| Metric | 2232996:btcusd:double_gx:kama75_60 | 2232996:BTCUSD |
|---|---|---|
| Time in Market | 35.0% | 100.0% |
| Cumulative Return | 126.27% | 297.13% |
| Max Drawdown | -30.82% | -32.34% |
| Sharpe | 0.37 | 0.39 |
| Sortino | 0.54 | 0.55 |
| Payoff Ratio | 1.08 | 1.09 |
| Profit Factor | 1.1 | 1.06 |
| Common Sense Ratio | 1.27 | 1.1 |
| CPC Index | 0.6 | 0.59 |
| Tail Ratio | 1.15 | 1.03 |
| Outlier Win Ratio | 17.62 | 3.84 |
| Outlier Loss Ratio | 3.83 | 3.7 |
| Volatility (ann.) | 6.13% | 10.47% |
| R^2 | 0.35 | 0.35 |
| Calmar | 2.08 | 4.04 |
| Skew | 0.3 | -0.02 |
| Kurtosis | 29.1 | 9.13 |
| Expected Daily % | 0.01% | 0.01% |
| Expected Monthly % | 4.17% | 7.14% |
| Expected Yearly % | 31.28% | 58.36% |
| Kelly Criterion | 3.66% | 6.39% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.52% | -0.89% |
| Expected Shortfall (cVaR) | -0.52% | -0.89% |
| Year | 2232996:BTCUSD | 2232996:btcusd:double_gx:kama75_60 | Multiplier | Won |
|---|---|---|---|---|
| 2023 | 54.10 | 27.32 | 0.50 | - |
| 2024 | 121.00 | 83.53 | 0.69 | - |
| 2025 | 16.61 | -3.17 | -0.19 | - |
| Metric | 2232996:btcusd:double_gx:kama75_60 | 2232996:BTCUSD |
|---|---|---|
| MTD | 2.54% | 15.58% |
| 3M | 10.8% | 22.89% |
| 6M | -8.41% | 17.06% |
| YTD | -3.17% | 16.61% |
| 1Y | 18.91% | 56.92% |
| 3Y (ann.) | 64.06% | 130.75% |
| 5Y (ann.) | 64.06% | 130.75% |
| Metric | 2232996:btcusd:double_gx:kama75_60 | 2232996:BTCUSD |
|---|---|---|
| Max Drawdown | -30.82% | -32.34% |
| Longest DD Days | 161.0 | 236.0 |
| Avg. Drawdown | -1.98% | -2.26% |
| Avg. Drawdown Days | 6.0 | 4.0 |
| Recovery Factor | 4.1 | 9.19 |
| Ulcer Index | 1.02 | 1.0 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-17 | 2025-05-28 | -30.82 | 161 |
| 2024-06-10 | 2024-10-29 | -17.83 | 140 |
| 2024-03-13 | 2024-06-04 | -16.05 | 83 |
| 2024-03-05 | 2024-03-13 | -9.81 | 8 |
| 2023-12-05 | 2024-01-29 | -7.93 | 54 |
| 2023-11-09 | 2023-12-04 | -7.86 | 24 |
| 2024-12-05 | 2024-12-17 | -6.46 | 11 |
| 2024-10-29 | 2024-11-11 | -6.20 | 12 |
| 2024-02-15 | 2024-02-26 | -5.09 | 11 |
| 2024-11-13 | 2024-11-21 | -4.65 | 7 |
| Metric | 2232996:btcusd:double_gx:kama75_60 | 2232996:BTCUSD |
|---|---|---|
| Best Day | 5.23% | 5.23% |
| Worst Day | -4.69% | -4.9% |
| Best Week | 22.4% | 23.06% |
| Worst Week | -7.96% | -12.33% |
| Best Month | 27.86% | 43.77% |
| Worst Month | -13.16% | -17.69% |
| Best Year | 83.53% | 121.0% |
| Worst Year | -3.17% | 16.61% |
| Avg. Up Day | 0.38% | 0.39% |
| Avg. Down Day | -0.35% | -0.36% |
| Avg. Up Week | 4.41% | 7.15% |
| Avg. Down Week | -3.7% | -4.36% |
| Avg. Up Month | 12.05% | 17.83% |
| Avg. Down Month | -7.53% | -9.02% |
| Win Days % | 49.99% | 51.08% |
| Win Month % | 60.0% | 70.0% |
| Win Week % | 58.14% | 57.3% |
| Win Quarter % | 71.43% | 71.43% |
| Win Year % | 66.67% | 100.0% |