| Metric | 3150329:btcusd:triple_gx:kama120_70_40 | 3150329:BTCUSD |
|---|---|---|
| Time in Market | 100.0% | 100.0% |
| Cumulative Return | 142.2% | 220.97% |
| Max Drawdown | -23.35% | -23.47% |
| Sharpe | 3.04 | 3.19 |
| Sortino | 7.37 | 5.57 |
| Payoff Ratio | 3.36 | 1.7 |
| Profit Factor | 1.87 | 1.62 |
| Common Sense Ratio | 4.78 | 2.03 |
| CPC Index | 1.7 | 1.52 |
| Tail Ratio | 2.55 | 1.25 |
| Outlier Win Ratio | 3.02 | 3.7 |
| Outlier Loss Ratio | 9.09 | 2.94 |
| Volatility (ann.) | 65.06% | 84.34% |
| R^2 | 0.6 | 0.6 |
| Calmar | 3.53 | 5.15 |
| Skew | 2.1 | 0.53 |
| Kurtosis | 6.82 | 2.23 |
| Expected Daily % | 0.49% | 0.64% |
| Expected Monthly % | 5.04% | 6.69% |
| Expected Yearly % | 34.3% | 47.51% |
| Kelly Criterion | 5.36% | 28.91% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -5.06% | -6.52% |
| Expected Shortfall (cVaR) | -5.06% | -6.52% |
| Year | 3150329:BTCUSD | 3150329:btcusd:triple_gx:kama120_70_40 | Multiplier | Won |
|---|---|---|---|---|
| 2023 | 53.14 | 29.18 | 0.55 | - |
| 2024 | 129.12 | 131.50 | 1.02 | + |
| 2025 | -8.52 | -19.01 | 2.23 | - |
| Metric | 3150329:btcusd:triple_gx:kama120_70_40 | 3150329:BTCUSD |
|---|---|---|
| MTD | -6.24% | 9.04% |
| 3M | -20.02% | -9.5% |
| 6M | 22.38% | 45.12% |
| YTD | -19.01% | -8.52% |
| 1Y | 35.31% | 32.28% |
| 3Y (ann.) | 82.44% | 120.93% |
| 5Y (ann.) | 82.44% | 120.93% |
| Metric | 3150329:btcusd:triple_gx:kama120_70_40 | 3150329:BTCUSD |
|---|---|---|
| Max Drawdown | -23.35% | -23.47% |
| Longest DD Days | 78.0 | 231.0 |
| Avg. Drawdown | -2.84% | -5.68% |
| Avg. Drawdown Days | 14.0 | 24.0 |
| Recovery Factor | 6.09 | 9.41 |
| Ulcer Index | inf | 1.3 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-06 | 2025-03-26 | -23.35 | 78 |
| 2023-12-14 | 2024-02-10 | -13.65 | 58 |
| 2024-08-14 | 2024-10-16 | -9.97 | 63 |
| 2024-03-21 | 2024-05-17 | -7.89 | 56 |
| 2023-11-16 | 2023-12-05 | -7.61 | 19 |
| 2024-07-22 | 2024-08-10 | -5.15 | 19 |
| 2024-10-21 | 2024-10-31 | -4.94 | 10 |
| 2024-06-17 | 2024-07-16 | -3.64 | 29 |
| 2024-05-20 | 2024-06-07 | -3.14 | 17 |
| 2024-12-05 | 2024-12-18 | -2.10 | 13 |
| Metric | 3150329:btcusd:triple_gx:kama120_70_40 | 3150329:BTCUSD |
|---|---|---|
| Best Day | 17.97% | 18.18% |
| Worst Day | -6.61% | -12.89% |
| Best Week | 20.26% | 21.22% |
| Worst Week | -9.62% | -17.19% |
| Best Month | 32.16% | 40.57% |
| Worst Month | -10.28% | -20.98% |
| Best Year | 131.5% | 129.12% |
| Worst Year | -19.01% | -8.52% |
| Avg. Up Day | 4.33% | 4.51% |
| Avg. Down Day | -1.29% | -2.66% |
| Avg. Up Week | 6.68% | 8.11% |
| Avg. Down Week | -2.3% | -5.87% |
| Avg. Up Month | 14.75% | 18.07% |
| Avg. Down Month | -4.62% | -10.63% |
| Win Days % | 27.07% | 55.25% |
| Win Month % | 55.56% | 72.22% |
| Win Week % | 41.43% | 67.14% |
| Win Quarter % | 66.67% | 66.67% |
| Win Year % | 66.67% | 66.67% |