| Metric | 2232996:btcusd:double_gx:kama75_60 | 2232996:BTCUSD |
|---|---|---|
| Time in Market | 50.0% | 100.0% |
| Cumulative Return | 132.59% | 297.13% |
| Max Drawdown | -37.71% | -32.34% |
| Sharpe | 0.34 | 0.39 |
| Sortino | 0.49 | 0.55 |
| Payoff Ratio | 1.05 | 1.06 |
| Profit Factor | 1.08 | 1.06 |
| Common Sense Ratio | 1.19 | 1.1 |
| CPC Index | 0.57 | 0.58 |
| Tail Ratio | 1.1 | 1.03 |
| Outlier Win Ratio | 12.16 | 4.0 |
| Outlier Loss Ratio | 4.17 | 3.96 |
| Volatility (ann.) | 7.1% | 10.47% |
| R^2 | 0.46 | 0.46 |
| Calmar | 1.77 | 4.04 |
| Skew | -0.03 | -0.02 |
| Kurtosis | 20.4 | 9.13 |
| Expected Daily % | 0.01% | 0.01% |
| Expected Monthly % | 4.31% | 7.14% |
| Expected Yearly % | 32.49% | 58.36% |
| Kelly Criterion | 2.99% | 5.14% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.6% | -0.89% |
| Expected Shortfall (cVaR) | -0.6% | -0.89% |
| Year | 2232996:BTCUSD | 2232996:btcusd:double_gx:kama75_60 | Multiplier | Won |
|---|---|---|---|---|
| 2023 | 54.10 | 38.01 | 0.70 | - |
| 2024 | 121.00 | 92.67 | 0.77 | - |
| 2025 | 16.61 | -12.53 | -0.75 | - |
| Metric | 2232996:btcusd:double_gx:kama75_60 | 2232996:BTCUSD |
|---|---|---|
| MTD | 3.6% | 15.58% |
| 3M | 2.87% | 22.89% |
| 6M | -23.6% | 17.06% |
| YTD | -12.53% | 16.61% |
| 1Y | 12.04% | 56.92% |
| 3Y (ann.) | 66.83% | 130.75% |
| 5Y (ann.) | 66.83% | 130.75% |
| Metric | 2232996:btcusd:double_gx:kama75_60 | 2232996:BTCUSD |
|---|---|---|
| Max Drawdown | -37.71% | -32.34% |
| Longest DD Days | 217.0 | 236.0 |
| Avg. Drawdown | -1.85% | -2.26% |
| Avg. Drawdown Days | 5.0 | 4.0 |
| Recovery Factor | 3.52 | 9.19 |
| Ulcer Index | 1.02 | 1.0 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-05 | 2025-05-28 | -37.71 | 173 |
| 2024-03-14 | 2024-10-17 | -19.35 | 217 |
| 2024-03-05 | 2024-03-08 | -9.81 | 3 |
| 2023-11-09 | 2023-12-05 | -9.30 | 26 |
| 2023-12-20 | 2024-01-29 | -8.52 | 39 |
| 2023-12-05 | 2023-12-20 | -6.71 | 14 |
| 2024-10-29 | 2024-11-06 | -6.20 | 7 |
| 2024-11-22 | 2024-12-05 | -5.36 | 12 |
| 2024-11-13 | 2024-11-21 | -4.65 | 7 |
| 2024-02-15 | 2024-02-26 | -4.65 | 11 |
| Metric | 2232996:btcusd:double_gx:kama75_60 | 2232996:BTCUSD |
|---|---|---|
| Best Day | 5.23% | 5.23% |
| Worst Day | -4.9% | -4.9% |
| Best Week | 22.4% | 23.06% |
| Worst Week | -8.55% | -12.33% |
| Best Month | 30.79% | 43.77% |
| Worst Month | -15.63% | -17.69% |
| Best Year | 92.67% | 121.0% |
| Worst Year | -12.53% | 16.61% |
| Avg. Up Day | 0.36% | 0.37% |
| Avg. Down Day | -0.34% | -0.35% |
| Avg. Up Week | 5.76% | 7.46% |
| Avg. Down Week | -3.37% | -3.97% |
| Avg. Up Month | 13.15% | 16.6% |
| Avg. Down Month | -10.38% | -9.02% |
| Win Days % | 50.24% | 51.08% |
| Win Month % | 65.0% | 70.0% |
| Win Week % | 48.86% | 57.3% |
| Win Quarter % | 71.43% | 71.43% |
| Win Year % | 66.67% | 100.0% |