| Metric | 3083194:btcusd:triple_gx:kama95_80_40 | 3083194:BTCUSD |
|---|---|---|
| Time in Market | 62.0% | 100.0% |
| Cumulative Return | 86.01% | 154.39% |
| Max Drawdown | -11.48% | -14.74% |
| Sharpe | 3.85 | 4.03 |
| Sortino | 7.29 | 7.21 |
| Payoff Ratio | 1.29 | 1.62 |
| Profit Factor | 2.14 | 1.85 |
| Common Sense Ratio | 5.09 | 3.13 |
| CPC Index | 1.64 | 1.77 |
| Tail Ratio | 2.38 | 1.69 |
| Outlier Win Ratio | 7.4 | 3.28 |
| Outlier Loss Ratio | 4.13 | 3.28 |
| Volatility (ann.) | 34.87% | 51.06% |
| R^2 | 0.45 | 0.45 |
| Calmar | 22.84 | 40.27 |
| Skew | 0.89 | 0.41 |
| Kurtosis | 6.54 | 2.06 |
| Expected Daily % | 0.35% | 0.53% |
| Expected Monthly % | 10.9% | 16.84% |
| Expected Yearly % | 36.38% | 59.49% |
| Kelly Criterion | 28.34% | 33.82% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.63% | -3.83% |
| Expected Shortfall (cVaR) | -2.63% | -3.83% |
| Year | 3083194:BTCUSD | 3083194:btcusd:triple_gx:kama95_80_40 | Multiplier | Won |
|---|---|---|---|---|
| 2023 | 52.25 | 25.73 | 0.49 | - |
| 2024 | 67.08 | 47.94 | 0.71 | - |
| Metric | 3083194:btcusd:triple_gx:kama95_80_40 | 3083194:BTCUSD |
|---|---|---|
| MTD | 24.16% | 15.24% |
| 3M | 47.36% | 67.05% |
| 6M | 86.01% | 154.39% |
| YTD | 47.94% | 67.08% |
| 1Y | 86.01% | 154.39% |
| 3Y (ann.) | 262.21% | 593.33% |
| 5Y (ann.) | 262.21% | 593.33% |
| Metric | 3083194:btcusd:triple_gx:kama95_80_40 | 3083194:BTCUSD |
|---|---|---|
| Max Drawdown | -11.48% | -14.74% |
| Longest DD Days | 75.0 | 31.0 |
| Avg. Drawdown | -2.99% | -4.12% |
| Avg. Drawdown Days | 11.0 | 7.0 |
| Recovery Factor | 7.49 | 10.48 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2023-12-15 | 2024-02-28 | -11.48 | 75 |
| 2024-03-06 | 2024-03-09 | -6.80 | 3 |
| 2023-11-12 | 2023-12-04 | -5.86 | 22 |
| 2023-11-03 | 2023-11-09 | -2.59 | 6 |
| 2023-10-08 | 2023-10-17 | -2.50 | 9 |
| 2024-03-28 | 2024-03-29 | -1.39 | 1 |
| 2024-03-13 | 2024-03-14 | -0.82 | 1 |
| 2023-12-08 | 2023-12-09 | -0.60 | 1 |
| 2023-10-30 | 2023-11-02 | -0.48 | 3 |
| 2024-03-10 | 2024-03-12 | -0.23 | 2 |
| Metric | 3083194:btcusd:triple_gx:kama95_80_40 | 3083194:BTCUSD |
|---|---|---|
| Best Day | 9.39% | 11.25% |
| Worst Day | -6.8% | -7.55% |
| Best Week | 18.41% | 19.61% |
| Worst Week | -4.23% | -10.89% |
| Best Month | 24.16% | 43.01% |
| Worst Month | -2.2% | 1.38% |
| Best Year | 47.94% | 67.08% |
| Worst Year | 25.73% | 52.25% |
| Avg. Up Day | 1.93% | 2.28% |
| Avg. Down Day | -1.49% | -1.41% |
| Avg. Up Week | 7.14% | 10.03% |
| Avg. Down Week | -3.01% | -1.73% |
| Avg. Up Month | 14.01% | 20.78% |
| Avg. Down Month | NaN% | NaN% |
| Win Days % | 59.63% | 59.09% |
| Win Month % | 83.33% | 100.0% |
| Win Week % | 60.87% | 62.96% |
| Win Quarter % | 100.0% | 100.0% |
| Win Year % | 100.0% | 100.0% |