| Metric | 2232996:btcusd:double_gx:kama75_60 | 2232996:BTCUSD |
|---|---|---|
| Time in Market | 26.0% | 100.0% |
| Cumulative Return | -11.56% | 71.33% |
| Max Drawdown | -31.59% | -31.17% |
| Sharpe | -0.06 | 0.23 |
| Sortino | -0.08 | 0.32 |
| Payoff Ratio | 1.02 | 1.05 |
| Profit Factor | 0.98 | 1.04 |
| Common Sense Ratio | 1.01 | 1.04 |
| CPC Index | 0.48 | 0.55 |
| Tail Ratio | 1.03 | 1.0 |
| Outlier Win Ratio | 24.95 | 3.46 |
| Outlier Loss Ratio | 3.72 | 3.47 |
| Volatility (ann.) | 5.11% | 10.71% |
| R^2 | 0.23 | 0.23 |
| Calmar | -0.31 | 1.84 |
| Skew | -0.73 | -0.07 |
| Kurtosis | 42.97 | 9.1 |
| Expected Daily % | -0.0% | 0.01% |
| Expected Monthly % | -0.82% | 3.65% |
| Expected Yearly % | -5.96% | 30.89% |
| Kelly Criterion | -2.28% | 3.89% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.44% | -0.92% |
| Expected Shortfall (cVaR) | -0.44% | -0.92% |
| Year | 2232996:BTCUSD | 2232996:btcusd:double_gx:kama75_60 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 46.93 | 1.38 | 0.03 | - |
| 2025 | 16.61 | -12.77 | -0.77 | - |
| Metric | 2232996:btcusd:double_gx:kama75_60 | 2232996:BTCUSD |
|---|---|---|
| MTD | 3.62% | 15.58% |
| 3M | -1.76% | 22.89% |
| 6M | -18.81% | 17.06% |
| YTD | -12.77% | 16.61% |
| 1Y | -10.0% | 56.92% |
| 3Y (ann.) | -9.82% | 57.27% |
| 5Y (ann.) | -9.82% | 57.27% |
| Metric | 2232996:btcusd:double_gx:kama75_60 | 2232996:BTCUSD |
|---|---|---|
| Max Drawdown | -31.59% | -31.17% |
| Longest DD Days | 232.0 | 204.0 |
| Avg. Drawdown | -5.98% | -3.46% |
| Avg. Drawdown Days | 36.0 | 9.0 |
| Recovery Factor | -0.37 | 2.29 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-05 | 2025-05-28 | -31.59 | 173 |
| 2024-03-26 | 2024-11-13 | -18.73 | 232 |
| 2024-03-19 | 2024-03-25 | -5.74 | 6 |
| 2024-11-13 | 2024-11-21 | -4.65 | 7 |
| 2024-11-29 | 2024-12-05 | -2.23 | 5 |
| 2024-11-21 | 2024-11-29 | -2.17 | 7 |
| 2024-03-25 | 2024-03-26 | -1.69 | 0 |
| 2024-12-05 | 2024-12-05 | -1.42 | 0 |
| 2024-11-21 | 2024-11-21 | -1.34 | 0 |
| 2024-03-19 | 2024-03-19 | -1.16 | 0 |
| Metric | 2232996:btcusd:double_gx:kama75_60 | 2232996:BTCUSD |
|---|---|---|
| Best Day | 3.42% | 5.11% |
| Worst Day | -4.69% | -4.9% |
| Best Week | 15.04% | 18.93% |
| Worst Week | -7.82% | -12.33% |
| Best Month | 15.29% | 37.42% |
| Worst Month | -12.75% | -17.69% |
| Best Year | 1.38% | 46.93% |
| Worst Year | -12.77% | 16.61% |
| Avg. Up Day | 0.36% | 0.38% |
| Avg. Down Day | -0.35% | -0.36% |
| Avg. Up Week | 3.06% | 6.4% |
| Avg. Down Week | -3.31% | -4.33% |
| Avg. Up Month | 5.03% | 15.55% |
| Avg. Down Month | -6.66% | -8.97% |
| Win Days % | 48.31% | 50.79% |
| Win Month % | 46.67% | 60.0% |
| Win Week % | 50.0% | 53.12% |
| Win Quarter % | 50.0% | 66.67% |
| Win Year % | 50.0% | 100.0% |