| Metric | 11519648:btcusd:triple_med_gx:kama195_35 | 11519648:BTCUSD |
|---|---|---|
| Time in Market | 15.0% | 100.0% |
| Cumulative Return | 41.65% | 119.7% |
| Max Drawdown | -23.49% | -67.18% |
| Sharpe | 0.36 | 0.37 |
| Sortino | 0.55 | 0.54 |
| Payoff Ratio | 1.06 | 1.03 |
| Profit Factor | 1.17 | 1.06 |
| Common Sense Ratio | 1.86 | 1.04 |
| CPC Index | 0.63 | 0.56 |
| Tail Ratio | 1.59 | 0.98 |
| Outlier Win Ratio | 44.98 | 3.3 |
| Outlier Loss Ratio | 4.01 | 3.32 |
| Volatility (ann.) | 8.83% | 26.58% |
| R^2 | 0.11 | 0.11 |
| Calmar | 0.51 | 0.43 |
| Skew | 1.59 | 0.17 |
| Kurtosis | 55.29 | 6.33 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 0.92% | 2.09% |
| Expected Yearly % | 9.09% | 21.75% |
| Kelly Criterion | 5.01% | 3.57% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.75% | -2.26% |
| Expected Shortfall (cVaR) | -0.75% | -2.26% |
| Year | 11519648:BTCUSD | 11519648:btcusd:triple_med_gx:kama195_35 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -58.73 | 12.11 | -0.21 | + |
| 2023 | 155.54 | 37.10 | 0.24 | - |
| 2024 | 121.00 | -0.44 | -0.00 | - |
| 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 | -5.25% | 25.9% |
| 3Y (ann.) | 10.49% | 25.65% |
| 5Y (ann.) | 11.89% | 28.92% |
| Metric | 11519648:btcusd:triple_med_gx:kama195_35 | 11519648:BTCUSD |
|---|---|---|
| Max Drawdown | -23.49% | -67.18% |
| Longest DD Days | 372.0 | 683.0 |
| Avg. Drawdown | -3.06% | -7.07% |
| Avg. Drawdown Days | 37.0 | 35.0 |
| Recovery Factor | 1.77 | 1.78 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-03-18 | 2025-03-26 | -23.49 | 372 |
| 2022-04-10 | 2022-07-27 | -8.63 | 108 |
| 2023-04-20 | 2023-10-16 | -7.91 | 179 |
| 2023-11-20 | 2024-02-26 | -6.57 | 98 |
| 2024-03-05 | 2024-03-10 | -6.30 | 5 |
| 2023-03-30 | 2023-04-09 | -5.41 | 10 |
| 2022-07-30 | 2023-01-20 | -4.01 | 174 |
| 2023-03-23 | 2023-03-29 | -3.56 | 5 |
| 2023-10-24 | 2023-11-19 | -3.36 | 26 |
| 2023-01-21 | 2023-01-29 | -2.83 | 7 |
| Metric | 11519648:btcusd:triple_med_gx:kama195_35 | 11519648:BTCUSD |
|---|---|---|
| Best Day | 6.77% | 9.33% |
| Worst Day | -5.18% | -9.32% |
| Best Week | 13.5% | 35.75% |
| Worst Week | -9.57% | -29.64% |
| Best Month | 15.74% | 43.77% |
| Worst Month | -10.49% | -37.12% |
| Best Year | 37.1% | 155.54% |
| Worst Year | -7.43% | -58.73% |
| Avg. Up Day | 0.82% | 0.83% |
| Avg. Down Day | -0.77% | -0.81% |
| Avg. Up Week | 3.29% | 6.91% |
| Avg. Down Week | -2.69% | -4.23% |
| Avg. Up Month | 6.18% | 17.59% |
| Avg. Down Month | -2.84% | -10.09% |
| Win Days % | 51.06% | 51.13% |
| Win Month % | 48.28% | 60.53% |
| Win Week % | 57.81% | 48.8% |
| Win Quarter % | 46.15% | 53.85% |
| Win Year % | 50.0% | 50.0% |