| Metric | 3083168:btcusd:triple_gx:kama85_75_40 | 3083168:BTCUSD |
|---|---|---|
| Time in Market | 45.0% | 100.0% |
| Cumulative Return | 34.31% | 36.19% |
| Max Drawdown | -29.57% | -31.17% |
| Sharpe | 0.15 | 0.13 |
| Sortino | 0.22 | 0.18 |
| Payoff Ratio | 1.04 | 1.05 |
| Profit Factor | 1.04 | 1.02 |
| Common Sense Ratio | 1.12 | 1.0 |
| CPC Index | 0.54 | 0.54 |
| Tail Ratio | 1.08 | 0.97 |
| Outlier Win Ratio | 14.06 | 3.76 |
| Outlier Loss Ratio | 4.12 | 3.71 |
| Volatility (ann.) | 6.01% | 9.78% |
| R^2 | 0.37 | 0.37 |
| Calmar | 0.67 | 0.67 |
| Skew | -0.06 | -0.07 |
| Kurtosis | 31.31 | 10.33 |
| Expected Daily % | 0.0% | 0.0% |
| Expected Monthly % | 1.41% | 1.48% |
| Expected Yearly % | 15.89% | 16.7% |
| Kelly Criterion | 1.39% | 3.49% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.51% | -0.84% |
| Expected Shortfall (cVaR) | -0.51% | -0.84% |
| Year | 3083168:BTCUSD | 3083168:btcusd:triple_gx:kama85_75_40 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 33.06 | 65.31 | 1.98 | + |
| 2025 | 2.35 | -18.75 | -7.97 | - |
| Metric | 3083168:btcusd:triple_gx:kama85_75_40 | 3083168:BTCUSD |
|---|---|---|
| MTD | -0.68% | -12.78% |
| 3M | -6.93% | -18.67% |
| 6M | -14.0% | -7.38% |
| YTD | -18.75% | 2.35% |
| 1Y | -17.71% | 5.42% |
| 3Y (ann.) | 19.77% | 20.78% |
| 5Y (ann.) | 19.77% | 20.78% |
| Metric | 3083168:btcusd:triple_gx:kama85_75_40 | 3083168:BTCUSD |
|---|---|---|
| Max Drawdown | -29.57% | -31.17% |
| Longest DD Days | 334.0 | 204.0 |
| Avg. Drawdown | -1.97% | -3.44% |
| Avg. Drawdown Days | 7.0 | 10.0 |
| Recovery Factor | 1.16 | 1.16 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-17 | 2025-11-17 | -29.57 | 334 |
| 2024-05-20 | 2024-07-14 | -10.30 | 54 |
| 2024-07-22 | 2024-08-08 | -9.84 | 17 |
| 2024-04-01 | 2024-05-15 | -9.72 | 44 |
| 2024-08-08 | 2024-09-13 | -7.86 | 35 |
| 2024-12-05 | 2024-12-17 | -7.81 | 11 |
| 2024-09-13 | 2024-09-19 | -5.19 | 5 |
| 2024-10-07 | 2024-10-15 | -4.87 | 7 |
| 2024-09-27 | 2024-10-06 | -4.05 | 8 |
| 2024-10-29 | 2024-11-06 | -3.69 | 7 |
| Metric | 3083168:btcusd:triple_gx:kama85_75_40 | 3083168:BTCUSD |
|---|---|---|
| Best Day | 4.37% | 5.11% |
| Worst Day | -4.9% | -4.9% |
| Best Week | 15.77% | 18.93% |
| Worst Week | -8.44% | -12.33% |
| Best Month | 31.41% | 37.42% |
| Worst Month | -10.5% | -17.69% |
| Best Year | 65.31% | 33.06% |
| Worst Year | -18.75% | 2.35% |
| Avg. Up Day | 0.31% | 0.32% |
| Avg. Down Day | -0.3% | -0.3% |
| Avg. Up Week | 4.28% | 6.4% |
| Avg. Down Week | -2.35% | -4.44% |
| Avg. Up Month | 7.4% | 11.2% |
| Avg. Down Month | -5.73% | -8.75% |
| Win Days % | 49.79% | 50.66% |
| Win Month % | 57.14% | 57.14% |
| Win Week % | 45.0% | 50.0% |
| Win Quarter % | 62.5% | 62.5% |
| Win Year % | 50.0% | 100.0% |