| Metric | 2232996:btcusd:double_gx:kama75_60 | 2232996:BTCUSD |
|---|---|---|
| Time in Market | 42.0% | 100.0% |
| Cumulative Return | -18.91% | 72.92% |
| Max Drawdown | -28.67% | -27.95% |
| Sharpe | -0.7 | 1.17 |
| Sortino | -0.93 | 1.8 |
| Payoff Ratio | 0.89 | 1.47 |
| Profit Factor | 0.85 | 1.18 |
| Common Sense Ratio | 0.73 | 1.32 |
| CPC Index | 0.36 | 0.89 |
| Tail Ratio | 0.86 | 1.11 |
| Outlier Win Ratio | 18.86 | 2.77 |
| Outlier Loss Ratio | 3.91 | 2.69 |
| Volatility (ann.) | 21.65% | 49.91% |
| R^2 | 0.21 | 0.21 |
| Calmar | -0.56 | 2.09 |
| Skew | -0.79 | 0.35 |
| Kurtosis | 12.81 | 1.47 |
| Expected Daily % | -0.05% | 0.13% |
| Expected Monthly % | -1.39% | 3.72% |
| Expected Yearly % | -9.95% | 31.5% |
| Kelly Criterion | -11.71% | 17.91% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.91% | -4.14% |
| Expected Shortfall (cVaR) | -1.91% | -4.14% |
| Year | 2232996:BTCUSD | 2232996:btcusd:double_gx:kama75_60 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 46.07 | 1.60 | 0.03 | - |
| 2025 | 18.38 | -20.19 | -1.10 | - |
| Metric | 2232996:btcusd:double_gx:kama75_60 | 2232996:BTCUSD |
|---|---|---|
| MTD | 3.1% | 15.52% |
| 3M | -11.11% | 13.51% |
| 6M | -23.52% | 11.68% |
| YTD | -20.19% | 18.38% |
| 1Y | -15.34% | 58.86% |
| 3Y (ann.) | -16.16% | 58.5% |
| 5Y (ann.) | -16.16% | 58.5% |
| Metric | 2232996:btcusd:double_gx:kama75_60 | 2232996:BTCUSD |
|---|---|---|
| Max Drawdown | -28.67% | -27.95% |
| Longest DD Days | 234.0 | 203.0 |
| Avg. Drawdown | -10.56% | -6.81% |
| Avg. Drawdown Days | 82.0 | 29.0 |
| Recovery Factor | -0.66 | 2.61 |
| Ulcer Index | inf | 1.03 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-23 | 2025-05-28 | -28.67 | 156 |
| 2024-04-01 | 2024-11-21 | -17.33 | 234 |
| 2024-03-21 | 2024-03-26 | -2.64 | 5 |
| 2024-12-11 | 2024-12-17 | -2.50 | 6 |
| 2024-11-29 | 2024-12-10 | -1.63 | 11 |
| Metric | 2232996:btcusd:double_gx:kama75_60 | 2232996:BTCUSD |
|---|---|---|
| Best Day | 6.41% | 10.7% |
| Worst Day | -8.51% | -7.85% |
| Best Week | 12.61% | 15.55% |
| Worst Week | -9.16% | -14.34% |
| Best Month | 14.59% | 34.46% |
| Worst Month | -12.08% | -19.77% |
| Best Year | 1.6% | 46.07% |
| Worst Year | -20.19% | 18.38% |
| Avg. Up Day | 1.38% | 2.68% |
| Avg. Down Day | -1.55% | -1.83% |
| Avg. Up Week | 2.23% | 5.64% |
| Avg. Down Week | -2.83% | -5.23% |
| Avg. Up Month | 4.25% | 13.75% |
| Avg. Down Month | -7.09% | -9.5% |
| Win Days % | 47.25% | 51.15% |
| Win Month % | 46.67% | 60.0% |
| Win Week % | 44.26% | 59.38% |
| Win Quarter % | 66.67% | 66.67% |
| Win Year % | 50.0% | 100.0% |