| Metric | 11519906:btcusd:triple_med_gx:kama20_35 | 11519906:BTCUSD |
|---|---|---|
| Time in Market | 14.0% | 100.0% |
| Cumulative Return | 6.31% | 30.09% |
| Max Drawdown | -15.18% | -28.38% |
| Sharpe | 0.28 | 0.44 |
| Sortino | 0.39 | 0.63 |
| Payoff Ratio | 1.04 | 0.93 |
| Profit Factor | 1.13 | 1.07 |
| Common Sense Ratio | 1.78 | 0.99 |
| CPC Index | 0.59 | 0.51 |
| Tail Ratio | 1.58 | 0.93 |
| Outlier Win Ratio | 47.01 | 2.84 |
| Outlier Loss Ratio | 3.53 | 2.74 |
| Volatility (ann.) | 7.6% | 26.18% |
| R^2 | 0.08 | 0.08 |
| Calmar | 0.51 | 1.34 |
| Skew | -1.29 | 0.13 |
| Kurtosis | 49.97 | 6.5 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 0.61% | 2.67% |
| Expected Yearly % | 3.11% | 14.06% |
| Kelly Criterion | 1.81% | -0.97% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.65% | -2.22% |
| Expected Shortfall (cVaR) | -0.65% | -2.22% |
| Year | 11519906:BTCUSD | 11519906:btcusd:triple_med_gx:kama20_35 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | -0.02 | -0.00 | - |
| 2025 | -5.74 | 6.34 | -1.10 | + |
| Metric | 11519906:btcusd:triple_med_gx:kama20_35 | 11519906:BTCUSD |
|---|---|---|
| MTD | 0.29% | 4.38% |
| 3M | 6.34% | -10.75% |
| 6M | 17.65% | 38.92% |
| YTD | 6.34% | -5.74% |
| 1Y | 6.31% | 30.09% |
| 3Y (ann.) | 7.79% | 38.02% |
| 5Y (ann.) | 7.79% | 38.02% |
| Metric | 11519906:btcusd:triple_med_gx:kama20_35 | 11519906:BTCUSD |
|---|---|---|
| Max Drawdown | -15.18% | -28.38% |
| Longest DD Days | 217.0 | 144.0 |
| Avg. Drawdown | -4.21% | -4.56% |
| Avg. Drawdown Days | 72.0 | 12.0 |
| Recovery Factor | 0.42 | 1.06 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-12 | 2025-01-15 | -15.18 | 217 |
| 2025-01-16 | 2025-03-26 | -1.36 | 69 |
| 2024-06-11 | 2024-06-11 | -0.18 | 0 |
| 2024-06-12 | 2024-06-12 | -0.12 | 0 |
| Metric | 11519906:btcusd:triple_med_gx:kama20_35 | 11519906:BTCUSD |
|---|---|---|
| Best Day | 3.86% | 9.33% |
| Worst Day | -5.01% | -9.32% |
| Best Week | 5.48% | 18.93% |
| Worst Week | -6.39% | -12.33% |
| Best Month | 8.57% | 37.42% |
| Worst Month | -7.21% | -17.69% |
| Best Year | 6.34% | 38.02% |
| Worst Year | -0.02% | -5.74% |
| Avg. Up Day | 0.8% | 0.82% |
| Avg. Down Day | -0.77% | -0.88% |
| Avg. Up Week | 2.18% | 6.28% |
| Avg. Down Week | -2.36% | -5.19% |
| Avg. Up Month | 3.76% | 7.02% |
| Avg. Down Month | -3.78% | -8.04% |
| Win Days % | 50.0% | 51.38% |
| Win Month % | 60.0% | 60.0% |
| Win Week % | 68.75% | 52.27% |
| Win Quarter % | 50.0% | 50.0% |
| Win Year % | 50.0% | 50.0% |