| Metric | 2233080:btcusd:double_gx:kama105_65 | 2233080:BTCUSD |
|---|---|---|
| Time in Market | 30.0% | 100.0% |
| Cumulative Return | 176.46% | 293.65% |
| Max Drawdown | -30.6% | -32.34% |
| Sharpe | 0.51 | 0.38 |
| Sortino | 0.77 | 0.55 |
| Payoff Ratio | 1.11 | 1.13 |
| Profit Factor | 1.16 | 1.06 |
| Common Sense Ratio | 1.38 | 1.1 |
| CPC Index | 0.65 | 0.61 |
| Tail Ratio | 1.19 | 1.03 |
| Outlier Win Ratio | 21.09 | 3.65 |
| Outlier Loss Ratio | 3.87 | 3.5 |
| Volatility (ann.) | 5.29% | 10.48% |
| R^2 | 0.25 | 0.25 |
| Calmar | 2.79 | 4.01 |
| Skew | 0.13 | -0.02 |
| Kurtosis | 31.32 | 9.12 |
| Expected Daily % | 0.01% | 0.01% |
| Expected Monthly % | 5.22% | 7.09% |
| Expected Yearly % | 40.35% | 57.9% |
| Kelly Criterion | 6.32% | 7.76% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.45% | -0.89% |
| Expected Shortfall (cVaR) | -0.45% | -0.89% |
| Year | 2233080:BTCUSD | 2233080:btcusd:double_gx:kama105_65 | Multiplier | Won |
|---|---|---|---|---|
| 2023 | 52.75 | 26.38 | 0.50 | - |
| 2024 | 121.00 | 145.88 | 1.21 | + |
| 2025 | 16.61 | -11.03 | -0.66 | - |
| Metric | 2233080:btcusd:double_gx:kama105_65 | 2233080:BTCUSD |
|---|---|---|
| MTD | 6.31% | 15.58% |
| 3M | -1.43% | 22.89% |
| 6M | -17.87% | 17.06% |
| YTD | -11.03% | 16.61% |
| 1Y | 16.76% | 56.92% |
| 3Y (ann.) | 85.44% | 129.84% |
| 5Y (ann.) | 85.44% | 129.84% |
| Metric | 2233080:btcusd:double_gx:kama105_65 | 2233080:BTCUSD |
|---|---|---|
| Max Drawdown | -30.6% | -32.34% |
| Longest DD Days | 179.0 | 236.0 |
| Avg. Drawdown | -1.5% | -2.28% |
| Avg. Drawdown Days | 4.0 | 5.0 |
| Recovery Factor | 5.77 | 9.08 |
| Ulcer Index | inf | 1.0 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-11-29 | 2025-05-28 | -30.60 | 179 |
| 2024-06-17 | 2024-08-23 | -12.76 | 67 |
| 2024-01-02 | 2024-02-09 | -7.86 | 37 |
| 2024-04-17 | 2024-05-04 | -6.26 | 17 |
| 2023-12-14 | 2024-01-02 | -6.05 | 18 |
| 2024-10-14 | 2024-10-29 | -4.41 | 14 |
| 2024-09-12 | 2024-10-07 | -4.34 | 24 |
| 2024-05-12 | 2024-05-15 | -4.20 | 2 |
| 2023-11-09 | 2023-12-01 | -4.01 | 21 |
| 2024-03-26 | 2024-04-08 | -3.94 | 12 |
| Metric | 2233080:btcusd:double_gx:kama105_65 | 2233080:BTCUSD |
|---|---|---|
| Best Day | 2.92% | 5.23% |
| Worst Day | -4.69% | -4.9% |
| Best Week | 15.68% | 23.06% |
| Worst Week | -7.06% | -12.33% |
| Best Month | 34.58% | 43.77% |
| Worst Month | -9.79% | -17.69% |
| Best Year | 145.88% | 121.0% |
| Worst Year | -11.03% | 16.61% |
| Avg. Up Day | 0.36% | 0.37% |
| Avg. Down Day | -0.33% | -0.33% |
| Avg. Up Week | 4.2% | 7.53% |
| Avg. Down Week | -1.99% | -3.96% |
| Avg. Up Month | 11.73% | 17.87% |
| Avg. Down Month | -6.22% | -7.53% |
| Win Days % | 50.66% | 51.05% |
| Win Month % | 65.0% | 70.0% |
| Win Week % | 58.97% | 57.3% |
| Win Quarter % | 85.71% | 71.43% |
| Win Year % | 66.67% | 100.0% |