| Metric | 3150330:btcusd:triple_gx:kama125_70_40 | 3150330:BTCUSD |
|---|---|---|
| Time in Market | 53.0% | 100.0% |
| Cumulative Return | 48.27% | 36.07% |
| Max Drawdown | -27.25% | -27.95% |
| Sharpe | 0.93 | 0.64 |
| Sortino | 1.52 | 0.95 |
| Payoff Ratio | 1.15 | 1.38 |
| Profit Factor | 1.22 | 1.1 |
| Common Sense Ratio | 1.38 | 1.16 |
| CPC Index | 0.69 | 0.75 |
| Tail Ratio | 1.13 | 1.06 |
| Outlier Win Ratio | 10.61 | 3.48 |
| Outlier Loss Ratio | 3.68 | 2.97 |
| Volatility (ann.) | 30.81% | 46.0% |
| R^2 | 0.42 | 0.42 |
| Calmar | 1.0 | 0.74 |
| Skew | 1.18 | 0.29 |
| Kurtosis | 10.97 | 1.86 |
| Expected Daily % | 0.07% | 0.05% |
| Expected Monthly % | 1.89% | 1.48% |
| Expected Yearly % | 21.77% | 16.65% |
| Kelly Criterion | 4.79% | 13.23% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.57% | -3.88% |
| Expected Shortfall (cVaR) | -2.57% | -3.88% |
| Year | 3150330:BTCUSD | 3150330:btcusd:triple_gx:kama125_70_40 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 31.85 | 67.91 | 2.13 | + |
| 2025 | 3.20 | -11.70 | -3.65 | - |
| Metric | 3150330:btcusd:triple_gx:kama125_70_40 | 3150330:BTCUSD |
|---|---|---|
| MTD | -2.19% | -12.86% |
| 3M | -4.64% | -19.17% |
| 6M | -3.65% | -7.87% |
| YTD | -11.7% | 3.2% |
| 1Y | -7.53% | 4.59% |
| 3Y (ann.) | 27.23% | 20.72% |
| 5Y (ann.) | 27.23% | 20.72% |
| Metric | 3150330:btcusd:triple_gx:kama125_70_40 | 3150330:BTCUSD |
|---|---|---|
| Max Drawdown | -27.25% | -27.95% |
| Longest DD Days | 333.0 | 203.0 |
| Avg. Drawdown | -5.73% | -8.01% |
| Avg. Drawdown Days | 37.0 | 33.0 |
| Recovery Factor | 1.77 | 1.29 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-19 | 2025-11-17 | -27.25 | 333 |
| 2024-08-10 | 2024-10-16 | -13.07 | 67 |
| 2024-05-22 | 2024-07-16 | -11.48 | 55 |
| 2024-04-02 | 2024-04-23 | -7.83 | 21 |
| 2024-07-23 | 2024-08-09 | -6.86 | 17 |
| 2024-12-08 | 2024-12-17 | -5.06 | 9 |
| 2024-04-24 | 2024-05-06 | -3.86 | 12 |
| 2024-10-22 | 2024-10-29 | -2.87 | 7 |
| 2024-05-14 | 2024-05-16 | -2.77 | 2 |
| 2024-11-24 | 2024-12-07 | -2.03 | 13 |
| Metric | 3150330:btcusd:triple_gx:kama125_70_40 | 3150330:BTCUSD |
|---|---|---|
| Best Day | 10.7% | 10.7% |
| Worst Day | -7.95% | -7.85% |
| Best Week | 16.39% | 15.55% |
| Worst Week | -14.6% | -14.34% |
| Best Month | 32.2% | 34.46% |
| Worst Month | -10.03% | -19.77% |
| Best Year | 67.91% | 31.85% |
| Worst Year | -11.7% | 3.2% |
| Avg. Up Day | 1.75% | 2.11% |
| Avg. Down Day | -1.52% | -1.54% |
| Avg. Up Week | 4.22% | 5.64% |
| Avg. Down Week | -3.07% | -4.8% |
| Avg. Up Month | 8.2% | 11.69% |
| Avg. Down Month | -3.27% | -7.99% |
| Win Days % | 49.05% | 49.75% |
| Win Month % | 52.38% | 52.38% |
| Win Week % | 52.44% | 56.32% |
| Win Quarter % | 62.5% | 50.0% |
| Win Year % | 50.0% | 100.0% |