| Metric | 3083194:btcusd:triple_gx:kama95_80_40 | 3083194:BTCUSD |
|---|---|---|
| Time in Market | 100.0% | 100.0% |
| Cumulative Return | 147.97% | 203.95% |
| Max Drawdown | -21.3% | -24.6% |
| Sharpe | 3.57 | 3.43 |
| Sortino | 10.21 | 5.9 |
| Payoff Ratio | 3.74 | 1.62 |
| Profit Factor | 2.18 | 1.7 |
| Common Sense Ratio | 4.63 | 2.62 |
| CPC Index | 2.1 | 1.64 |
| Tail Ratio | 2.13 | 1.54 |
| Outlier Win Ratio | 3.13 | 4.2 |
| Outlier Loss Ratio | 10.75 | 2.7 |
| Volatility (ann.) | 73.47% | 98.58% |
| R^2 | 0.56 | 0.56 |
| Calmar | 4.0 | 4.58 |
| Skew | 2.58 | 0.4 |
| Kurtosis | 8.81 | 3.14 |
| Expected Daily % | 0.65% | 0.8% |
| Expected Monthly % | 5.17% | 6.37% |
| Expected Yearly % | 35.35% | 44.86% |
| Kelly Criterion | 6.06% | 34.85% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -5.61% | -7.56% |
| Expected Shortfall (cVaR) | -5.61% | -7.56% |
| Year | 3083194:BTCUSD | 3083194:btcusd:triple_gx:kama95_80_40 | Multiplier | Won |
|---|---|---|---|---|
| 2023 | 52.33 | 25.96 | 0.50 | - |
| 2024 | 124.38 | 131.89 | 1.06 | + |
| 2025 | -11.07 | -15.11 | 1.36 | - |
| Metric | 3083194:btcusd:triple_gx:kama95_80_40 | 3083194:BTCUSD |
|---|---|---|
| MTD | -7.8% | 1.21% |
| 3M | -17.43% | -13.35% |
| 6M | 15.92% | 41.62% |
| YTD | -15.11% | -11.07% |
| 1Y | 39.48% | 25.92% |
| 3Y (ann.) | 85.17% | 112.59% |
| 5Y (ann.) | 85.17% | 112.59% |
| Metric | 3083194:btcusd:triple_gx:kama95_80_40 | 3083194:BTCUSD |
|---|---|---|
| Max Drawdown | -21.3% | -24.6% |
| Longest DD Days | 117.0 | 228.0 |
| Avg. Drawdown | -2.45% | -5.91% |
| Avg. Drawdown Days | 18.0 | 25.0 |
| Recovery Factor | 6.95 | 8.29 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-01 | 2025-03-28 | -21.30 | 117 |
| 2023-12-14 | 2024-02-28 | -9.46 | 76 |
| 2024-05-21 | 2024-07-17 | -5.62 | 57 |
| 2024-08-14 | 2024-09-30 | -5.36 | 46 |
| 2023-11-16 | 2023-12-05 | -3.36 | 19 |
| 2024-07-20 | 2024-08-11 | -2.91 | 22 |
| 2024-11-17 | 2024-11-24 | -2.65 | 7 |
| 2023-10-09 | 2023-10-18 | -2.15 | 8 |
| 2024-03-25 | 2024-05-06 | -2.12 | 42 |
| 2024-10-25 | 2024-10-31 | -1.98 | 6 |
| Metric | 3083194:btcusd:triple_gx:kama95_80_40 | 3083194:BTCUSD |
|---|---|---|
| Best Day | 20.62% | 20.83% |
| Worst Day | -6.53% | -17.18% |
| Best Week | 24.05% | 22.82% |
| Worst Week | -6.22% | -17.18% |
| Best Month | 25.23% | 47.53% |
| Worst Month | -11.92% | -19.89% |
| Best Year | 131.89% | 124.38% |
| Worst Year | -15.11% | -11.07% |
| Avg. Up Day | 5.18% | 5.37% |
| Avg. Down Day | -1.39% | -3.31% |
| Avg. Up Week | 6.27% | 7.82% |
| Avg. Down Week | -1.84% | -5.13% |
| Avg. Up Month | 11.3% | 16.29% |
| Avg. Down Month | -5.96% | -6.46% |
| Win Days % | 25.9% | 59.71% |
| Win Month % | 72.22% | 66.67% |
| Win Week % | 40.58% | 65.22% |
| Win Quarter % | 83.33% | 66.67% |
| Win Year % | 66.67% | 66.67% |