| Metric | 11515658:btcusd:triple_med_gx:kama20_10 | 11515658:BTCUSD |
|---|---|---|
| Time in Market | 14.0% | 100.0% |
| Cumulative Return | -16.51% | 30.09% |
| Max Drawdown | -26.94% | -28.38% |
| Sharpe | -0.63 | 0.44 |
| Sortino | -0.79 | 0.63 |
| Payoff Ratio | 0.94 | 0.92 |
| Profit Factor | 0.76 | 1.07 |
| Common Sense Ratio | 0.62 | 0.99 |
| CPC Index | 0.3 | 0.51 |
| Tail Ratio | 0.81 | 0.93 |
| Outlier Win Ratio | 52.83 | 2.83 |
| Outlier Loss Ratio | 3.49 | 2.94 |
| Volatility (ann.) | 8.2% | 26.18% |
| R^2 | 0.1 | 0.1 |
| Calmar | -0.74 | 1.34 |
| Skew | -2.4 | 0.13 |
| Kurtosis | 42.02 | 6.5 |
| Expected Daily % | -0.02% | 0.02% |
| Expected Monthly % | -1.79% | 2.67% |
| Expected Yearly % | -8.63% | 14.06% |
| Kelly Criterion | -19.12% | -1.31% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.72% | -2.22% |
| Expected Shortfall (cVaR) | -0.72% | -2.22% |
| Year | 11515658:BTCUSD | 11515658:btcusd:triple_med_gx:kama20_10 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -9.49 | -0.25 | - |
| 2025 | -5.74 | -7.75 | 1.35 | - |
| Metric | 11515658:btcusd:triple_med_gx:kama20_10 | 11515658:BTCUSD |
|---|---|---|
| MTD | -3.21% | 4.38% |
| 3M | -7.75% | -10.75% |
| 6M | -10.64% | 38.92% |
| YTD | -7.75% | -5.74% |
| 1Y | -16.51% | 30.09% |
| 3Y (ann.) | -19.83% | 38.02% |
| 5Y (ann.) | -19.83% | 38.02% |
| Metric | 11515658:btcusd:triple_med_gx:kama20_10 | 11515658:BTCUSD |
|---|---|---|
| Max Drawdown | -26.94% | -28.38% |
| Longest DD Days | 247.0 | 144.0 |
| Avg. Drawdown | -9.65% | -4.56% |
| Avg. Drawdown Days | 84.0 | 12.0 |
| Recovery Factor | -0.61 | 1.06 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-07-22 | 2025-03-26 | -26.94 | 247 |
| 2024-07-15 | 2024-07-21 | -1.66 | 6 |
| 2024-07-14 | 2024-07-14 | -0.36 | 0 |
| Metric | 11515658:btcusd:triple_med_gx:kama20_10 | 11515658:BTCUSD |
|---|---|---|
| Best Day | 3.35% | 9.33% |
| Worst Day | -4.52% | -9.32% |
| Best Week | 3.51% | 18.93% |
| Worst Week | -5.96% | -12.33% |
| Best Month | 2.57% | 37.42% |
| Worst Month | -7.65% | -17.69% |
| Best Year | -7.75% | 38.02% |
| Worst Year | -9.49% | -5.74% |
| Avg. Up Day | 0.8% | 0.81% |
| Avg. Down Day | -0.85% | -0.88% |
| Avg. Up Week | 1.39% | 9.3% |
| Avg. Down Week | -1.81% | -4.57% |
| Avg. Up Month | 2.24% | 22.39% |
| Avg. Down Month | -3.43% | -9.88% |
| Win Days % | 42.24% | 51.38% |
| Win Month % | 22.22% | 60.0% |
| Win Week % | 40.91% | 52.27% |
| Win Quarter % | 0.0% | 50.0% |
| Win Year % | 0.0% | 50.0% |