| Metric | 11519648:btcusd:triple_med_gx:kama195_35 | 11519648:BTCUSD |
|---|---|---|
| Time in Market | 22.0% | 100.0% |
| Cumulative Return | -4.68% | 30.09% |
| Max Drawdown | -18.69% | -28.38% |
| Sharpe | -0.09 | 0.44 |
| Sortino | -0.12 | 0.63 |
| Payoff Ratio | 0.83 | 0.8 |
| Profit Factor | 0.97 | 1.07 |
| Common Sense Ratio | 1.25 | 0.99 |
| CPC Index | 0.43 | 0.44 |
| Tail Ratio | 1.29 | 0.93 |
| Outlier Win Ratio | 29.92 | 3.05 |
| Outlier Loss Ratio | 3.39 | 3.25 |
| Volatility (ann.) | 10.24% | 26.18% |
| R^2 | 0.15 | 0.15 |
| Calmar | -0.3 | 1.34 |
| Skew | -1.4 | 0.13 |
| Kurtosis | 23.58 | 6.5 |
| Expected Daily % | -0.0% | 0.02% |
| Expected Monthly % | -0.48% | 2.67% |
| Expected Yearly % | -2.37% | 14.06% |
| Kelly Criterion | -2.38% | -9.44% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.88% | -2.22% |
| Expected Shortfall (cVaR) | -0.88% | -2.22% |
| Year | 11519648:BTCUSD | 11519648:btcusd:triple_med_gx:kama195_35 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 2.98 | 0.08 | - |
| 2025 | -5.74 | -7.43 | 1.29 | - |
| Metric | 11519648:btcusd:triple_med_gx:kama195_35 | 11519648:BTCUSD |
|---|---|---|
| MTD | 0.0% | 4.38% |
| 3M | -7.43% | -10.75% |
| 6M | 10.08% | 38.92% |
| YTD | -7.43% | -5.74% |
| 1Y | -4.68% | 30.09% |
| 3Y (ann.) | -5.7% | 38.02% |
| 5Y (ann.) | -5.7% | 38.02% |
| Metric | 11519648:btcusd:triple_med_gx:kama195_35 | 11519648:BTCUSD |
|---|---|---|
| Max Drawdown | -18.69% | -28.38% |
| Longest DD Days | 286.0 | 144.0 |
| Avg. Drawdown | -6.33% | -4.56% |
| Avg. Drawdown Days | 95.0 | 12.0 |
| Recovery Factor | -0.25 | 1.06 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-12 | 2025-03-26 | -18.69 | 286 |
| 2024-06-11 | 2024-06-11 | -0.18 | 0 |
| 2024-06-12 | 2024-06-12 | -0.12 | 0 |
| Metric | 11519648:btcusd:triple_med_gx:kama195_35 | 11519648:BTCUSD |
|---|---|---|
| Best Day | 3.39% | 9.33% |
| Worst Day | -5.18% | -9.32% |
| Best Week | 7.31% | 18.93% |
| Worst Week | -9.57% | -12.33% |
| Best Month | 10.17% | 37.42% |
| Worst Month | -10.49% | -17.69% |
| Best Year | 2.98% | 38.02% |
| Worst Year | -7.43% | -5.74% |
| Avg. Up Day | 0.73% | 0.74% |
| Avg. Down Day | -0.88% | -0.93% |
| Avg. Up Week | 2.3% | 6.65% |
| Avg. Down Week | -3.95% | -4.49% |
| Avg. Up Month | 6.58% | 18.55% |
| Avg. Down Month | -4.07% | -9.25% |
| Win Days % | 53.52% | 51.38% |
| Win Month % | 33.33% | 60.0% |
| Win Week % | 60.0% | 52.27% |
| Win Quarter % | 25.0% | 50.0% |
| Win Year % | 50.0% | 50.0% |