| Metric | 2233080:btcusd:double_gx:kama105_65 | 2233080:BTCUSD |
|---|---|---|
| Time in Market | 27.0% | 100.0% |
| Cumulative Return | 27.38% | 71.33% |
| Max Drawdown | -27.4% | -31.17% |
| Sharpe | 0.19 | 0.23 |
| Sortino | 0.28 | 0.32 |
| Payoff Ratio | 1.06 | 1.07 |
| Profit Factor | 1.06 | 1.04 |
| Common Sense Ratio | 1.17 | 1.04 |
| CPC Index | 0.56 | 0.56 |
| Tail Ratio | 1.1 | 1.0 |
| Outlier Win Ratio | 23.75 | 3.5 |
| Outlier Loss Ratio | 3.82 | 3.45 |
| Volatility (ann.) | 5.07% | 10.71% |
| R^2 | 0.22 | 0.22 |
| Calmar | 0.82 | 1.84 |
| Skew | -0.43 | -0.07 |
| Kurtosis | 38.0 | 9.1 |
| Expected Daily % | 0.0% | 0.01% |
| Expected Monthly % | 1.63% | 3.65% |
| Expected Yearly % | 12.86% | 30.89% |
| Kelly Criterion | 1.98% | 4.86% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.43% | -0.92% |
| Expected Shortfall (cVaR) | -0.43% | -0.92% |
| Year | 2233080:BTCUSD | 2233080:btcusd:double_gx:kama105_65 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 46.93 | 45.11 | 0.96 | - |
| 2025 | 16.61 | -12.22 | -0.74 | - |
| Metric | 2233080:btcusd:double_gx:kama105_65 | 2233080:BTCUSD |
|---|---|---|
| MTD | 3.73% | 15.58% |
| 3M | -5.25% | 22.89% |
| 6M | -17.3% | 17.06% |
| YTD | -12.22% | 16.61% |
| 1Y | 13.52% | 56.92% |
| 3Y (ann.) | 22.57% | 57.27% |
| 5Y (ann.) | 22.57% | 57.27% |
| Metric | 2233080:btcusd:double_gx:kama105_65 | 2233080:BTCUSD |
|---|---|---|
| Max Drawdown | -27.4% | -31.17% |
| Longest DD Days | 179.0 | 204.0 |
| Avg. Drawdown | -2.12% | -3.46% |
| Avg. Drawdown Days | 9.0 | 9.0 |
| Recovery Factor | 1.0 | 2.29 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-11-29 | 2025-05-28 | -27.40 | 179 |
| 2024-06-17 | 2024-08-23 | -10.33 | 67 |
| 2024-04-17 | 2024-05-20 | -6.26 | 33 |
| 2024-08-30 | 2024-10-14 | -5.22 | 44 |
| 2024-10-18 | 2024-10-29 | -4.21 | 11 |
| 2024-11-12 | 2024-11-15 | -3.67 | 3 |
| 2024-05-21 | 2024-06-04 | -2.98 | 14 |
| 2024-06-05 | 2024-06-17 | -2.85 | 12 |
| 2024-03-23 | 2024-03-25 | -2.83 | 1 |
| 2024-03-26 | 2024-04-07 | -2.68 | 11 |
| Metric | 2233080:btcusd:double_gx:kama105_65 | 2233080:BTCUSD |
|---|---|---|
| Best Day | 2.92% | 5.11% |
| Worst Day | -4.69% | -4.9% |
| Best Week | 12.72% | 18.93% |
| Worst Week | -5.62% | -12.33% |
| Best Month | 24.33% | 37.42% |
| Worst Month | -8.57% | -17.69% |
| Best Year | 45.11% | 46.93% |
| Worst Year | -12.22% | 16.61% |
| Avg. Up Day | 0.36% | 0.36% |
| Avg. Down Day | -0.34% | -0.34% |
| Avg. Up Week | 3.52% | 7.61% |
| Avg. Down Week | -1.85% | -3.79% |
| Avg. Up Month | 8.79% | 17.48% |
| Avg. Down Month | -6.6% | -7.67% |
| Win Days % | 49.66% | 50.79% |
| Win Month % | 53.33% | 60.0% |
| Win Week % | 50.0% | 53.12% |
| Win Quarter % | 83.33% | 66.67% |
| Win Year % | 50.0% | 100.0% |