| Metric | 2233080:btcusd:double_gx:kama105_65 | 2233080:BTCUSD |
|---|---|---|
| Time in Market | 41.0% | 100.0% |
| Cumulative Return | 193.0% | 293.65% |
| Max Drawdown | -26.76% | -32.34% |
| Sharpe | 0.47 | 0.38 |
| Sortino | 0.69 | 0.55 |
| Payoff Ratio | 1.08 | 1.09 |
| Profit Factor | 1.12 | 1.06 |
| Common Sense Ratio | 1.32 | 1.1 |
| CPC Index | 0.61 | 0.59 |
| Tail Ratio | 1.18 | 1.03 |
| Outlier Win Ratio | 15.32 | 3.86 |
| Outlier Loss Ratio | 4.05 | 3.75 |
| Volatility (ann.) | 6.23% | 10.48% |
| R^2 | 0.35 | 0.35 |
| Calmar | 3.44 | 4.01 |
| Skew | 0.02 | -0.02 |
| Kurtosis | 21.18 | 9.12 |
| Expected Daily % | 0.01% | 0.01% |
| Expected Monthly % | 5.52% | 7.09% |
| Expected Yearly % | 43.09% | 57.9% |
| Kelly Criterion | 4.98% | 6.14% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.53% | -0.89% |
| Expected Shortfall (cVaR) | -0.53% | -0.89% |
| Year | 2233080:BTCUSD | 2233080:btcusd:double_gx:kama105_65 | Multiplier | Won |
|---|---|---|---|---|
| 2023 | 52.75 | 25.96 | 0.49 | - |
| 2024 | 121.00 | 128.37 | 1.06 | + |
| 2025 | 16.61 | 1.86 | 0.11 | - |
| Metric | 2233080:btcusd:double_gx:kama105_65 | 2233080:BTCUSD |
|---|---|---|
| MTD | 9.68% | 15.58% |
| 3M | 10.11% | 22.89% |
| 6M | -5.23% | 17.06% |
| YTD | 1.86% | 16.61% |
| 1Y | 22.28% | 56.92% |
| 3Y (ann.) | 92.1% | 129.84% |
| 5Y (ann.) | 92.1% | 129.84% |
| Metric | 2233080:btcusd:double_gx:kama105_65 | 2233080:BTCUSD |
|---|---|---|
| Max Drawdown | -26.76% | -32.34% |
| Longest DD Days | 179.0 | 236.0 |
| Avg. Drawdown | -1.76% | -2.28% |
| Avg. Drawdown Days | 5.0 | 5.0 |
| Recovery Factor | 7.21 | 9.08 |
| Ulcer Index | inf | 1.0 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-11-29 | 2025-05-28 | -26.76 | 179 |
| 2024-06-17 | 2024-11-11 | -13.30 | 146 |
| 2024-03-05 | 2024-03-11 | -9.81 | 6 |
| 2024-01-02 | 2024-02-08 | -7.86 | 37 |
| 2024-04-08 | 2024-05-15 | -7.71 | 37 |
| 2023-12-14 | 2024-01-02 | -7.46 | 18 |
| 2023-11-20 | 2023-12-03 | -4.99 | 12 |
| 2023-11-09 | 2023-11-20 | -4.01 | 11 |
| 2024-03-26 | 2024-03-28 | -3.82 | 2 |
| 2024-05-21 | 2024-06-05 | -3.80 | 15 |
| Metric | 2233080:btcusd:double_gx:kama105_65 | 2233080:BTCUSD |
|---|---|---|
| Best Day | 2.92% | 5.23% |
| Worst Day | -4.69% | -4.9% |
| Best Week | 19.43% | 23.06% |
| Worst Week | -5.33% | -12.33% |
| Best Month | 34.69% | 43.77% |
| Worst Month | -7.77% | -17.69% |
| Best Year | 128.37% | 121.0% |
| Worst Year | 1.86% | 16.61% |
| Avg. Up Day | 0.36% | 0.36% |
| Avg. Down Day | -0.33% | -0.33% |
| Avg. Up Week | 5.31% | 7.82% |
| Avg. Down Week | -2.14% | -4.29% |
| Avg. Up Month | 11.97% | 17.18% |
| Avg. Down Month | -5.64% | -7.53% |
| Win Days % | 50.71% | 51.05% |
| Win Month % | 70.0% | 70.0% |
| Win Week % | 51.9% | 57.3% |
| Win Quarter % | 71.43% | 71.43% |
| Win Year % | 100.0% | 100.0% |