| Metric | 2233080:btcusd:double_gx:kama105_65 | 2233080:BTCUSD |
|---|---|---|
| Time in Market | 22.0% | 100.0% |
| Cumulative Return | 15.8% | 71.33% |
| Max Drawdown | -33.03% | -31.17% |
| Sharpe | 0.13 | 0.23 |
| Sortino | 0.19 | 0.32 |
| Payoff Ratio | 1.03 | 1.04 |
| Profit Factor | 1.05 | 1.04 |
| Common Sense Ratio | 1.13 | 1.04 |
| CPC Index | 0.54 | 0.55 |
| Tail Ratio | 1.08 | 1.0 |
| Outlier Win Ratio | 29.64 | 3.39 |
| Outlier Loss Ratio | 3.63 | 3.34 |
| Volatility (ann.) | 4.62% | 10.71% |
| R^2 | 0.18 | 0.18 |
| Calmar | 0.4 | 1.84 |
| Skew | -0.75 | -0.07 |
| Kurtosis | 51.46 | 9.1 |
| Expected Daily % | 0.0% | 0.01% |
| Expected Monthly % | 0.98% | 3.65% |
| Expected Yearly % | 7.61% | 30.89% |
| Kelly Criterion | 0.95% | 3.7% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.4% | -0.92% |
| Expected Shortfall (cVaR) | -0.4% | -0.92% |
| Year | 2233080:BTCUSD | 2233080:btcusd:double_gx:kama105_65 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 46.93 | 39.67 | 0.85 | - |
| 2025 | 16.61 | -17.09 | -1.03 | - |
| Metric | 2233080:btcusd:double_gx:kama105_65 | 2233080:BTCUSD |
|---|---|---|
| MTD | 6.31% | 15.58% |
| 3M | -10.56% | 22.89% |
| 6M | -22.82% | 17.06% |
| YTD | -17.09% | 16.61% |
| 1Y | 3.43% | 56.92% |
| 3Y (ann.) | 13.13% | 57.27% |
| 5Y (ann.) | 13.13% | 57.27% |
| Metric | 2233080:btcusd:double_gx:kama105_65 | 2233080:BTCUSD |
|---|---|---|
| Max Drawdown | -33.03% | -31.17% |
| Longest DD Days | 179.0 | 204.0 |
| Avg. Drawdown | -2.1% | -3.46% |
| Avg. Drawdown Days | 10.0 | 9.0 |
| Recovery Factor | 0.48 | 2.29 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-11-29 | 2025-05-28 | -33.03 | 179 |
| 2024-06-17 | 2024-10-14 | -8.87 | 118 |
| 2024-04-17 | 2024-05-20 | -6.26 | 33 |
| 2024-10-16 | 2024-10-29 | -4.48 | 12 |
| 2024-11-06 | 2024-11-11 | -3.03 | 4 |
| 2024-03-23 | 2024-03-25 | -2.83 | 1 |
| 2024-06-14 | 2024-06-17 | -2.81 | 3 |
| 2024-03-26 | 2024-04-07 | -2.40 | 11 |
| 2024-11-15 | 2024-11-15 | -1.91 | 0 |
| 2024-11-06 | 2024-11-06 | -1.83 | 0 |
| Metric | 2233080:btcusd:double_gx:kama105_65 | 2233080:BTCUSD |
|---|---|---|
| Best Day | 2.92% | 5.11% |
| Worst Day | -4.69% | -4.9% |
| Best Week | 14.54% | 18.93% |
| Worst Week | -11.06% | -12.33% |
| Best Month | 26.05% | 37.42% |
| Worst Month | -14.6% | -17.69% |
| Best Year | 39.67% | 46.93% |
| Worst Year | -17.09% | 16.61% |
| Avg. Up Day | 0.36% | 0.36% |
| Avg. Down Day | -0.35% | -0.35% |
| Avg. Up Week | 3.74% | 6.46% |
| Avg. Down Week | -2.0% | -3.94% |
| Avg. Up Month | 9.6% | 17.48% |
| Avg. Down Month | -7.99% | -7.67% |
| Win Days % | 49.77% | 50.79% |
| Win Month % | 53.33% | 60.0% |
| Win Week % | 50.94% | 53.12% |
| Win Quarter % | 66.67% | 66.67% |
| Win Year % | 50.0% | 100.0% |