| Metric | 3083168:btcusd:triple_gx:kama85_75_40 | 3083168:BTCUSD |
|---|---|---|
| Time in Market | 47.0% | 100.0% |
| Cumulative Return | 142.3% | 246.57% |
| Max Drawdown | -29.57% | -32.34% |
| Sharpe | 0.31 | 0.3 |
| Sortino | 0.45 | 0.42 |
| Payoff Ratio | 1.05 | 1.06 |
| Profit Factor | 1.08 | 1.05 |
| Common Sense Ratio | 1.18 | 1.04 |
| CPC Index | 0.57 | 0.57 |
| Tail Ratio | 1.09 | 0.99 |
| Outlier Win Ratio | 13.24 | 3.86 |
| Outlier Loss Ratio | 4.15 | 3.8 |
| Volatility (ann.) | 6.32% | 9.84% |
| R^2 | 0.41 | 0.41 |
| Calmar | 1.75 | 2.46 |
| Skew | 0.29 | -0.01 |
| Kurtosis | 27.92 | 9.77 |
| Expected Daily % | 0.0% | 0.01% |
| Expected Monthly % | 3.46% | 4.9% |
| Expected Yearly % | 34.31% | 51.33% |
| Kelly Criterion | 3.09% | 4.87% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.54% | -0.84% |
| Expected Shortfall (cVaR) | -0.54% | -0.84% |
| Year | 3083168:BTCUSD | 3083168:btcusd:triple_gx:kama85_75_40 | Multiplier | Won |
|---|---|---|---|---|
| 2023 | 53.21 | 29.98 | 0.56 | - |
| 2024 | 121.00 | 129.43 | 1.07 | + |
| 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.) | 51.79% | 79.7% |
| 5Y (ann.) | 51.79% | 79.7% |
| Metric | 3083168:btcusd:triple_gx:kama85_75_40 | 3083168:BTCUSD |
|---|---|---|
| Max Drawdown | -29.57% | -32.34% |
| Longest DD Days | 334.0 | 236.0 |
| Avg. Drawdown | -1.87% | -2.43% |
| Avg. Drawdown Days | 5.0 | 5.0 |
| Recovery Factor | 4.81 | 7.62 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-17 | 2025-11-17 | -29.57 | 334 |
| 2023-12-14 | 2024-02-27 | -14.70 | 74 |
| 2024-05-20 | 2024-07-14 | -10.30 | 54 |
| 2024-03-28 | 2024-05-15 | -10.00 | 48 |
| 2024-07-22 | 2024-08-08 | -9.84 | 17 |
| 2024-03-05 | 2024-03-08 | -9.81 | 3 |
| 2023-11-09 | 2023-12-04 | -8.56 | 24 |
| 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 |
| Metric | 3083168:btcusd:triple_gx:kama85_75_40 | 3083168:BTCUSD |
|---|---|---|
| Best Day | 5.23% | 5.23% |
| Worst Day | -4.9% | -4.9% |
| Best Week | 16.59% | 23.06% |
| Worst Week | -8.44% | -12.33% |
| Best Month | 31.41% | 43.77% |
| Worst Month | -10.5% | -17.69% |
| Best Year | 129.43% | 121.0% |
| Worst Year | -18.75% | 2.35% |
| Avg. Up Day | 0.33% | 0.33% |
| Avg. Down Day | -0.31% | -0.31% |
| Avg. Up Week | 4.92% | 7.15% |
| Avg. Down Week | -2.62% | -4.4% |
| Avg. Up Month | 10.23% | 15.52% |
| Avg. Down Month | -5.73% | -8.75% |
| Win Days % | 50.26% | 50.95% |
| Win Month % | 61.54% | 65.38% |
| Win Week % | 48.54% | 55.26% |
| Win Quarter % | 66.67% | 66.67% |
| Win Year % | 66.67% | 100.0% |