| Metric | 3083413:btcusd:triple_gx:kama85_75_45 | 3083413:BTCUSD |
|---|---|---|
| Time in Market | 65.0% | 100.0% |
| Cumulative Return | 85.59% | 154.39% |
| Max Drawdown | -11.96% | -14.74% |
| Sharpe | 3.73 | 4.03 |
| Sortino | 7.18 | 7.21 |
| Payoff Ratio | 1.22 | 1.51 |
| Profit Factor | 2.01 | 1.85 |
| Common Sense Ratio | 4.33 | 3.13 |
| CPC Index | 1.44 | 1.65 |
| Tail Ratio | 2.16 | 1.69 |
| Outlier Win Ratio | 7.25 | 3.49 |
| Outlier Loss Ratio | 3.84 | 3.24 |
| Volatility (ann.) | 35.96% | 51.06% |
| R^2 | 0.52 | 0.52 |
| Calmar | 21.78 | 40.27 |
| Skew | 0.87 | 0.41 |
| Kurtosis | 4.04 | 2.06 |
| Expected Daily % | 0.35% | 0.53% |
| Expected Monthly % | 10.86% | 16.84% |
| Expected Yearly % | 36.23% | 59.49% |
| Kelly Criterion | 25.52% | 31.99% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.73% | -3.83% |
| Expected Shortfall (cVaR) | -2.73% | -3.83% |
| Year | 3083413:BTCUSD | 3083413:btcusd:triple_gx:kama85_75_45 | Multiplier | Won |
|---|---|---|---|---|
| 2023 | 52.25 | 30.74 | 0.59 | - |
| 2024 | 67.08 | 41.95 | 0.63 | - |
| Metric | 3083413:btcusd:triple_gx:kama85_75_45 | 3083413:BTCUSD |
|---|---|---|
| MTD | 20.01% | 15.24% |
| 3M | 41.95% | 67.05% |
| 6M | 85.59% | 154.39% |
| YTD | 41.95% | 67.08% |
| 1Y | 85.59% | 154.39% |
| 3Y (ann.) | 260.54% | 593.33% |
| 5Y (ann.) | 260.54% | 593.33% |
| Metric | 3083413:btcusd:triple_gx:kama85_75_45 | 3083413:BTCUSD |
|---|---|---|
| Max Drawdown | -11.96% | -14.74% |
| Longest DD Days | 83.0 | 31.0 |
| Avg. Drawdown | -3.59% | -4.12% |
| Avg. Drawdown Days | 13.0 | 7.0 |
| Recovery Factor | 7.16 | 10.48 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2023-12-07 | 2024-02-28 | -11.96 | 83 |
| 2023-11-12 | 2023-12-05 | -7.87 | 23 |
| 2024-03-06 | 2024-03-09 | -6.80 | 3 |
| 2023-11-03 | 2023-11-09 | -2.59 | 6 |
| 2023-10-09 | 2023-10-17 | -2.49 | 8 |
| 2024-03-28 | 2024-03-29 | -1.39 | 1 |
| 2023-10-06 | 2023-10-07 | -1.29 | 1 |
| 2024-03-13 | 2024-03-14 | -0.82 | 1 |
| 2023-10-30 | 2023-11-02 | -0.48 | 3 |
| 2024-03-10 | 2024-03-12 | -0.23 | 2 |
| Metric | 3083413:btcusd:triple_gx:kama85_75_45 | 3083413:BTCUSD |
|---|---|---|
| Best Day | 7.43% | 11.25% |
| Worst Day | -6.8% | -7.55% |
| Best Week | 17.76% | 19.61% |
| Worst Week | -5.89% | -10.89% |
| Best Month | 22.71% | 43.01% |
| Worst Month | -3.61% | 1.38% |
| Best Year | 41.95% | 67.08% |
| Worst Year | 30.74% | 52.25% |
| Avg. Up Day | 1.93% | 2.23% |
| Avg. Down Day | -1.58% | -1.48% |
| Avg. Up Week | 8.3% | 10.19% |
| Avg. Down Week | -2.91% | -3.19% |
| Avg. Up Month | 17.98% | 23.62% |
| Avg. Down Month | NaN% | NaN% |
| Win Days % | 59.13% | 59.09% |
| Win Month % | 66.67% | 100.0% |
| Win Week % | 50.0% | 62.96% |
| Win Quarter % | 100.0% | 100.0% |
| Win Year % | 100.0% | 100.0% |