| Metric | 3083194:btcusd:triple_gx:kama95_80_40 | 3083194:BTCUSD |
|---|---|---|
| Time in Market | 51.0% | 100.0% |
| Cumulative Return | 83.37% | 151.33% |
| Max Drawdown | -14.3% | -20.26% |
| Sharpe | 0.78 | 0.84 |
| Sortino | 1.2 | 1.24 |
| Payoff Ratio | 1.1 | 1.11 |
| Profit Factor | 1.19 | 1.14 |
| Common Sense Ratio | 1.39 | 1.25 |
| CPC Index | 0.68 | 0.66 |
| Tail Ratio | 1.17 | 1.1 |
| Outlier Win Ratio | 12.11 | 4.25 |
| Outlier Loss Ratio | 4.12 | 3.96 |
| Volatility (ann.) | 6.99% | 10.05% |
| R^2 | 0.48 | 0.48 |
| Calmar | 17.6 | 28.44 |
| Skew | 0.48 | 0.18 |
| Kurtosis | 13.87 | 8.02 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 10.63% | 16.6% |
| Expected Yearly % | 35.41% | 58.53% |
| Kelly Criterion | 7.92% | 8.52% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.59% | -0.84% |
| Expected Shortfall (cVaR) | -0.59% | -0.84% |
| Year | 3083194:BTCUSD | 3083194:btcusd:triple_gx:kama95_80_40 | Multiplier | Won |
|---|---|---|---|---|
| 2023 | 52.20 | 25.73 | 0.49 | - |
| 2024 | 65.13 | 45.84 | 0.70 | - |
| Metric | 3083194:btcusd:triple_gx:kama95_80_40 | 3083194:BTCUSD |
|---|---|---|
| MTD | 22.4% | 14.03% |
| 3M | 45.65% | 63.82% |
| 6M | 83.37% | 151.33% |
| YTD | 45.84% | 65.13% |
| 1Y | 83.37% | 151.33% |
| 3Y (ann.) | 251.65% | 576.17% |
| 5Y (ann.) | 251.65% | 576.17% |
| Metric | 3083194:btcusd:triple_gx:kama95_80_40 | 3083194:BTCUSD |
|---|---|---|
| Max Drawdown | -14.3% | -20.26% |
| Longest DD Days | 74.0 | 31.0 |
| Avg. Drawdown | -1.47% | -1.98% |
| Avg. Drawdown Days | 2.0 | 2.0 |
| Recovery Factor | 5.83 | 7.47 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2023-12-14 | 2024-02-27 | -14.30 | 74 |
| 2024-03-05 | 2024-03-08 | -9.81 | 3 |
| 2023-11-09 | 2023-12-04 | -7.96 | 24 |
| 2023-11-02 | 2023-11-08 | -4.05 | 6 |
| 2024-03-26 | 2024-03-28 | -3.82 | 2 |
| 2024-02-28 | 2024-03-01 | -3.43 | 1 |
| 2023-10-08 | 2023-10-16 | -2.88 | 8 |
| 2024-03-11 | 2024-03-13 | -2.83 | 1 |
| 2023-10-24 | 2023-10-25 | -2.75 | 1 |
| 2024-03-10 | 2024-03-11 | -2.57 | 0 |
| Metric | 3083194:btcusd:triple_gx:kama95_80_40 | 3083194:BTCUSD |
|---|---|---|
| Best Day | 2.75% | 5.23% |
| Worst Day | -3.16% | -3.97% |
| Best Week | 24.05% | 23.06% |
| Worst Week | -6.17% | -8.21% |
| Best Month | 23.65% | 43.77% |
| Worst Month | -3.64% | 0.73% |
| Best Year | 45.84% | 65.13% |
| Worst Year | 25.73% | 52.2% |
| Avg. Up Day | 0.36% | 0.36% |
| Avg. Down Day | -0.33% | -0.32% |
| Avg. Up Week | 6.34% | 8.44% |
| Avg. Down Week | -3.05% | -3.52% |
| Avg. Up Month | 14.03% | 20.7% |
| Avg. Down Month | NaN% | NaN% |
| Win Days % | 51.72% | 51.88% |
| Win Month % | 83.33% | 100.0% |
| Win Week % | 60.87% | 70.37% |
| Win Quarter % | 100.0% | 100.0% |
| Win Year % | 100.0% | 100.0% |