| Metric | 3083194:btcusd:triple_gx:kama95_80_40 | 3083194:BTCUSD |
|---|---|---|
| Time in Market | 44.0% | 100.0% |
| Cumulative Return | 41.28% | 36.19% |
| Max Drawdown | -30.25% | -31.17% |
| Sharpe | 0.18 | 0.13 |
| Sortino | 0.26 | 0.18 |
| Payoff Ratio | 1.04 | 1.05 |
| Profit Factor | 1.04 | 1.02 |
| Common Sense Ratio | 1.13 | 1.0 |
| CPC Index | 0.54 | 0.55 |
| Tail Ratio | 1.08 | 0.97 |
| Outlier Win Ratio | 14.17 | 3.76 |
| Outlier Loss Ratio | 4.11 | 3.69 |
| Volatility (ann.) | 5.98% | 9.78% |
| R^2 | 0.37 | 0.37 |
| Calmar | 0.78 | 0.67 |
| Skew | 0.0 | -0.07 |
| Kurtosis | 31.98 | 10.33 |
| Expected Daily % | 0.0% | 0.0% |
| Expected Monthly % | 1.66% | 1.48% |
| Expected Yearly % | 18.86% | 16.7% |
| Kelly Criterion | 1.75% | 3.87% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.51% | -0.84% |
| Expected Shortfall (cVaR) | -0.51% | -0.84% |
| Year | 3083194:BTCUSD | 3083194:btcusd:triple_gx:kama95_80_40 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 33.06 | 58.09 | 1.76 | + |
| 2025 | 2.35 | -10.63 | -4.52 | - |
| Metric | 3083194:btcusd:triple_gx:kama95_80_40 | 3083194:BTCUSD |
|---|---|---|
| MTD | -2.07% | -12.78% |
| 3M | -0.78% | -18.67% |
| 6M | -6.14% | -7.38% |
| YTD | -10.63% | 2.35% |
| 1Y | -13.26% | 5.42% |
| 3Y (ann.) | 23.52% | 20.78% |
| 5Y (ann.) | 23.52% | 20.78% |
| Metric | 3083194:btcusd:triple_gx:kama95_80_40 | 3083194:BTCUSD |
|---|---|---|
| Max Drawdown | -30.25% | -31.17% |
| Longest DD Days | 346.0 | 204.0 |
| Avg. Drawdown | -1.92% | -3.44% |
| Avg. Drawdown Days | 7.0 | 10.0 |
| Recovery Factor | 1.36 | 1.16 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-05 | 2025-11-17 | -30.25 | 346 |
| 2024-05-17 | 2024-07-15 | -11.45 | 58 |
| 2024-04-01 | 2024-05-15 | -9.44 | 44 |
| 2024-08-08 | 2024-09-19 | -8.09 | 41 |
| 2024-07-22 | 2024-08-08 | -5.56 | 16 |
| 2024-10-07 | 2024-10-15 | -5.55 | 7 |
| 2024-10-29 | 2024-11-06 | -3.89 | 8 |
| 2024-11-12 | 2024-11-13 | -3.65 | 1 |
| 2024-09-27 | 2024-10-04 | -3.43 | 7 |
| 2024-10-15 | 2024-10-16 | -3.38 | 0 |
| Metric | 3083194:btcusd:triple_gx:kama95_80_40 | 3083194:BTCUSD |
|---|---|---|
| Best Day | 4.37% | 5.11% |
| Worst Day | -4.9% | -4.9% |
| Best Week | 15.66% | 18.93% |
| Worst Week | -7.82% | -12.33% |
| Best Month | 25.23% | 37.42% |
| Worst Month | -9.83% | -17.69% |
| Best Year | 58.09% | 33.06% |
| Worst Year | -10.63% | 2.35% |
| Avg. Up Day | 0.31% | 0.32% |
| Avg. Down Day | -0.3% | -0.3% |
| Avg. Up Week | 4.19% | 6.66% |
| Avg. Down Week | -2.33% | -4.44% |
| Avg. Up Month | 6.77% | 11.2% |
| Avg. Down Month | -5.57% | -9.54% |
| Win Days % | 49.82% | 50.66% |
| Win Month % | 61.9% | 57.14% |
| Win Week % | 46.25% | 50.0% |
| Win Quarter % | 50.0% | 62.5% |
| Win Year % | 50.0% | 100.0% |