| Metric | 11349714:btcusd:triple_gx:kama90_90_85 | 11349714:BTCUSD |
|---|---|---|
| Time in Market | 67.0% | 100.0% |
| Cumulative Return | 138.77% | 95.02% |
| Max Drawdown | -45.25% | -66.98% |
| Sharpe | 0.74 | 0.59 |
| Sortino | 1.11 | 0.86 |
| Payoff Ratio | 1.15 | 1.14 |
| Profit Factor | 1.15 | 1.09 |
| Common Sense Ratio | 1.38 | 1.22 |
| CPC Index | 0.66 | 0.62 |
| Tail Ratio | 1.2 | 1.12 |
| Outlier Win Ratio | 8.16 | 4.08 |
| Outlier Loss Ratio | 3.92 | 3.8 |
| Volatility (ann.) | 42.22% | 52.09% |
| R^2 | 0.66 | 0.66 |
| Calmar | 0.55 | 0.28 |
| Skew | 0.36 | 0.03 |
| Kurtosis | 7.68 | 4.35 |
| Expected Daily % | 0.06% | 0.05% |
| Expected Monthly % | 1.79% | 1.37% |
| Expected Yearly % | 19.01% | 14.29% |
| Kelly Criterion | 5.96% | 5.2% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -3.55% | -4.4% |
| Expected Shortfall (cVaR) | -3.55% | -4.4% |
| Year | 11349714:BTCUSD | 11349714:btcusd:triple_gx:kama90_90_85 | Multiplier | Won |
|---|---|---|---|---|
| 2021 | -0.62 | -0.62 | 1.00 | - |
| 2022 | -64.22 | -40.66 | 0.63 | + |
| 2023 | 155.54 | 100.88 | 0.65 | - |
| 2024 | 121.00 | 128.17 | 1.06 | + |
| 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.) | 58.33% | 75.17% |
| 5Y (ann.) | 24.68% | 18.45% |
| Metric | 11349714:btcusd:triple_gx:kama90_90_85 | 11349714:BTCUSD |
|---|---|---|
| Max Drawdown | -45.25% | -66.98% |
| Longest DD Days | 464.0 | 769.0 |
| Avg. Drawdown | -7.05% | -9.44% |
| Avg. Drawdown Days | 39.0 | 55.0 |
| Recovery Factor | 3.07 | 1.42 |
| Ulcer Index | 1.02 | 1.02 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-01-02 | 2023-04-11 | -45.25 | 464 |
| 2025-01-22 | 2025-12-08 | -33.34 | 320 |
| 2024-07-29 | 2024-09-19 | -20.83 | 52 |
| 2023-07-04 | 2023-12-04 | -19.44 | 153 |
| 2024-03-12 | 2024-07-13 | -19.19 | 123 |
| 2024-01-09 | 2024-02-09 | -15.90 | 31 |
| 2024-12-18 | 2025-01-21 | -12.80 | 34 |
| 2023-04-12 | 2023-06-21 | -12.37 | 70 |
| 2024-09-29 | 2024-10-14 | -8.47 | 15 |
| 2024-11-23 | 2024-12-06 | -7.17 | 13 |
| Metric | 11349714:btcusd:triple_gx:kama90_90_85 | 11349714:BTCUSD |
|---|---|---|
| Best Day | 14.52% | 14.52% |
| Worst Day | -15.17% | -15.42% |
| Best Week | 35.75% | 35.75% |
| Worst Week | -19.66% | -29.64% |
| Best Month | 37.62% | 43.77% |
| Worst Month | -17.69% | -37.12% |
| Best Year | 128.17% | 155.54% |
| Worst Year | -40.66% | -64.22% |
| Avg. Up Day | 1.99% | 1.99% |
| Avg. Down Day | -1.73% | -1.75% |
| Avg. Up Week | 5.62% | 5.87% |
| Avg. Down Week | -3.99% | -4.2% |
| Avg. Up Month | 12.3% | 13.81% |
| Avg. Down Month | -9.4% | -11.75% |
| Win Days % | 49.63% | 49.55% |
| Win Month % | 57.5% | 57.14% |
| Win Week % | 49.34% | 50.48% |
| Win Quarter % | 50.0% | 47.06% |
| Win Year % | 40.0% | 40.0% |