| Metric | 11519906:btcusd:triple_med_gx:kama20_35 | 11519906:BTCUSD |
|---|---|---|
| Time in Market | 12.0% | 100.0% |
| Cumulative Return | 51.64% | 137.94% |
| Max Drawdown | -15.18% | -67.18% |
| Sharpe | 0.42 | 0.39 |
| Sortino | 0.64 | 0.57 |
| Payoff Ratio | 1.16 | 1.04 |
| Profit Factor | 1.23 | 1.07 |
| Common Sense Ratio | 1.31 | 1.04 |
| CPC Index | 0.71 | 0.57 |
| Tail Ratio | 1.07 | 0.98 |
| Outlier Win Ratio | 50.5 | 3.25 |
| Outlier Loss Ratio | 3.45 | 3.07 |
| Volatility (ann.) | 8.69% | 26.68% |
| R^2 | 0.11 | 0.11 |
| Calmar | 0.93 | 0.47 |
| Skew | 1.02 | 0.18 |
| Kurtosis | 67.34 | 6.23 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 1.07% | 2.25% |
| Expected Yearly % | 10.97% | 24.2% |
| Kelly Criterion | 6.29% | 4.12% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.74% | -2.27% |
| Expected Shortfall (cVaR) | -0.74% | -2.27% |
| Year | 11519906:BTCUSD | 11519906:btcusd:triple_med_gx:kama20_35 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -55.30 | 20.15 | -0.36 | + |
| 2023 | 155.54 | 7.45 | 0.05 | - |
| 2024 | 121.00 | 10.46 | 0.09 | - |
| 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 | 14.92% | 25.9% |
| 3Y (ann.) | 11.61% | 25.65% |
| 5Y (ann.) | 14.06% | 31.51% |
| Metric | 11519906:btcusd:triple_med_gx:kama20_35 | 11519906:BTCUSD |
|---|---|---|
| Max Drawdown | -15.18% | -67.18% |
| Longest DD Days | 459.0 | 683.0 |
| Avg. Drawdown | -4.16% | -6.47% |
| Avg. Drawdown Days | 53.0 | 31.0 |
| Recovery Factor | 3.4 | 2.05 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-12 | 2025-01-15 | -15.18 | 217 |
| 2022-09-10 | 2023-12-13 | -8.83 | 459 |
| 2022-03-09 | 2022-05-30 | -8.67 | 81 |
| 2022-05-31 | 2022-07-06 | -6.86 | 36 |
| 2024-03-21 | 2024-04-07 | -6.31 | 17 |
| 2024-03-08 | 2024-03-20 | -6.04 | 12 |
| 2023-12-28 | 2024-03-08 | -5.80 | 71 |
| 2023-12-14 | 2023-12-20 | -5.29 | 6 |
| 2022-02-21 | 2022-03-09 | -4.18 | 15 |
| 2024-04-15 | 2024-06-12 | -4.11 | 58 |
| Metric | 11519906:btcusd:triple_med_gx:kama20_35 | 11519906:BTCUSD |
|---|---|---|
| Best Day | 7.16% | 9.33% |
| Worst Day | -6.51% | -9.32% |
| Best Week | 10.51% | 35.75% |
| Worst Week | -6.39% | -29.64% |
| Best Month | 9.15% | 43.77% |
| Worst Month | -7.21% | -37.12% |
| Best Year | 20.15% | 155.54% |
| Worst Year | 6.34% | -55.3% |
| Avg. Up Day | 0.97% | 0.99% |
| Avg. Down Day | -0.84% | -0.95% |
| Avg. Up Week | 3.42% | 6.02% |
| Avg. Down Week | -2.19% | -7.24% |
| Avg. Up Month | 3.09% | 12.07% |
| Avg. Down Month | -3.41% | -16.86% |
| Win Days % | 49.71% | 51.09% |
| Win Month % | 66.67% | 61.54% |
| Win Week % | 56.36% | 49.7% |
| Win Quarter % | 76.92% | 53.85% |
| Win Year % | 100.0% | 50.0% |