| Metric | 2233080:btcusd:double_gx:kama105_65 | 2233080:BTCUSD |
|---|---|---|
| Time in Market | 50.0% | 100.0% |
| Cumulative Return | 7.77% | 71.33% |
| Max Drawdown | -37.69% | -31.17% |
| Sharpe | 0.07 | 0.23 |
| Sortino | 0.1 | 0.32 |
| Payoff Ratio | 1.01 | 1.01 |
| Profit Factor | 1.02 | 1.04 |
| Common Sense Ratio | 1.08 | 1.04 |
| CPC Index | 0.51 | 0.53 |
| Tail Ratio | 1.06 | 1.0 |
| Outlier Win Ratio | 12.4 | 3.84 |
| Outlier Loss Ratio | 4.11 | 3.86 |
| Volatility (ann.) | 7.02% | 10.71% |
| R^2 | 0.43 | 0.43 |
| Calmar | 0.17 | 1.84 |
| Skew | -0.52 | -0.07 |
| Kurtosis | 23.94 | 9.1 |
| Expected Daily % | 0.0% | 0.01% |
| Expected Monthly % | 0.5% | 3.65% |
| Expected Yearly % | 3.81% | 30.89% |
| Kelly Criterion | 0.29% | 2.28% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.6% | -0.92% |
| Expected Shortfall (cVaR) | -0.6% | -0.92% |
| Year | 2233080:BTCUSD | 2233080:btcusd:double_gx:kama105_65 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 46.93 | 13.63 | 0.29 | - |
| 2025 | 16.61 | -5.15 | -0.31 | - |
| Metric | 2233080:btcusd:double_gx:kama105_65 | 2233080:BTCUSD |
|---|---|---|
| MTD | 6.47% | 15.58% |
| 3M | 0.01% | 22.89% |
| 6M | -17.56% | 17.06% |
| YTD | -5.15% | 16.61% |
| 1Y | 5.23% | 56.92% |
| 3Y (ann.) | 6.5% | 57.27% |
| 5Y (ann.) | 6.5% | 57.27% |
| Metric | 2233080:btcusd:double_gx:kama105_65 | 2233080:BTCUSD |
|---|---|---|
| Max Drawdown | -37.69% | -31.17% |
| Longest DD Days | 217.0 | 204.0 |
| Avg. Drawdown | -2.89% | -3.46% |
| Avg. Drawdown Days | 13.0 | 9.0 |
| Recovery Factor | 0.21 | 2.29 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-11-22 | 2025-05-28 | -37.69 | 186 |
| 2024-04-08 | 2024-11-11 | -20.48 | 217 |
| 2024-03-26 | 2024-03-28 | -3.82 | 2 |
| 2024-11-12 | 2024-11-13 | -3.65 | 1 |
| 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 |
| 2024-11-18 | 2024-11-19 | -2.14 | 0 |
| 2024-11-22 | 2024-11-22 | -1.96 | 0 |
| 2024-11-15 | 2024-11-15 | -1.91 | 0 |
| Metric | 2233080:btcusd:double_gx:kama105_65 | 2233080:BTCUSD |
|---|---|---|
| Best Day | 4.96% | 5.11% |
| Worst Day | -4.9% | -4.9% |
| Best Week | 19.43% | 18.93% |
| Worst Week | -7.83% | -12.33% |
| Best Month | 30.57% | 37.42% |
| Worst Month | -12.79% | -17.69% |
| Best Year | 13.63% | 46.93% |
| Worst Year | -5.15% | 16.61% |
| Avg. Up Day | 0.35% | 0.35% |
| Avg. Down Day | -0.35% | -0.35% |
| Avg. Up Week | 4.87% | 6.97% |
| Avg. Down Week | -2.63% | -4.1% |
| Avg. Up Month | 7.32% | 14.29% |
| Avg. Down Month | -8.29% | -9.02% |
| Win Days % | 49.98% | 50.79% |
| Win Month % | 60.0% | 60.0% |
| Win Week % | 40.0% | 53.12% |
| Win Quarter % | 50.0% | 66.67% |
| Win Year % | 50.0% | 100.0% |