| Metric | 11349714:btcusd:triple_gx:kama90_90_85 | 11349714:BTCUSD |
|---|---|---|
| Time in Market | 55.0% | 100.0% |
| Cumulative Return | 70.06% | 44.09% |
| Max Drawdown | -33.34% | -32.1% |
| Sharpe | 1.09 | 0.72 |
| Sortino | 1.78 | 1.11 |
| Payoff Ratio | 1.17 | 1.16 |
| Profit Factor | 1.25 | 1.11 |
| Common Sense Ratio | 1.71 | 1.22 |
| CPC Index | 0.75 | 0.65 |
| Tail Ratio | 1.37 | 1.1 |
| Outlier Win Ratio | 9.56 | 4.0 |
| Outlier Loss Ratio | 3.34 | 3.34 |
| Volatility (ann.) | 36.27% | 45.75% |
| R^2 | 0.63 | 0.63 |
| Calmar | 1.18 | 0.8 |
| Skew | 1.01 | 0.5 |
| Kurtosis | 8.05 | 2.71 |
| Expected Daily % | 0.09% | 0.06% |
| Expected Monthly % | 2.69% | 1.84% |
| Expected Yearly % | 30.41% | 20.04% |
| Kelly Criterion | 9.4% | 7.54% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -3.01% | -3.85% |
| Expected Shortfall (cVaR) | -3.01% | -3.85% |
| Year | 11349714:BTCUSD | 11349714:btcusd:triple_gx:kama90_90_85 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 48.38 | 92.51 | 1.91 | + |
| 2025 | -2.89 | -11.66 | 4.03 | - |
| Metric | 11349714:btcusd:triple_gx:kama90_90_85 | 11349714:BTCUSD |
|---|---|---|
| MTD | 0.0% | 0.3% |
| 3M | 0.0% | -17.75% |
| 6M | 11.44% | -14.17% |
| YTD | -11.66% | -2.89% |
| 1Y | -17.47% | -9.28% |
| 3Y (ann.) | 39.36% | 25.64% |
| 5Y (ann.) | 39.36% | 25.64% |
| Metric | 11349714:btcusd:triple_gx:kama90_90_85 | 11349714:BTCUSD |
|---|---|---|
| Max Drawdown | -33.34% | -32.1% |
| Longest DD Days | 320.0 | 161.0 |
| Avg. Drawdown | -5.22% | -7.7% |
| Avg. Drawdown Days | 22.0 | 26.0 |
| Recovery Factor | 2.1 | 1.37 |
| Ulcer Index | 1.01 | 1.03 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-22 | 2025-12-08 | -33.34 | 320 |
| 2024-07-29 | 2024-09-19 | -20.83 | 52 |
| 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 | 11349714:btcusd:triple_gx:kama90_90_85 | 11349714:BTCUSD |
|---|---|---|
| Best Day | 11.89% | 11.89% |
| Worst Day | -8.6% | -8.6% |
| Best Week | 18.93% | 18.93% |
| Worst Week | -12.33% | -12.33% |
| Best Month | 34.14% | 37.42% |
| Worst Month | -17.69% | -17.69% |
| Best Year | 92.51% | 48.38% |
| Worst Year | -11.66% | -2.89% |
| Avg. Up Day | 1.96% | 1.96% |
| Avg. Down Day | -1.67% | -1.69% |
| Avg. Up Week | 5.37% | 5.47% |
| Avg. Down Week | -4.01% | -4.1% |
| Avg. Up Month | 13.49% | 10.77% |
| Avg. Down Month | -9.17% | -7.93% |
| Win Days % | 51.09% | 50.34% |
| Win Month % | 61.54% | 60.0% |
| Win Week % | 56.86% | 52.94% |
| Win Quarter % | 66.67% | 57.14% |
| Win Year % | 50.0% | 50.0% |