| Metric | 11299132:btcusd:triple_gx:kama245_15_25 | 11299132:BTCUSD |
|---|---|---|
| Time in Market | 36.0% | 100.0% |
| Cumulative Return | 202.37% | 352.52% |
| Max Drawdown | -23.15% | -29.65% |
| Sharpe | 1.65 | 1.43 |
| Sortino | 3.02 | 2.25 |
| Payoff Ratio | 1.46 | 1.42 |
| Profit Factor | 1.56 | 1.25 |
| Common Sense Ratio | 2.14 | 1.59 |
| CPC Index | 1.14 | 0.88 |
| Tail Ratio | 1.38 | 1.27 |
| Outlier Win Ratio | 17.84 | 3.96 |
| Outlier Loss Ratio | 4.11 | 3.37 |
| Volatility (ann.) | 28.85% | 50.21% |
| R^2 | 0.33 | 0.33 |
| Calmar | 2.35 | 2.73 |
| Skew | 2.02 | 0.32 |
| Kurtosis | 15.29 | 3.56 |
| Expected Daily % | 0.12% | 0.16% |
| Expected Monthly % | 3.63% | 4.99% |
| Expected Yearly % | 31.87% | 45.85% |
| Kelly Criterion | 16.19% | 14.78% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.35% | -4.13% |
| Expected Shortfall (cVaR) | -2.35% | -4.13% |
| Year | 11299132:BTCUSD | 11299132:btcusd:triple_gx:kama245_15_25 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -14.45 | 16.28 | -1.13 | + |
| 2023 | 155.54 | 97.40 | 0.63 | - |
| 2024 | 121.00 | 32.18 | 0.27 | - |
| 2025 | -6.34 | -0.34 | 0.05 | + |
| Metric | 11299132:btcusd:triple_gx:kama245_15_25 | 11299132:BTCUSD |
|---|---|---|
| MTD | 0.0% | 3.72% |
| 3M | 0.26% | -8.05% |
| 6M | 9.23% | 37.53% |
| YTD | -0.34% | -6.34% |
| 1Y | -8.05% | 30.1% |
| 3Y (ann.) | 54.45% | 80.97% |
| 5Y (ann.) | 54.45% | 80.97% |
| Metric | 11299132:btcusd:triple_gx:kama245_15_25 | 11299132:BTCUSD |
|---|---|---|
| Max Drawdown | -23.15% | -29.65% |
| Longest DD Days | 336.0 | 231.0 |
| Avg. Drawdown | -3.94% | -5.94% |
| Avg. Drawdown Days | 23.0 | 19.0 |
| Recovery Factor | 8.74 | 11.89 |
| Ulcer Index | 1.0 | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-04-23 | 2025-03-25 | -23.15 | 336 |
| 2023-08-09 | 2023-11-09 | -12.66 | 92 |
| 2023-02-21 | 2023-03-13 | -11.26 | 20 |
| 2023-05-29 | 2023-06-20 | -10.50 | 22 |
| 2022-10-27 | 2023-01-11 | -8.25 | 76 |
| 2022-10-05 | 2022-10-26 | -6.39 | 21 |
| 2024-03-05 | 2024-03-08 | -6.30 | 3 |
| 2023-11-16 | 2023-12-01 | -5.63 | 15 |
| 2024-01-21 | 2024-01-26 | -5.06 | 5 |
| 2023-11-11 | 2023-11-15 | -4.68 | 4 |
| Metric | 11299132:btcusd:triple_gx:kama245_15_25 | 11299132:BTCUSD |
|---|---|---|
| Best Day | 10.58% | 11.89% |
| Worst Day | -7.22% | -14.33% |
| Best Week | 35.75% | 35.75% |
| Worst Week | -11.4% | -19.4% |
| Best Month | 24.04% | 43.77% |
| Worst Month | -15.16% | -17.69% |
| Best Year | 97.4% | 155.54% |
| Worst Year | -0.34% | -14.45% |
| Avg. Up Day | 2.03% | 2.04% |
| Avg. Down Day | -1.39% | -1.44% |
| Avg. Up Week | 6.03% | 7.26% |
| Avg. Down Week | -3.02% | -4.14% |
| Avg. Up Month | 11.14% | 15.14% |
| Avg. Down Month | -5.99% | -10.72% |
| Win Days % | 50.3% | 50.0% |
| Win Month % | 69.57% | 67.74% |
| Win Week % | 56.06% | 52.55% |
| Win Quarter % | 60.0% | 63.64% |
| Win Year % | 75.0% | 50.0% |