| Metric | 3150336:btcusd:triple_gx:kama155_70_40 | 3150336:BTCUSD |
|---|---|---|
| Time in Market | 100.0% | 100.0% |
| Cumulative Return | 185.52% | 223.97% |
| Max Drawdown | -19.08% | -22.26% |
| Sharpe | 4.04 | 3.58 |
| Sortino | 10.47 | 6.12 |
| Payoff Ratio | 3.93 | 1.79 |
| Profit Factor | 2.24 | 1.7 |
| Common Sense Ratio | 5.89 | 2.83 |
| CPC Index | 2.39 | 1.73 |
| Tail Ratio | 2.63 | 1.66 |
| Outlier Win Ratio | 2.75 | 3.61 |
| Outlier Loss Ratio | 9.95 | 2.84 |
| Volatility (ann.) | 66.14% | 87.6% |
| R^2 | 0.58 | 0.58 |
| Calmar | 5.6 | 5.65 |
| Skew | 1.81 | 0.25 |
| Kurtosis | 4.44 | 1.5 |
| Expected Daily % | 0.67% | 0.76% |
| Expected Monthly % | 6.0% | 6.75% |
| Expected Yearly % | 41.87% | 47.97% |
| Kelly Criterion | 8.54% | 32.61% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -4.96% | -6.68% |
| Expected Shortfall (cVaR) | -4.96% | -6.68% |
| Year | 3150336:BTCUSD | 3150336:btcusd:triple_gx:kama155_70_40 | Multiplier | Won |
|---|---|---|---|---|
| 2023 | 58.52 | 33.11 | 0.57 | - |
| 2024 | 123.41 | 146.91 | 1.19 | + |
| 2025 | -8.52 | -13.13 | 1.54 | - |
| Metric | 3150336:btcusd:triple_gx:kama155_70_40 | 3150336:BTCUSD |
|---|---|---|
| MTD | -5.6% | -8.99% |
| 3M | -15.36% | -15.81% |
| 6M | 24.01% | 46.51% |
| YTD | -13.13% | -8.52% |
| 1Y | 48.15% | 30.92% |
| 3Y (ann.) | 106.81% | 125.72% |
| 5Y (ann.) | 106.81% | 125.72% |
| Metric | 3150336:btcusd:triple_gx:kama155_70_40 | 3150336:BTCUSD |
|---|---|---|
| Max Drawdown | -19.08% | -22.26% |
| Longest DD Days | 91.0 | 226.0 |
| Avg. Drawdown | -2.67% | -6.09% |
| Avg. Drawdown Days | 15.0 | 27.0 |
| Recovery Factor | 9.72 | 10.06 |
| Ulcer Index | 0.98 | 0.99 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-25 | 2025-03-26 | -19.08 | 91 |
| 2023-12-14 | 2024-02-10 | -12.17 | 58 |
| 2023-11-16 | 2023-12-05 | -7.62 | 19 |
| 2024-08-13 | 2024-09-24 | -6.93 | 41 |
| 2024-03-28 | 2024-05-17 | -6.47 | 49 |
| 2024-07-22 | 2024-08-10 | -3.60 | 19 |
| 2024-02-19 | 2024-02-28 | -3.48 | 9 |
| 2024-05-21 | 2024-06-07 | -3.11 | 17 |
| 2024-10-21 | 2024-10-31 | -2.98 | 9 |
| 2024-09-27 | 2024-10-16 | -2.85 | 19 |
| Metric | 3150336:btcusd:triple_gx:kama155_70_40 | 3150336:BTCUSD |
|---|---|---|
| Best Day | 14.25% | 14.46% |
| Worst Day | -6.61% | -14.02% |
| Best Week | 19.33% | 21.64% |
| Worst Week | -9.58% | -14.02% |
| Best Month | 26.64% | 40.57% |
| Worst Month | -5.75% | -11.61% |
| Best Year | 146.91% | 123.41% |
| Worst Year | -13.13% | -8.52% |
| Avg. Up Day | 4.9% | 5.09% |
| Avg. Down Day | -1.25% | -2.85% |
| Avg. Up Week | 6.96% | 8.35% |
| Avg. Down Week | -1.79% | -4.45% |
| Avg. Up Month | 15.38% | 17.96% |
| Avg. Down Month | -4.42% | -6.25% |
| Win Days % | 27.1% | 56.77% |
| Win Month % | 61.11% | 66.67% |
| Win Week % | 41.18% | 58.82% |
| Win Quarter % | 83.33% | 66.67% |
| Win Year % | 66.67% | 66.67% |