| Metric | 2233080:btcusd:double_gx:kama105_65 | 2233080:BTCUSD |
|---|---|---|
| Time in Market | 43.0% | 100.0% |
| Cumulative Return | 43.97% | 71.33% |
| Max Drawdown | -25.75% | -31.17% |
| Sharpe | 0.23 | 0.23 |
| Sortino | 0.34 | 0.32 |
| Payoff Ratio | 1.05 | 1.06 |
| Profit Factor | 1.06 | 1.04 |
| Common Sense Ratio | 1.19 | 1.04 |
| CPC Index | 0.55 | 0.56 |
| Tail Ratio | 1.12 | 1.0 |
| Outlier Win Ratio | 14.76 | 3.75 |
| Outlier Loss Ratio | 4.11 | 3.7 |
| Volatility (ann.) | 6.28% | 10.71% |
| R^2 | 0.34 | 0.34 |
| Calmar | 1.39 | 1.84 |
| Skew | -0.24 | -0.07 |
| Kurtosis | 21.37 | 9.1 |
| Expected Daily % | 0.0% | 0.01% |
| Expected Monthly % | 2.46% | 3.65% |
| Expected Yearly % | 19.99% | 30.89% |
| Kelly Criterion | 2.2% | 4.2% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.54% | -0.92% |
| Expected Shortfall (cVaR) | -0.54% | -0.92% |
| Year | 2233080:BTCUSD | 2233080:btcusd:double_gx:kama105_65 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 46.93 | 38.27 | 0.82 | - |
| 2025 | 16.61 | 4.12 | 0.25 | - |
| Metric | 2233080:btcusd:double_gx:kama105_65 | 2233080:BTCUSD |
|---|---|---|
| MTD | 10.21% | 15.58% |
| 3M | 15.87% | 22.89% |
| 6M | -0.84% | 17.06% |
| YTD | 4.12% | 16.61% |
| 1Y | 27.06% | 56.92% |
| 3Y (ann.) | 35.86% | 57.27% |
| 5Y (ann.) | 35.86% | 57.27% |
| Metric | 2233080:btcusd:double_gx:kama105_65 | 2233080:BTCUSD |
|---|---|---|
| Max Drawdown | -25.75% | -31.17% |
| Longest DD Days | 186.0 | 204.0 |
| Avg. Drawdown | -2.44% | -3.46% |
| Avg. Drawdown Days | 11.0 | 9.0 |
| Recovery Factor | 1.71 | 2.29 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-11-22 | 2025-05-28 | -25.75 | 186 |
| 2024-06-17 | 2024-11-11 | -13.30 | 146 |
| 2024-04-08 | 2024-05-20 | -10.50 | 42 |
| 2024-03-26 | 2024-03-28 | -3.82 | 2 |
| 2024-05-21 | 2024-06-05 | -3.80 | 15 |
| 2024-11-12 | 2024-11-13 | -3.65 | 1 |
| 2024-06-07 | 2024-06-17 | -2.93 | 10 |
| 2024-03-23 | 2024-03-25 | -2.83 | 1 |
| 2024-11-15 | 2024-11-18 | -2.83 | 2 |
| 2024-11-18 | 2024-11-18 | -2.77 | 0 |
| Metric | 2233080:btcusd:double_gx:kama105_65 | 2233080:BTCUSD |
|---|---|---|
| Best Day | 2.92% | 5.11% |
| Worst Day | -4.69% | -4.9% |
| Best Week | 19.43% | 18.93% |
| Worst Week | -5.47% | -12.33% |
| Best Month | 30.73% | 37.42% |
| Worst Month | -7.77% | -17.69% |
| Best Year | 38.27% | 46.93% |
| Worst Year | 4.12% | 16.61% |
| Avg. Up Day | 0.35% | 0.35% |
| Avg. Down Day | -0.33% | -0.33% |
| Avg. Up Week | 4.93% | 7.53% |
| Avg. Down Week | -2.14% | -4.14% |
| Avg. Up Month | 10.65% | 16.92% |
| Avg. Down Month | -3.65% | -9.02% |
| Win Days % | 49.99% | 50.79% |
| Win Month % | 46.67% | 60.0% |
| Win Week % | 43.1% | 53.12% |
| Win Quarter % | 66.67% | 66.67% |
| Win Year % | 100.0% | 100.0% |