| Metric | 3150328:btcusd:triple_gx:kama115_70_40 | 3150328:BTCUSD |
|---|---|---|
| Time in Market | 43.0% | 100.0% |
| Cumulative Return | 158.48% | 218.0% |
| Max Drawdown | -29.73% | -32.34% |
| Sharpe | 0.43 | 0.36 |
| Sortino | 0.64 | 0.51 |
| Payoff Ratio | 1.07 | 1.08 |
| Profit Factor | 1.11 | 1.06 |
| Common Sense Ratio | 1.27 | 1.08 |
| CPC Index | 0.6 | 0.58 |
| Tail Ratio | 1.14 | 1.02 |
| Outlier Win Ratio | 14.26 | 3.86 |
| Outlier Loss Ratio | 4.07 | 3.77 |
| Volatility (ann.) | 6.71% | 10.6% |
| R^2 | 0.4 | 0.4 |
| Calmar | 3.04 | 3.69 |
| Skew | 0.42 | -0.05 |
| Kurtosis | 29.63 | 8.83 |
| Expected Daily % | 0.01% | 0.01% |
| Expected Monthly % | 5.42% | 6.64% |
| Expected Yearly % | 37.24% | 47.05% |
| Kelly Criterion | 4.64% | 5.86% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.57% | -0.9% |
| Expected Shortfall (cVaR) | -0.57% | -0.9% |
| Year | 3150328:BTCUSD | 3150328:btcusd:triple_gx:kama115_70_40 | Multiplier | Won |
|---|---|---|---|---|
| 2023 | 53.60 | 22.90 | 0.43 | - |
| 2024 | 121.00 | 159.49 | 1.32 | + |
| 2025 | -6.32 | -18.95 | 3.00 | - |
| Metric | 3150328:btcusd:triple_gx:kama115_70_40 | 3150328:BTCUSD |
|---|---|---|
| MTD | -6.01% | 3.75% |
| 3M | -21.67% | -11.97% |
| 6M | 17.95% | 36.07% |
| YTD | -18.95% | -6.32% |
| 1Y | 39.96% | 24.94% |
| 3Y (ann.) | 90.46% | 119.21% |
| 5Y (ann.) | 90.46% | 119.21% |
| Metric | 3150328:btcusd:triple_gx:kama115_70_40 | 3150328:BTCUSD |
|---|---|---|
| Max Drawdown | -29.73% | -32.34% |
| Longest DD Days | 111.0 | 236.0 |
| Avg. Drawdown | -1.79% | -2.19% |
| Avg. Drawdown Days | 3.0 | 4.0 |
| Recovery Factor | 5.33 | 6.74 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-05 | 2025-03-27 | -29.73 | 111 |
| 2023-12-14 | 2024-02-14 | -15.20 | 61 |
| 2024-05-21 | 2024-07-15 | -11.76 | 55 |
| 2024-08-08 | 2024-09-27 | -11.36 | 49 |
| 2023-11-09 | 2023-12-05 | -10.61 | 25 |
| 2024-07-29 | 2024-08-08 | -10.48 | 10 |
| 2024-04-01 | 2024-04-22 | -9.94 | 21 |
| 2024-03-05 | 2024-03-08 | -9.81 | 3 |
| 2024-03-22 | 2024-03-25 | -5.98 | 3 |
| 2024-10-21 | 2024-10-29 | -4.96 | 7 |
| Metric | 3150328:btcusd:triple_gx:kama115_70_40 | 3150328:BTCUSD |
|---|---|---|
| Best Day | 5.23% | 5.23% |
| Worst Day | -4.9% | -4.9% |
| Best Week | 20.56% | 23.06% |
| Worst Week | -9.62% | -12.33% |
| Best Month | 32.16% | 43.77% |
| Worst Month | -10.47% | -17.69% |
| Best Year | 159.49% | 121.0% |
| Worst Year | -18.95% | -6.32% |
| Avg. Up Day | 0.36% | 0.36% |
| Avg. Down Day | -0.34% | -0.34% |
| Avg. Up Week | 5.97% | 7.88% |
| Avg. Down Week | -3.21% | -4.71% |
| Avg. Up Month | 15.1% | 18.71% |
| Avg. Down Month | -3.88% | -11.16% |
| Win Days % | 50.81% | 51.23% |
| Win Month % | 55.56% | 72.22% |
| Win Week % | 52.78% | 55.0% |
| Win Quarter % | 83.33% | 66.67% |
| Win Year % | 66.67% | 66.67% |