| Metric | 2232996:btcusd:double_gx:kama75_60 | 2232996:BTCUSD |
|---|---|---|
| Time in Market | 54.0% | 100.0% |
| Cumulative Return | 126.22% | 292.79% |
| Max Drawdown | -27.79% | -27.95% |
| Sharpe | 1.7 | 1.91 |
| Sortino | 2.99 | 3.05 |
| Payoff Ratio | 1.26 | 1.44 |
| Profit Factor | 1.43 | 1.32 |
| Common Sense Ratio | 1.98 | 1.57 |
| CPC Index | 0.94 | 1.01 |
| Tail Ratio | 1.38 | 1.19 |
| Outlier Win Ratio | 10.25 | 3.36 |
| Outlier Loss Ratio | 3.84 | 2.98 |
| Volatility (ann.) | 32.03% | 50.1% |
| R^2 | 0.42 | 0.42 |
| Calmar | 2.31 | 4.63 |
| Skew | 1.27 | 0.36 |
| Kurtosis | 8.26 | 1.69 |
| Expected Daily % | 0.14% | 0.23% |
| Expected Monthly % | 4.17% | 7.08% |
| Expected Yearly % | 31.27% | 57.78% |
| Kelly Criterion | 14.28% | 20.74% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.61% | -4.05% |
| Expected Shortfall (cVaR) | -2.61% | -4.05% |
| Year | 2232996:BTCUSD | 2232996:btcusd:double_gx:kama75_60 | Multiplier | Won |
|---|---|---|---|---|
| 2023 | 52.25 | 23.61 | 0.45 | - |
| 2024 | 117.93 | 89.40 | 0.76 | - |
| 2025 | 18.38 | -3.38 | -0.18 | - |
| Metric | 2232996:btcusd:double_gx:kama75_60 | 2232996:BTCUSD |
|---|---|---|
| MTD | 1.89% | 15.52% |
| 3M | 5.84% | 13.51% |
| 6M | -9.33% | 11.68% |
| YTD | -3.38% | 18.38% |
| 1Y | 22.81% | 58.86% |
| 3Y (ann.) | 64.18% | 129.53% |
| 5Y (ann.) | 64.18% | 129.53% |
| Metric | 2232996:btcusd:double_gx:kama75_60 | 2232996:BTCUSD |
|---|---|---|
| Max Drawdown | -27.79% | -27.95% |
| Longest DD Days | 160.0 | 237.0 |
| Avg. Drawdown | -5.9% | -5.2% |
| Avg. Drawdown Days | 30.0 | 21.0 |
| Recovery Factor | 4.54 | 10.47 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-19 | 2025-05-28 | -27.79 | 160 |
| 2024-06-11 | 2024-10-29 | -18.03 | 140 |
| 2024-03-20 | 2024-06-05 | -15.40 | 77 |
| 2024-03-06 | 2024-03-14 | -6.80 | 8 |
| 2023-12-07 | 2024-01-30 | -6.77 | 54 |
| 2023-11-12 | 2023-12-05 | -6.69 | 23 |
| 2024-02-16 | 2024-02-27 | -4.25 | 11 |
| 2024-10-31 | 2024-11-06 | -3.75 | 6 |
| 2024-12-11 | 2024-12-16 | -2.69 | 5 |
| 2024-11-29 | 2024-12-02 | -1.63 | 3 |
| Metric | 2232996:btcusd:double_gx:kama75_60 | 2232996:BTCUSD |
|---|---|---|
| Best Day | 10.49% | 11.25% |
| Worst Day | -7.85% | -7.85% |
| Best Week | 20.57% | 19.61% |
| Worst Week | -7.09% | -14.34% |
| Best Month | 26.41% | 43.01% |
| Worst Month | -11.51% | -19.77% |
| Best Year | 89.4% | 117.93% |
| Worst Year | -3.38% | 18.38% |
| Avg. Up Day | 1.99% | 2.6% |
| Avg. Down Day | -1.57% | -1.81% |
| Avg. Up Week | 4.52% | 6.8% |
| Avg. Down Week | -3.39% | -4.63% |
| Avg. Up Month | 11.16% | 16.33% |
| Avg. Down Month | -8.47% | -9.25% |
| Win Days % | 52.19% | 53.24% |
| Win Month % | 65.0% | 70.0% |
| Win Week % | 56.98% | 59.55% |
| Win Quarter % | 71.43% | 71.43% |
| Win Year % | 66.67% | 100.0% |