| Metric | 11314778:btcusd:triple_gx:kama95_130_90 | 11314778:BTCUSD |
|---|---|---|
| Time in Market | 32.0% | 100.0% |
| Cumulative Return | 180.28% | 193.02% |
| Max Drawdown | -27.4% | -50.41% |
| Sharpe | 1.42 | 0.98 |
| Sortino | 2.38 | 1.47 |
| Payoff Ratio | 1.36 | 1.35 |
| Profit Factor | 1.47 | 1.16 |
| Common Sense Ratio | 2.14 | 1.39 |
| CPC Index | 1.03 | 0.77 |
| Tail Ratio | 1.45 | 1.19 |
| Outlier Win Ratio | 18.22 | 3.58 |
| Outlier Loss Ratio | 3.97 | 3.5 |
| Volatility (ann.) | 28.04% | 52.51% |
| R^2 | 0.28 | 0.28 |
| Calmar | 1.58 | 0.9 |
| Skew | 1.14 | 0.06 |
| Kurtosis | 13.16 | 3.82 |
| Expected Daily % | 0.1% | 0.1% |
| Expected Monthly % | 2.99% | 3.12% |
| Expected Yearly % | 29.39% | 30.83% |
| Kelly Criterion | 15.47% | 11.5% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.31% | -4.38% |
| Expected Shortfall (cVaR) | -2.31% | -4.38% |
| Year | 11314778:BTCUSD | 11314778:btcusd:triple_gx:kama95_130_90 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -44.60 | -1.87 | 0.04 | + |
| 2023 | 155.54 | 153.21 | 0.99 | - |
| 2024 | 121.00 | 28.09 | 0.23 | - |
| 2025 | -6.34 | -11.93 | 1.88 | - |
| Metric | 11314778:btcusd:triple_gx:kama95_130_90 | 11314778:BTCUSD |
|---|---|---|
| MTD | -0.57% | 3.72% |
| 3M | -13.54% | -8.05% |
| 6M | -1.2% | 37.53% |
| YTD | -11.93% | -6.34% |
| 1Y | -1.2% | 30.1% |
| 3Y (ann.) | 43.38% | 45.62% |
| 5Y (ann.) | 43.38% | 45.62% |
| Metric | 11314778:btcusd:triple_gx:kama95_130_90 | 11314778:BTCUSD |
|---|---|---|
| Max Drawdown | -27.4% | -50.41% |
| Longest DD Days | 97.0 | 509.0 |
| Avg. Drawdown | -3.54% | -7.46% |
| Avg. Drawdown Days | 8.0 | 36.0 |
| Recovery Factor | 6.58 | 3.83 |
| Ulcer Index | inf | 1.03 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-18 | 2025-03-25 | -27.40 | 97 |
| 2023-02-21 | 2023-03-16 | -18.60 | 23 |
| 2024-01-09 | 2024-02-09 | -15.90 | 31 |
| 2023-02-07 | 2023-02-15 | -7.12 | 8 |
| 2023-12-09 | 2024-01-01 | -6.71 | 23 |
| 2023-11-16 | 2023-12-01 | -5.63 | 15 |
| 2024-01-03 | 2024-01-08 | -4.69 | 5 |
| 2023-11-11 | 2023-11-15 | -4.68 | 4 |
| 2024-12-09 | 2024-12-11 | -4.46 | 2 |
| 2023-03-24 | 2023-03-29 | -4.27 | 5 |
| Metric | 11314778:btcusd:triple_gx:kama95_130_90 | 11314778:BTCUSD |
|---|---|---|
| Best Day | 9.6% | 11.89% |
| Worst Day | -8.6% | -15.42% |
| Best Week | 35.75% | 35.75% |
| Worst Week | -12.33% | -29.64% |
| Best Month | 35.4% | 43.77% |
| Worst Month | -13.89% | -37.12% |
| Best Year | 153.21% | 155.54% |
| Worst Year | -11.93% | -44.6% |
| Avg. Up Day | 2.12% | 2.12% |
| Avg. Down Day | -1.55% | -1.58% |
| Avg. Up Week | 6.33% | 7.4% |
| Avg. Down Week | -3.56% | -3.67% |
| Avg. Up Month | 12.38% | 17.5% |
| Avg. Down Month | -6.33% | -8.21% |
| Win Days % | 51.22% | 49.19% |
| Win Month % | 68.75% | 62.86% |
| Win Week % | 57.14% | 50.98% |
| Win Quarter % | 75.0% | 50.0% |
| Win Year % | 50.0% | 50.0% |