| Metric | 2233080:btcusd:double_gx:kama105_65 | 2233080:BTCUSD |
|---|---|---|
| Time in Market | 49.0% | 100.0% |
| Cumulative Return | 46.14% | 72.92% |
| Max Drawdown | -28.23% | -27.95% |
| Sharpe | 1.24 | 1.17 |
| Sortino | 2.17 | 1.8 |
| Payoff Ratio | 1.27 | 1.46 |
| Profit Factor | 1.33 | 1.18 |
| Common Sense Ratio | 1.88 | 1.32 |
| CPC Index | 0.83 | 0.88 |
| Tail Ratio | 1.42 | 1.11 |
| Outlier Win Ratio | 12.63 | 3.32 |
| Outlier Loss Ratio | 4.05 | 2.69 |
| Volatility (ann.) | 28.97% | 49.91% |
| R^2 | 0.32 | 0.32 |
| Calmar | 1.33 | 2.09 |
| Skew | 1.55 | 0.35 |
| Kurtosis | 11.65 | 1.47 |
| Expected Daily % | 0.09% | 0.13% |
| Expected Monthly % | 2.56% | 3.72% |
| Expected Yearly % | 20.89% | 31.5% |
| Kelly Criterion | 8.58% | 17.68% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.4% | -4.14% |
| Expected Shortfall (cVaR) | -2.4% | -4.14% |
| Year | 2233080:BTCUSD | 2233080:btcusd:double_gx:kama105_65 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 46.07 | 51.40 | 1.12 | + |
| 2025 | 18.38 | -3.47 | -0.19 | - |
| Metric | 2233080:btcusd:double_gx:kama105_65 | 2233080:BTCUSD |
|---|---|---|
| MTD | 6.46% | 15.52% |
| 3M | 6.31% | 13.51% |
| 6M | -11.21% | 11.68% |
| YTD | -3.47% | 18.38% |
| 1Y | 19.17% | 58.86% |
| 3Y (ann.) | 37.59% | 58.5% |
| 5Y (ann.) | 37.59% | 58.5% |
| Metric | 2233080:btcusd:double_gx:kama105_65 | 2233080:BTCUSD |
|---|---|---|
| Max Drawdown | -28.23% | -27.95% |
| Longest DD Days | 176.0 | 203.0 |
| Avg. Drawdown | -4.76% | -6.81% |
| Avg. Drawdown Days | 31.0 | 29.0 |
| Recovery Factor | 1.63 | 2.61 |
| Ulcer Index | 1.0 | 1.03 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-03 | 2025-05-28 | -28.23 | 176 |
| 2024-06-07 | 2024-10-30 | -12.86 | 145 |
| 2024-04-18 | 2024-05-06 | -4.50 | 18 |
| 2024-05-07 | 2024-05-16 | -4.33 | 9 |
| 2024-05-22 | 2024-06-06 | -2.81 | 15 |
| 2024-10-31 | 2024-11-07 | -2.50 | 7 |
| 2024-11-17 | 2024-11-22 | -2.29 | 5 |
| 2024-03-28 | 2024-04-07 | -1.39 | 10 |
| 2024-11-13 | 2024-11-14 | -1.03 | 1 |
| 2024-11-24 | 2024-12-02 | -0.78 | 8 |
| Metric | 2233080:btcusd:double_gx:kama105_65 | 2233080:BTCUSD |
|---|---|---|
| Best Day | 10.49% | 10.7% |
| Worst Day | -7.85% | -7.85% |
| Best Week | 15.76% | 15.55% |
| Worst Week | -7.71% | -14.34% |
| Best Month | 29.25% | 34.46% |
| Worst Month | -10.11% | -19.77% |
| Best Year | 51.4% | 46.07% |
| Worst Year | -3.47% | 18.38% |
| Avg. Up Day | 1.77% | 2.26% |
| Avg. Down Day | -1.39% | -1.55% |
| Avg. Up Week | 3.86% | 6.21% |
| Avg. Down Week | -2.39% | -5.51% |
| Avg. Up Month | 9.4% | 15.19% |
| Avg. Down Month | -6.9% | -9.66% |
| Win Days % | 48.83% | 51.15% |
| Win Month % | 60.0% | 60.0% |
| Win Week % | 51.72% | 59.38% |
| Win Quarter % | 66.67% | 66.67% |
| Win Year % | 50.0% | 100.0% |