| Metric | 2233080:btcusd:double_gx:kama105_65 | 2233080:BTCUSD |
|---|---|---|
| Time in Market | 36.0% | 100.0% |
| Cumulative Return | 15.8% | 72.92% |
| Max Drawdown | -31.99% | -27.95% |
| Sharpe | 0.63 | 1.17 |
| Sortino | 1.02 | 1.8 |
| Payoff Ratio | 1.06 | 1.45 |
| Profit Factor | 1.19 | 1.18 |
| Common Sense Ratio | 1.18 | 1.32 |
| CPC Index | 0.62 | 0.87 |
| Tail Ratio | 0.99 | 1.11 |
| Outlier Win Ratio | 19.52 | 3.04 |
| Outlier Loss Ratio | 4.02 | 2.7 |
| Volatility (ann.) | 24.15% | 49.91% |
| R^2 | 0.23 | 0.23 |
| Calmar | 0.41 | 2.09 |
| Skew | 1.59 | 0.35 |
| Kurtosis | 21.04 | 1.47 |
| Expected Daily % | 0.03% | 0.13% |
| Expected Monthly % | 0.98% | 3.72% |
| Expected Yearly % | 7.61% | 31.5% |
| Kelly Criterion | 1.98% | 17.35% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.04% | -4.14% |
| Expected Shortfall (cVaR) | -2.04% | -4.14% |
| Year | 2233080:BTCUSD | 2233080:btcusd:double_gx:kama105_65 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 46.07 | 39.67 | 0.86 | - |
| 2025 | 18.38 | -17.09 | -0.93 | - |
| Metric | 2233080:btcusd:double_gx:kama105_65 | 2233080:BTCUSD |
|---|---|---|
| MTD | 6.31% | 15.52% |
| 3M | -10.56% | 13.51% |
| 6M | -22.82% | 11.68% |
| YTD | -17.09% | 18.38% |
| 1Y | 3.43% | 58.86% |
| 3Y (ann.) | 13.13% | 58.5% |
| 5Y (ann.) | 13.13% | 58.5% |
| Metric | 2233080:btcusd:double_gx:kama105_65 | 2233080:BTCUSD |
|---|---|---|
| Max Drawdown | -31.99% | -27.95% |
| Longest DD Days | 178.0 | 203.0 |
| Avg. Drawdown | -5.1% | -6.81% |
| Avg. Drawdown Days | 38.0 | 29.0 |
| Recovery Factor | 0.49 | 2.61 |
| Ulcer Index | 1.01 | 1.03 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-01 | 2025-05-28 | -31.99 | 178 |
| 2024-06-14 | 2024-10-15 | -7.32 | 123 |
| 2024-04-18 | 2024-05-21 | -4.50 | 33 |
| 2024-10-18 | 2024-10-30 | -3.42 | 12 |
| 2024-11-08 | 2024-11-11 | -0.88 | 3 |
| 2024-11-13 | 2024-11-16 | -0.87 | 3 |
| 2024-03-25 | 2024-03-26 | -0.64 | 1 |
| 2024-05-22 | 2024-06-05 | -0.62 | 14 |
| 2024-10-31 | 2024-11-07 | -0.43 | 7 |
| 2024-03-27 | 2024-04-07 | -0.29 | 11 |
| Metric | 2233080:btcusd:double_gx:kama105_65 | 2233080:BTCUSD |
|---|---|---|
| Best Day | 10.49% | 10.7% |
| Worst Day | -7.85% | -7.85% |
| Best Week | 10.57% | 15.55% |
| Worst Week | -10.93% | -14.34% |
| Best Month | 26.98% | 34.46% |
| Worst Month | -14.47% | -19.77% |
| Best Year | 39.67% | 46.07% |
| Worst Year | -17.09% | 18.38% |
| Avg. Up Day | 1.58% | 2.41% |
| Avg. Down Day | -1.5% | -1.67% |
| Avg. Up Week | 2.91% | 6.34% |
| Avg. Down Week | -2.01% | -5.4% |
| Avg. Up Month | 9.78% | 15.36% |
| Avg. Down Month | -9.11% | -9.21% |
| Win Days % | 49.68% | 51.15% |
| Win Month % | 53.33% | 60.0% |
| Win Week % | 50.88% | 59.38% |
| Win Quarter % | 66.67% | 66.67% |
| Win Year % | 50.0% | 100.0% |