| Metric | 2232996:btcusd:double_gx:kama75_60 | 2232996:BTCUSD |
|---|---|---|
| Time in Market | 38.0% | 100.0% |
| Cumulative Return | -11.82% | 72.92% |
| Max Drawdown | -21.43% | -27.95% |
| Sharpe | -0.48 | 1.17 |
| Sortino | -0.65 | 1.8 |
| Payoff Ratio | 0.93 | 1.49 |
| Profit Factor | 0.89 | 1.18 |
| Common Sense Ratio | 0.84 | 1.32 |
| CPC Index | 0.38 | 0.9 |
| Tail Ratio | 0.94 | 1.11 |
| Outlier Win Ratio | 22.19 | 2.71 |
| Outlier Loss Ratio | 4.14 | 2.55 |
| Volatility (ann.) | 18.56% | 49.91% |
| R^2 | 0.13 | 0.13 |
| Calmar | -0.47 | 2.09 |
| Skew | -0.21 | 0.35 |
| Kurtosis | 8.66 | 1.47 |
| Expected Daily % | -0.03% | 0.13% |
| Expected Monthly % | -0.84% | 3.72% |
| Expected Yearly % | -6.1% | 31.5% |
| Kelly Criterion | -11.89% | 18.37% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.62% | -4.14% |
| Expected Shortfall (cVaR) | -1.62% | -4.14% |
| Year | 2232996:BTCUSD | 2232996:btcusd:double_gx:kama75_60 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 46.07 | 1.66 | 0.04 | - |
| 2025 | 18.38 | -13.26 | -0.72 | - |
| Metric | 2232996:btcusd:double_gx:kama75_60 | 2232996:BTCUSD |
|---|---|---|
| MTD | 1.54% | 15.52% |
| 3M | -7.94% | 13.51% |
| 6M | -13.95% | 11.68% |
| YTD | -13.26% | 18.38% |
| 1Y | -15.03% | 58.86% |
| 3Y (ann.) | -10.04% | 58.5% |
| 5Y (ann.) | -10.04% | 58.5% |
| Metric | 2232996:btcusd:double_gx:kama75_60 | 2232996:BTCUSD |
|---|---|---|
| Max Drawdown | -21.43% | -27.95% |
| Longest DD Days | 213.0 | 203.0 |
| Avg. Drawdown | -9.96% | -6.81% |
| Avg. Drawdown Days | 83.0 | 29.0 |
| Recovery Factor | -0.55 | 2.61 |
| Ulcer Index | inf | 1.03 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-17 | 2025-05-28 | -21.43 | 162 |
| 2024-05-17 | 2024-12-16 | -19.11 | 213 |
| 2024-04-01 | 2024-04-17 | -4.07 | 16 |
| 2024-04-18 | 2024-05-07 | -3.67 | 19 |
| 2024-03-21 | 2024-03-26 | -1.53 | 5 |
| Metric | 2232996:btcusd:double_gx:kama75_60 | 2232996:BTCUSD |
|---|---|---|
| Best Day | 4.58% | 10.7% |
| Worst Day | -5.45% | -7.85% |
| Best Week | 7.3% | 15.55% |
| Worst Week | -6.05% | -14.34% |
| Best Month | 9.32% | 34.46% |
| Worst Month | -11.55% | -19.77% |
| Best Year | 1.66% | 46.07% |
| Worst Year | -13.26% | 18.38% |
| Avg. Up Day | 1.37% | 2.71% |
| Avg. Down Day | -1.46% | -1.82% |
| Avg. Up Week | 2.36% | 5.64% |
| Avg. Down Week | -2.41% | -5.06% |
| Avg. Up Month | 3.64% | 14.56% |
| Avg. Down Month | -3.94% | -9.5% |
| Win Days % | 45.96% | 51.15% |
| Win Month % | 40.0% | 60.0% |
| Win Week % | 40.0% | 59.38% |
| Win Quarter % | 33.33% | 66.67% |
| Win Year % | 50.0% | 100.0% |