| Metric | 2233080:btcusd:double_gx:kama105_65 | 2233080:BTCUSD |
|---|---|---|
| Time in Market | 26.0% | 100.0% |
| Cumulative Return | 141.79% | 293.65% |
| Max Drawdown | -27.4% | -32.34% |
| Sharpe | 0.47 | 0.38 |
| Sortino | 0.7 | 0.55 |
| Payoff Ratio | 1.1 | 1.12 |
| Profit Factor | 1.16 | 1.06 |
| Common Sense Ratio | 1.38 | 1.1 |
| CPC Index | 0.65 | 0.61 |
| Tail Ratio | 1.2 | 1.03 |
| Outlier Win Ratio | 23.83 | 3.58 |
| Outlier Loss Ratio | 3.76 | 3.45 |
| Volatility (ann.) | 5.03% | 10.48% |
| R^2 | 0.23 | 0.23 |
| Calmar | 2.59 | 4.01 |
| Skew | 0.01 | -0.02 |
| Kurtosis | 36.75 | 9.12 |
| Expected Daily % | 0.01% | 0.01% |
| Expected Monthly % | 4.51% | 7.09% |
| Expected Yearly % | 34.22% | 57.9% |
| Kelly Criterion | 6.11% | 7.52% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.43% | -0.89% |
| Expected Shortfall (cVaR) | -0.43% | -0.89% |
| Year | 2233080:BTCUSD | 2233080:btcusd:double_gx:kama105_65 | Multiplier | Won |
|---|---|---|---|---|
| 2023 | 52.75 | 29.76 | 0.56 | - |
| 2024 | 121.00 | 112.27 | 0.93 | - |
| 2025 | 16.61 | -12.22 | -0.74 | - |
| Metric | 2233080:btcusd:double_gx:kama105_65 | 2233080:BTCUSD |
|---|---|---|
| MTD | 3.73% | 15.58% |
| 3M | -5.25% | 22.89% |
| 6M | -17.3% | 17.06% |
| YTD | -12.22% | 16.61% |
| 1Y | 13.52% | 56.92% |
| 3Y (ann.) | 70.95% | 129.84% |
| 5Y (ann.) | 70.95% | 129.84% |
| Metric | 2233080:btcusd:double_gx:kama105_65 | 2233080:BTCUSD |
|---|---|---|
| Max Drawdown | -27.4% | -32.34% |
| Longest DD Days | 179.0 | 236.0 |
| Avg. Drawdown | -1.51% | -2.28% |
| Avg. Drawdown Days | 5.0 | 5.0 |
| Recovery Factor | 5.18 | 9.08 |
| Ulcer Index | inf | 1.0 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-11-29 | 2025-05-28 | -27.40 | 179 |
| 2024-06-17 | 2024-08-23 | -10.33 | 67 |
| 2024-01-02 | 2024-02-09 | -7.86 | 38 |
| 2024-04-17 | 2024-05-20 | -6.26 | 33 |
| 2024-08-30 | 2024-10-14 | -5.22 | 44 |
| 2023-12-14 | 2023-12-20 | -4.72 | 5 |
| 2024-10-18 | 2024-10-29 | -4.21 | 11 |
| 2023-11-09 | 2023-11-30 | -4.01 | 20 |
| 2024-11-12 | 2024-11-15 | -3.67 | 3 |
| 2024-05-21 | 2024-06-04 | -2.98 | 14 |
| Metric | 2233080:btcusd:double_gx:kama105_65 | 2233080:BTCUSD |
|---|---|---|
| Best Day | 2.92% | 5.23% |
| Worst Day | -4.69% | -4.9% |
| Best Week | 15.08% | 23.06% |
| Worst Week | -5.62% | -12.33% |
| Best Month | 32.92% | 43.77% |
| Worst Month | -8.57% | -17.69% |
| Best Year | 112.27% | 121.0% |
| Worst Year | -12.22% | 16.61% |
| Avg. Up Day | 0.37% | 0.37% |
| Avg. Down Day | -0.33% | -0.33% |
| Avg. Up Week | 4.28% | 7.85% |
| Avg. Down Week | -1.72% | -3.79% |
| Avg. Up Month | 11.46% | 18.24% |
| Avg. Down Month | -6.6% | -7.67% |
| Win Days % | 50.72% | 51.05% |
| Win Month % | 65.0% | 70.0% |
| Win Week % | 55.26% | 57.3% |
| Win Quarter % | 85.71% | 71.43% |
| Win Year % | 66.67% | 100.0% |