx:kama110_95 | 5000677:SOLUSD |
|---|---|---|
| Time in Market | 26.0% | 100.0% |
| Cumulative Return | 498.43% | 58.42% |
| Max Drawdown | -41.31% | -93.44% |
| Sharpe | 0.59 | 0.31 |
| Sortino | 1.0 | 0.45 |
| Payoff Ratio | 1.19 | 1.19 |
| Profit Factor | 1.2 | 1.05 |
| Common Sense Ratio | 1.28 | 1.05 |
| CPC Index | 0.68 | 0.63 |
| Tail Ratio | 1.07 | 1.0 |
| Outlier Win Ratio | 22.09 | 3.49 |
| Outlier Loss Ratio | 3.44 | 3.04 |
| Volatility (ann.) | 24.94% | 49.52% |
| R^2 | 0.25 | 0.25 |
| Calmar | 1.45 | 0.14 |
| Skew | 3.67 | 0.46 |
| Kurtosis | 69.8 | 11.04 |
| Expected Daily % | 0.03% | 0.01% |
| Expected Monthly % | 3.88% | 0.98% |
| Expected Yearly % | 56.41% | 12.19% |
| Kelly Criterion | 4.11% | 8.25% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.11% | -4.22% |
| Expected Shortfall (cVaR) | -2.11% | -4.22% |
| Year | 5000677:SOLUSD | 5000677:solusd:double_slow_high_gx:kama110_95 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -88.76 | 1.84 | -0.02 | + |
| 2023 | 921.46 | 415.62 | 0.45 | - |
| 2024 | 85.41 | 6.52 | 0.08 | - |
| 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.) | 78.78% | 114.24% |
| 5Y (ann.) | 60.08% | 12.86% |
| Metric | 5000677:solusd:double_slow_high_gx:kama110_95 | 5000677:SOLUSD |
|---|---|---|
| Max Drawdown | -41.31% | -93.44% |
| Longest DD Days | 608.0 | 703.0 |
| Avg. Drawdown | -8.19% | -13.56% |
| Avg. Drawdown Days | 34.0 | 53.0 |
| Recovery Factor | 12.07 | 0.63 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-03-18 | 2025-11-17 | -41.31 | 608 |
| 2022-02-07 | 2022-04-01 | -27.54 | 52 |
| 2023-12-25 | 2024-03-07 | -27.41 | 72 |
| 2023-01-29 | 2023-07-13 | -25.67 | 164 |
| 2023-07-15 | 2023-10-01 | -15.08 | 78 |
| 2023-01-15 | 2023-01-20 | -14.40 | 5 |
| 2022-04-03 | 2022-06-24 | -14.12 | 82 |
| 2022-06-26 | 2023-01-13 | -13.90 | 201 |
| 2023-12-15 | 2023-12-20 | -12.86 | 5 |
| 2023-11-02 | 2023-11-09 | -12.40 | 6 |
| Metric | 5000677:solusd:double_slow_high_gx:kama110_95 | 5000677:SOLUSD |
|---|---|---|
| Best Day | 30.09% | 30.09% |
| Worst Day | -9.62% | -26.94% |
| Best Week | 43.67% | 43.67% |
| Worst Week | -18.57% | -51.66% |
| Best Month | 55.83% | 140.02% |
| Worst Month | -21.66% | -56.44% |
| Best Year | 415.62% | 921.46% |
| Worst Year | 1.84% | -88.76% |
| Avg. Up Day | 1.99% | 1.99% |
| Avg. Down Day | -1.67% | -1.68% |
| Avg. Up Week | 13.2% | 18.49% |
| Avg. Down Week | -5.76% | -7.91% |
| Avg. Up Month | 22.7% | 40.58% |
| Avg. Down Month | -4.89% | -16.84% |
| Win Days % | 47.89% | 50.14% |
| Win Month % | 48.57% | 53.19% |
| Win Week % | 43.02% | 47.78% |
| Win Quarter % | 56.25% | 56.25% |
| Win Year % | 100.0% | 50.0% |