| Metric | 11367868:btcusd:triple_gx:kama150_150_140 | 11367868:BTCUSD |
|---|---|---|
| Time in Market | 95.0% | 100.0% |
| Cumulative Return | 17.2% | 30.91% |
| Max Drawdown | -26.0% | -26.0% |
| Sharpe | 0.6 | 0.84 |
| Sortino | 0.92 | 1.31 |
| Payoff Ratio | 1.14 | 1.13 |
| Profit Factor | 1.09 | 1.13 |
| Common Sense Ratio | 1.2 | 1.26 |
| CPC Index | 0.61 | 0.63 |
| Tail Ratio | 1.1 | 1.12 |
| Outlier Win Ratio | 4.73 | 4.15 |
| Outlier Loss Ratio | 3.33 | 3.32 |
| Volatility (ann.) | 48.33% | 50.29% |
| R^2 | 0.92 | 0.92 |
| Calmar | 0.74 | 1.33 |
| Skew | 0.56 | 0.6 |
| Kurtosis | 2.95 | 2.5 |
| Expected Daily % | 0.05% | 0.08% |
| Expected Monthly % | 1.45% | 2.48% |
| Expected Yearly % | 8.26% | 14.41% |
| Kelly Criterion | 4.21% | 4.33% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -4.08% | -4.21% |
| Expected Shortfall (cVaR) | -4.08% | -4.21% |
| Year | 11367868:BTCUSD | 11367868:btcusd:triple_gx:kama150_150_140 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 48.38 | 32.85 | 0.68 | - |
| 2025 | -11.78 | -11.78 | 1.00 | + |
| Metric | 11367868:btcusd:triple_gx:kama150_150_140 | 11367868:BTCUSD |
|---|---|---|
| MTD | -2.3% | -2.3% |
| 3M | -12.54% | -12.54% |
| 6M | 25.19% | 25.19% |
| YTD | -11.78% | -11.78% |
| 1Y | 17.2% | 30.91% |
| 3Y (ann.) | 19.13% | 34.58% |
| 5Y (ann.) | 19.13% | 34.58% |
| Metric | 11367868:btcusd:triple_gx:kama150_150_140 | 11367868:BTCUSD |
|---|---|---|
| Max Drawdown | -26.0% | -26.0% |
| Longest DD Days | 145.0 | 161.0 |
| Avg. Drawdown | -7.68% | -6.87% |
| Avg. Drawdown Days | 24.0 | 22.0 |
| Recovery Factor | 0.66 | 1.19 |
| Ulcer Index | inf | 1.04 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-22 | 2025-03-30 | -26.00 | 67 |
| 2024-06-06 | 2024-10-29 | -24.14 | 145 |
| 2024-12-18 | 2025-01-21 | -12.80 | 34 |
| 2024-11-23 | 2024-12-06 | -7.17 | 13 |
| 2024-10-30 | 2024-11-06 | -6.76 | 7 |
| 2024-12-09 | 2024-12-11 | -4.46 | 2 |
| 2024-05-21 | 2024-06-04 | -3.98 | 14 |
| 2024-11-14 | 2024-11-15 | -3.48 | 1 |
| 2024-11-16 | 2024-11-19 | -1.29 | 3 |
| 2024-12-12 | 2024-12-13 | -1.16 | 1 |
| Metric | 11367868:btcusd:triple_gx:kama150_150_140 | 11367868: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 | 37.42% | 37.42% |
| Worst Month | -17.69% | -17.69% |
| Best Year | 32.85% | 48.38% |
| Worst Year | -11.78% | -11.78% |
| Avg. Up Day | 1.99% | 1.99% |
| Avg. Down Day | -1.75% | -1.76% |
| Avg. Up Week | 5.57% | 5.57% |
| Avg. Down Week | -4.37% | -4.37% |
| Avg. Up Month | 13.69% | 13.69% |
| Avg. Down Month | -7.81% | -7.81% |
| Win Days % | 49.04% | 49.24% |
| Win Month % | 45.45% | 54.55% |
| Win Week % | 48.94% | 51.02% |
| Win Quarter % | 50.0% | 50.0% |
| Win Year % | 50.0% | 50.0% |