| Metric | 3083413:btcusd:triple_gx:kama85_75_45 | 3083413:BTCUSD |
|---|---|---|
| Time in Market | 100.0% | 100.0% |
| Cumulative Return | 136.23% | 202.84% |
| Max Drawdown | -26.19% | -23.96% |
| Sharpe | 3.21 | 3.35 |
| Sortino | 8.63 | 6.1 |
| Payoff Ratio | 3.68 | 1.8 |
| Profit Factor | 1.96 | 1.66 |
| Common Sense Ratio | 4.67 | 2.6 |
| CPC Index | 1.84 | 1.68 |
| Tail Ratio | 2.38 | 1.57 |
| Outlier Win Ratio | 3.27 | 4.33 |
| Outlier Loss Ratio | 8.38 | 2.53 |
| Volatility (ann.) | 70.85% | 90.39% |
| R^2 | 0.61 | 0.61 |
| Calmar | 2.98 | 4.6 |
| Skew | 2.45 | 0.77 |
| Kurtosis | 8.02 | 2.61 |
| Expected Daily % | 0.56% | 0.72% |
| Expected Monthly % | 4.89% | 6.35% |
| Expected Yearly % | 33.18% | 44.68% |
| Kelly Criterion | 5.22% | 31.87% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -5.48% | -6.95% |
| Expected Shortfall (cVaR) | -5.48% | -6.95% |
| Year | 3083413:BTCUSD | 3083413:btcusd:triple_gx:kama85_75_45 | Multiplier | Won |
|---|---|---|---|---|
| 2023 | 55.14 | 31.90 | 0.58 | - |
| 2024 | 119.78 | 114.90 | 0.96 | - |
| 2025 | -11.18 | -16.66 | 1.49 | - |
| Metric | 3083413:btcusd:triple_gx:kama85_75_45 | 3083413:BTCUSD |
|---|---|---|
| MTD | -9.07% | 3.96% |
| 3M | -16.66% | -11.18% |
| 6M | 10.72% | 30.72% |
| YTD | -16.66% | -11.18% |
| 1Y | 32.55% | 23.97% |
| 3Y (ann.) | 78.03% | 110.32% |
| 5Y (ann.) | 78.03% | 110.32% |
| Metric | 3083413:btcusd:triple_gx:kama85_75_45 | 3083413:BTCUSD |
|---|---|---|
| Max Drawdown | -26.19% | -23.96% |
| Longest DD Days | 116.0 | 225.0 |
| Avg. Drawdown | -3.31% | -5.88% |
| Avg. Drawdown Days | 20.0 | 26.0 |
| Recovery Factor | 5.2 | 8.47 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-04 | 2025-03-31 | -26.19 | 116 |
| 2023-12-14 | 2024-02-14 | -10.79 | 62 |
| 2024-02-15 | 2024-02-29 | -7.32 | 13 |
| 2024-07-19 | 2024-08-23 | -6.60 | 34 |
| 2024-05-20 | 2024-07-17 | -5.73 | 57 |
| 2023-11-16 | 2023-12-06 | -4.56 | 20 |
| 2024-08-23 | 2024-09-30 | -4.11 | 37 |
| 2024-03-25 | 2024-05-06 | -3.82 | 42 |
| 2024-10-25 | 2024-10-31 | -2.02 | 5 |
| 2024-10-31 | 2024-11-08 | -1.32 | 8 |
| Metric | 3083413:btcusd:triple_gx:kama85_75_45 | 3083413:BTCUSD |
|---|---|---|
| Best Day | 18.42% | 18.64% |
| Worst Day | -6.1% | -13.61% |
| Best Week | 18.14% | 22.6% |
| Worst Week | -9.38% | -17.68% |
| Best Month | 28.36% | 44.01% |
| Worst Month | -12.42% | -23.96% |
| Best Year | 114.9% | 119.78% |
| Worst Year | -16.66% | -11.18% |
| Avg. Up Day | 5.03% | 5.22% |
| Avg. Down Day | -1.37% | -2.9% |
| Avg. Up Week | 6.75% | 8.04% |
| Avg. Down Week | -2.38% | -5.12% |
| Avg. Up Month | 11.71% | 17.33% |
| Avg. Down Month | -7.15% | -9.37% |
| Win Days % | 25.49% | 56.21% |
| Win Month % | 72.22% | 66.67% |
| Win Week % | 40.85% | 64.79% |
| Win Quarter % | 83.33% | 66.67% |
| Win Year % | 66.67% | 66.67% |