| Metric | 11348314:btcusd:triple_gx:kama90_90_80 | 11348314:BTCUSD |
|---|---|---|
| Time in Market | 50.0% | 100.0% |
| Cumulative Return | 114.58% | 44.09% |
| Max Drawdown | -20.83% | -32.1% |
| Sharpe | 1.62 | 0.72 |
| Sortino | 2.78 | 1.11 |
| Payoff Ratio | 1.28 | 1.25 |
| Profit Factor | 1.41 | 1.11 |
| Common Sense Ratio | 1.96 | 1.22 |
| CPC Index | 0.95 | 0.7 |
| Tail Ratio | 1.39 | 1.1 |
| Outlier Win Ratio | 10.04 | 3.63 |
| Outlier Loss Ratio | 3.56 | 3.25 |
| Volatility (ann.) | 32.67% | 45.75% |
| R^2 | 0.51 | 0.51 |
| Calmar | 2.94 | 0.8 |
| Skew | 1.33 | 0.5 |
| Kurtosis | 9.58 | 2.71 |
| Expected Daily % | 0.13% | 0.06% |
| Expected Monthly % | 3.89% | 1.84% |
| Expected Yearly % | 46.48% | 20.04% |
| Kelly Criterion | 15.04% | 10.64% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.67% | -3.85% |
| Expected Shortfall (cVaR) | -2.67% | -3.85% |
| Year | 11348314:BTCUSD | 11348314:btcusd:triple_gx:kama90_90_80 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 48.38 | 102.86 | 2.13 | + |
| 2025 | -2.89 | 5.78 | -2.00 | + |
| Metric | 11348314:btcusd:triple_gx:kama90_90_80 | 11348314:BTCUSD |
|---|---|---|
| MTD | 0.0% | 0.3% |
| 3M | -0.82% | -17.75% |
| 6M | 10.41% | -14.17% |
| YTD | 5.78% | -2.89% |
| 1Y | -1.18% | -9.28% |
| 3Y (ann.) | 61.15% | 25.64% |
| 5Y (ann.) | 61.15% | 25.64% |
| Metric | 11348314:btcusd:triple_gx:kama90_90_80 | 11348314:BTCUSD |
|---|---|---|
| Max Drawdown | -20.83% | -32.1% |
| Longest DD Days | 320.0 | 161.0 |
| Avg. Drawdown | -4.84% | -7.7% |
| Avg. Drawdown Days | 23.0 | 26.0 |
| Recovery Factor | 5.5 | 1.37 |
| Ulcer Index | 1.01 | 1.03 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-07-29 | 2024-09-18 | -20.83 | 51 |
| 2025-01-22 | 2025-12-08 | -19.44 | 320 |
| 2024-12-18 | 2025-01-21 | -12.80 | 34 |
| 2024-09-29 | 2024-10-14 | -8.47 | 15 |
| 2024-11-23 | 2024-12-06 | -7.17 | 13 |
| 2024-10-30 | 2024-11-06 | -6.76 | 7 |
| 2024-05-06 | 2024-05-15 | -5.11 | 9 |
| 2024-05-21 | 2024-07-13 | -4.88 | 53 |
| 2024-12-09 | 2024-12-11 | -4.46 | 2 |
| 2024-07-22 | 2024-07-28 | -4.11 | 6 |
| Metric | 11348314:btcusd:triple_gx:kama90_90_80 | 11348314:BTCUSD |
|---|---|---|
| Best Day | 11.69% | 11.89% |
| Worst Day | -7.06% | -8.6% |
| Best Week | 18.93% | 18.93% |
| Worst Week | -12.68% | -12.33% |
| Best Month | 37.42% | 37.42% |
| Worst Month | -14.3% | -17.69% |
| Best Year | 102.86% | 48.38% |
| Worst Year | 5.78% | -2.89% |
| Avg. Up Day | 1.93% | 1.94% |
| Avg. Down Day | -1.51% | -1.55% |
| Avg. Up Week | 5.4% | 5.57% |
| Avg. Down Week | -3.32% | -4.59% |
| Avg. Up Month | 13.94% | 10.77% |
| Avg. Down Month | -5.75% | -11.79% |
| Win Days % | 52.26% | 50.34% |
| Win Month % | 61.54% | 60.0% |
| Win Week % | 59.57% | 52.94% |
| Win Quarter % | 71.43% | 57.14% |
| Win Year % | 100.0% | 50.0% |