| Metric | 3083168:btcusd:triple_gx:kama85_75_40 | 3083168:BTCUSD |
|---|---|---|
| Time in Market | 100.0% | 100.0% |
| Cumulative Return | 152.64% | 205.07% |
| Max Drawdown | -21.37% | -23.35% |
| Sharpe | 3.87 | 3.71 |
| Sortino | 11.24 | 6.66 |
| Payoff Ratio | 3.86 | 1.63 |
| Profit Factor | 2.3 | 1.74 |
| Common Sense Ratio | 6.51 | 2.58 |
| CPC Index | 2.28 | 1.74 |
| Tail Ratio | 2.83 | 1.48 |
| Outlier Win Ratio | 3.07 | 4.31 |
| Outlier Loss Ratio | 10.13 | 2.4 |
| Volatility (ann.) | 72.26% | 94.52% |
| R^2 | 0.59 | 0.59 |
| Calmar | 4.04 | 4.77 |
| Skew | 2.33 | 0.55 |
| Kurtosis | 6.71 | 1.9 |
| Expected Daily % | 0.7% | 0.84% |
| Expected Monthly % | 5.0% | 6.05% |
| Expected Yearly % | 36.2% | 45.03% |
| Kelly Criterion | 6.51% | 37.59% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -5.46% | -7.18% |
| Expected Shortfall (cVaR) | -5.46% | -7.18% |
| Year | 3083168:BTCUSD | 3083168:btcusd:triple_gx:kama85_75_40 | Multiplier | Won |
|---|---|---|---|---|
| 2023 | 52.26 | 29.98 | 0.57 | - |
| 2024 | 127.69 | 129.43 | 1.01 | + |
| 2025 | -12.00 | -15.28 | 1.27 | - |
| Metric | 3083168:btcusd:triple_gx:kama85_75_40 | 3083168:BTCUSD |
|---|---|---|
| MTD | -0.18% | 0.85% |
| 3M | -15.28% | -12.0% |
| 6M | 22.89% | 38.73% |
| YTD | -15.28% | -12.0% |
| 1Y | 45.55% | 24.59% |
| 3Y (ann.) | 86.24% | 111.35% |
| 5Y (ann.) | 86.24% | 111.35% |
| Metric | 3083168:btcusd:triple_gx:kama85_75_40 | 3083168:BTCUSD |
|---|---|---|
| Max Drawdown | -21.37% | -23.35% |
| Longest DD Days | 83.0 | 228.0 |
| Avg. Drawdown | -2.72% | -6.43% |
| Avg. Drawdown Days | 20.0 | 31.0 |
| Recovery Factor | 7.14 | 8.78 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-18 | 2025-04-01 | -21.37 | 73 |
| 2023-12-07 | 2024-02-28 | -11.36 | 83 |
| 2024-05-20 | 2024-07-17 | -5.73 | 57 |
| 2024-12-05 | 2025-01-17 | -5.01 | 43 |
| 2024-08-14 | 2024-09-30 | -5.00 | 46 |
| 2023-11-16 | 2023-12-05 | -3.81 | 19 |
| 2024-07-20 | 2024-08-11 | -3.07 | 22 |
| 2024-03-25 | 2024-05-06 | -2.70 | 42 |
| 2024-10-25 | 2024-10-31 | -1.54 | 6 |
| 2023-10-09 | 2023-10-18 | -0.55 | 8 |
| Metric | 3083168:btcusd:triple_gx:kama85_75_40 | 3083168:BTCUSD |
|---|---|---|
| Best Day | 16.8% | 17.01% |
| Worst Day | -6.53% | -13.34% |
| Best Week | 16.59% | 20.33% |
| Worst Week | -7.24% | -17.32% |
| Best Month | 31.41% | 42.25% |
| Worst Month | -10.5% | -21.53% |
| Best Year | 129.43% | 127.69% |
| Worst Year | -15.28% | -12.0% |
| Avg. Up Day | 5.3% | 5.49% |
| Avg. Down Day | -1.37% | -3.38% |
| Avg. Up Week | 6.73% | 8.07% |
| Avg. Down Week | -1.86% | -5.27% |
| Avg. Up Month | 11.64% | 16.05% |
| Avg. Down Month | -5.89% | -9.18% |
| Win Days % | 25.76% | 61.36% |
| Win Month % | 68.42% | 73.68% |
| Win Week % | 39.13% | 65.22% |
| Win Quarter % | 71.43% | 71.43% |
| Win Year % | 66.67% | 66.67% |