| Metric | 3150330:btcusd:triple_gx:kama125_70_40 | 3150330:BTCUSD |
|---|---|---|
| Time in Market | 100.0% | 100.0% |
| Cumulative Return | 155.61% | 219.54% |
| Max Drawdown | -23.61% | -23.47% |
| Sharpe | 3.23 | 3.2 |
| Sortino | 7.66 | 5.4 |
| Payoff Ratio | 2.96 | 1.51 |
| Profit Factor | 1.91 | 1.62 |
| Common Sense Ratio | 3.73 | 2.29 |
| CPC Index | 1.65 | 1.42 |
| Tail Ratio | 1.96 | 1.42 |
| Outlier Win Ratio | 3.07 | 3.8 |
| Outlier Loss Ratio | 9.7 | 3.02 |
| Volatility (ann.) | 67.04% | 87.28% |
| R^2 | 0.59 | 0.59 |
| Calmar | 3.78 | 5.12 |
| Skew | 1.96 | 0.35 |
| Kurtosis | 6.09 | 2.29 |
| Expected Daily % | 0.53% | 0.66% |
| Expected Monthly % | 5.35% | 6.67% |
| Expected Yearly % | 36.73% | 47.29% |
| Kelly Criterion | 5.24% | 30.62% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -5.18% | -6.75% |
| Expected Shortfall (cVaR) | -5.18% | -6.75% |
| Year | 3150330:BTCUSD | 3150330:btcusd:triple_gx:kama125_70_40 | Multiplier | Won |
|---|---|---|---|---|
| 2023 | 54.31 | 30.12 | 0.55 | - |
| 2024 | 126.37 | 142.75 | 1.13 | + |
| 2025 | -8.52 | -19.07 | 2.24 | - |
| Metric | 3150330:btcusd:triple_gx:kama125_70_40 | 3150330:BTCUSD |
|---|---|---|
| MTD | -5.98% | 9.04% |
| 3M | -20.08% | -9.5% |
| 6M | 27.59% | 46.58% |
| YTD | -19.07% | -8.52% |
| 1Y | 41.38% | 32.28% |
| 3Y (ann.) | 89.25% | 120.25% |
| 5Y (ann.) | 89.25% | 120.25% |
| Metric | 3150330:btcusd:triple_gx:kama125_70_40 | 3150330:BTCUSD |
|---|---|---|
| Max Drawdown | -23.61% | -23.47% |
| Longest DD Days | 78.0 | 231.0 |
| Avg. Drawdown | -2.86% | -6.04% |
| Avg. Drawdown Days | 13.0 | 26.0 |
| Recovery Factor | 6.59 | 9.35 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-06 | 2025-03-26 | -23.61 | 78 |
| 2024-08-14 | 2024-10-16 | -12.75 | 63 |
| 2023-12-14 | 2024-02-10 | -12.64 | 58 |
| 2023-11-16 | 2023-12-05 | -7.63 | 19 |
| 2024-03-21 | 2024-05-05 | -7.30 | 45 |
| 2024-06-20 | 2024-07-16 | -4.64 | 26 |
| 2024-07-22 | 2024-08-10 | -3.74 | 19 |
| 2024-05-20 | 2024-06-07 | -3.27 | 17 |
| 2024-10-21 | 2024-10-31 | -3.04 | 9 |
| 2024-12-04 | 2024-12-18 | -2.38 | 13 |
| Metric | 3150330:btcusd:triple_gx:kama125_70_40 | 3150330:BTCUSD |
|---|---|---|
| Best Day | 18.13% | 18.35% |
| Worst Day | -6.61% | -14.09% |
| Best Week | 20.43% | 21.22% |
| Worst Week | -9.62% | -17.3% |
| Best Month | 32.1% | 40.57% |
| Worst Month | -10.59% | -20.98% |
| Best Year | 142.75% | 126.37% |
| Worst Year | -19.07% | -8.52% |
| Avg. Up Day | 4.31% | 4.49% |
| Avg. Down Day | -1.45% | -2.98% |
| Avg. Up Week | 6.94% | 8.19% |
| Avg. Down Week | -2.48% | -5.86% |
| Avg. Up Month | 14.84% | 18.15% |
| Avg. Down Month | -3.79% | -10.27% |
| Win Days % | 29.14% | 58.29% |
| Win Month % | 55.56% | 72.22% |
| Win Week % | 42.86% | 65.71% |
| Win Quarter % | 83.33% | 66.67% |
| Win Year % | 66.67% | 66.67% |