| Metric | 2233080:btcusd:double_gx:kama105_65 | 2233080:BTCUSD |
|---|---|---|
| Time in Market | 35.0% | 100.0% |
| Cumulative Return | 192.38% | 293.65% |
| Max Drawdown | -28.96% | -32.34% |
| Sharpe | 0.5 | 0.38 |
| Sortino | 0.75 | 0.55 |
| Payoff Ratio | 1.11 | 1.12 |
| Profit Factor | 1.15 | 1.06 |
| Common Sense Ratio | 1.37 | 1.1 |
| CPC Index | 0.64 | 0.61 |
| Tail Ratio | 1.2 | 1.03 |
| Outlier Win Ratio | 17.93 | 3.71 |
| Outlier Loss Ratio | 3.95 | 3.59 |
| Volatility (ann.) | 5.72% | 10.48% |
| R^2 | 0.3 | 0.3 |
| Calmar | 3.17 | 4.01 |
| Skew | 0.02 | -0.02 |
| Kurtosis | 26.71 | 9.12 |
| Expected Daily % | 0.01% | 0.01% |
| Expected Monthly % | 5.51% | 7.09% |
| Expected Yearly % | 42.99% | 57.9% |
| Kelly Criterion | 5.84% | 7.38% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.48% | -0.89% |
| Expected Shortfall (cVaR) | -0.48% | -0.89% |
| Year | 2233080:BTCUSD | 2233080:btcusd:double_gx:kama105_65 | Multiplier | Won |
|---|---|---|---|---|
| 2023 | 52.75 | 27.68 | 0.52 | - |
| 2024 | 121.00 | 137.23 | 1.13 | + |
| 2025 | 16.61 | -3.47 | -0.21 | - |
| Metric | 2233080:btcusd:double_gx:kama105_65 | 2233080:BTCUSD |
|---|---|---|
| MTD | 6.46% | 15.58% |
| 3M | 6.31% | 22.89% |
| 6M | -11.21% | 17.06% |
| YTD | -3.47% | 16.61% |
| 1Y | 19.17% | 56.92% |
| 3Y (ann.) | 91.86% | 129.84% |
| 5Y (ann.) | 91.86% | 129.84% |
| Metric | 2233080:btcusd:double_gx:kama105_65 | 2233080:BTCUSD |
|---|---|---|
| Max Drawdown | -28.96% | -32.34% |
| Longest DD Days | 179.0 | 236.0 |
| Avg. Drawdown | -1.65% | -2.28% |
| Avg. Drawdown Days | 5.0 | 5.0 |
| Recovery Factor | 6.64 | 9.08 |
| Ulcer Index | inf | 1.0 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-11-29 | 2025-05-28 | -28.96 | 179 |
| 2024-06-17 | 2024-10-15 | -14.34 | 119 |
| 2024-01-02 | 2024-02-09 | -7.86 | 37 |
| 2023-12-14 | 2024-01-02 | -6.51 | 18 |
| 2024-04-17 | 2024-05-04 | -6.26 | 17 |
| 2024-10-15 | 2024-10-29 | -6.07 | 14 |
| 2024-05-06 | 2024-05-15 | -5.94 | 9 |
| 2024-03-05 | 2024-03-11 | -4.83 | 6 |
| 2023-11-09 | 2023-12-02 | -4.01 | 23 |
| 2024-03-26 | 2024-04-06 | -3.82 | 11 |
| Metric | 2233080:btcusd:double_gx:kama105_65 | 2233080:BTCUSD |
|---|---|---|
| Best Day | 2.92% | 5.23% |
| Worst Day | -4.69% | -4.9% |
| Best Week | 19.14% | 23.06% |
| Worst Week | -5.32% | -12.33% |
| Best Month | 36.49% | 43.77% |
| Worst Month | -7.77% | -17.69% |
| Best Year | 137.23% | 121.0% |
| Worst Year | -3.47% | 16.61% |
| Avg. Up Day | 0.36% | 0.37% |
| Avg. Down Day | -0.33% | -0.33% |
| Avg. Up Week | 4.52% | 7.45% |
| Avg. Down Week | -2.07% | -4.64% |
| Avg. Up Month | 12.88% | 17.87% |
| Avg. Down Month | -6.23% | -7.53% |
| Win Days % | 50.57% | 51.05% |
| Win Month % | 65.0% | 70.0% |
| Win Week % | 58.97% | 57.3% |
| Win Quarter % | 71.43% | 71.43% |
| Win Year % | 66.67% | 100.0% |