| Metric | 2233080:btcusd:double_gx:kama105_65 | 2233080:BTCUSD |
|---|---|---|
| Time in Market | 53.0% | 100.0% |
| Cumulative Return | 193.0% | 297.93% |
| Max Drawdown | -26.0% | -27.95% |
| Sharpe | 2.22 | 1.92 |
| Sortino | 4.04 | 3.07 |
| Payoff Ratio | 1.33 | 1.57 |
| Profit Factor | 1.61 | 1.32 |
| Common Sense Ratio | 2.71 | 1.58 |
| CPC Index | 1.13 | 1.11 |
| Tail Ratio | 1.69 | 1.19 |
| Outlier Win Ratio | 10.11 | 3.39 |
| Outlier Loss Ratio | 4.23 | 3.07 |
| Volatility (ann.) | 31.71% | 50.13% |
| R^2 | 0.4 | 0.4 |
| Calmar | 3.55 | 4.71 |
| Skew | 1.24 | 0.36 |
| Kurtosis | 7.76 | 1.68 |
| Expected Daily % | 0.18% | 0.23% |
| Expected Monthly % | 5.52% | 7.15% |
| Expected Yearly % | 43.09% | 58.47% |
| Kelly Criterion | 17.45% | 23.53% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.54% | -4.05% |
| Expected Shortfall (cVaR) | -2.54% | -4.05% |
| Year | 2233080:BTCUSD | 2233080:btcusd:double_gx:kama105_65 | Multiplier | Won |
|---|---|---|---|---|
| 2023 | 54.24 | 25.96 | 0.48 | - |
| 2024 | 117.93 | 128.37 | 1.09 | + |
| 2025 | 18.38 | 1.86 | 0.10 | - |
| Metric | 2233080:btcusd:double_gx:kama105_65 | 2233080:BTCUSD |
|---|---|---|
| MTD | 9.68% | 15.52% |
| 3M | 10.11% | 13.51% |
| 6M | -5.23% | 11.68% |
| YTD | 1.86% | 18.38% |
| 1Y | 22.28% | 58.86% |
| 3Y (ann.) | 92.31% | 131.68% |
| 5Y (ann.) | 92.31% | 131.68% |
| Metric | 2233080:btcusd:double_gx:kama105_65 | 2233080:BTCUSD |
|---|---|---|
| Max Drawdown | -26.0% | -27.95% |
| Longest DD Days | 176.0 | 237.0 |
| Avg. Drawdown | -3.97% | -5.35% |
| Avg. Drawdown Days | 27.0 | 21.0 |
| Recovery Factor | 7.42 | 10.66 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-03 | 2025-05-28 | -26.00 | 176 |
| 2024-05-22 | 2024-11-11 | -11.78 | 173 |
| 2024-03-06 | 2024-03-12 | -6.80 | 6 |
| 2024-04-10 | 2024-05-16 | -6.07 | 36 |
| 2023-12-16 | 2024-01-30 | -5.45 | 45 |
| 2023-11-22 | 2023-12-04 | -3.47 | 12 |
| 2023-10-27 | 2023-11-11 | -2.52 | 15 |
| 2024-02-16 | 2024-02-27 | -2.37 | 11 |
| 2023-10-08 | 2023-10-17 | -2.35 | 9 |
| 2024-03-28 | 2024-03-29 | -1.39 | 1 |
| Metric | 2233080:btcusd:double_gx:kama105_65 | 2233080:BTCUSD |
|---|---|---|
| Best Day | 10.49% | 11.25% |
| Worst Day | -7.85% | -7.85% |
| Best Week | 16.7% | 19.61% |
| Worst Week | -7.71% | -14.34% |
| Best Month | 35.2% | 43.01% |
| Worst Month | -10.11% | -19.77% |
| Best Year | 128.37% | 117.93% |
| Worst Year | 1.86% | 18.38% |
| Avg. Up Day | 1.92% | 2.38% |
| Avg. Down Day | -1.44% | -1.52% |
| Avg. Up Week | 5.04% | 7.33% |
| Avg. Down Week | -2.67% | -4.53% |
| Avg. Up Month | 12.01% | 16.77% |
| Avg. Down Month | -6.32% | -9.66% |
| Win Days % | 52.83% | 53.33% |
| Win Month % | 70.0% | 70.0% |
| Win Week % | 55.0% | 60.23% |
| Win Quarter % | 85.71% | 71.43% |
| Win Year % | 100.0% | 100.0% |