| Metric | 3150337:btcusd:triple_gx:kama160_70_40 | 3150337:BTCUSD |
|---|---|---|
| Time in Market | 100.0% | 100.0% |
| Cumulative Return | 182.72% | 223.35% |
| Max Drawdown | -20.4% | -22.26% |
| Sharpe | 4.06 | 3.62 |
| Sortino | 10.4 | 6.11 |
| Payoff Ratio | 3.81 | 1.75 |
| Profit Factor | 2.24 | 1.71 |
| Common Sense Ratio | 5.76 | 2.66 |
| CPC Index | 2.35 | 1.72 |
| Tail Ratio | 2.57 | 1.56 |
| Outlier Win Ratio | 2.77 | 3.64 |
| Outlier Loss Ratio | 10.16 | 2.88 |
| Volatility (ann.) | 66.0% | 87.59% |
| R^2 | 0.57 | 0.57 |
| Calmar | 5.17 | 5.63 |
| Skew | 1.78 | 0.18 |
| Kurtosis | 4.39 | 1.55 |
| Expected Daily % | 0.68% | 0.76% |
| Expected Monthly % | 5.94% | 6.74% |
| Expected Yearly % | 41.4% | 47.87% |
| Kelly Criterion | 8.43% | 33.17% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -4.95% | -6.67% |
| Expected Shortfall (cVaR) | -4.95% | -6.67% |
| Year | 3150337:BTCUSD | 3150337:btcusd:triple_gx:kama160_70_40 | Multiplier | Won |
|---|---|---|---|---|
| 2023 | 58.22 | 31.24 | 0.54 | - |
| 2024 | 123.41 | 152.09 | 1.23 | + |
| 2025 | -8.52 | -14.54 | 1.71 | - |
| Metric | 3150337:btcusd:triple_gx:kama160_70_40 | 3150337:BTCUSD |
|---|---|---|
| MTD | -6.49% | -8.99% |
| 3M | -16.28% | -15.81% |
| 6M | 23.97% | 45.12% |
| YTD | -14.54% | -8.52% |
| 1Y | 49.87% | 30.92% |
| 3Y (ann.) | 105.41% | 125.42% |
| 5Y (ann.) | 105.41% | 125.42% |
| Metric | 3150337:btcusd:triple_gx:kama160_70_40 | 3150337:BTCUSD |
|---|---|---|
| Max Drawdown | -20.4% | -22.26% |
| Longest DD Days | 91.0 | 226.0 |
| Avg. Drawdown | -2.64% | -6.2% |
| Avg. Drawdown Days | 14.0 | 27.0 |
| Recovery Factor | 8.96 | 10.03 |
| Ulcer Index | 0.98 | 0.99 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-25 | 2025-03-26 | -20.40 | 91 |
| 2023-12-14 | 2024-02-10 | -12.43 | 58 |
| 2023-11-16 | 2023-12-05 | -8.47 | 19 |
| 2024-08-13 | 2024-09-24 | -6.61 | 42 |
| 2024-03-28 | 2024-05-17 | -6.47 | 49 |
| 2024-07-22 | 2024-08-10 | -4.31 | 19 |
| 2024-02-19 | 2024-02-28 | -3.48 | 9 |
| 2024-09-27 | 2024-10-16 | -2.92 | 19 |
| 2024-06-20 | 2024-07-16 | -2.31 | 26 |
| 2024-12-05 | 2024-12-18 | -2.10 | 13 |
| Metric | 3150337:btcusd:triple_gx:kama160_70_40 | 3150337:BTCUSD |
|---|---|---|
| Best Day | 14.25% | 14.46% |
| Worst Day | -6.61% | -14.09% |
| Best Week | 19.33% | 21.64% |
| Worst Week | -9.62% | -14.09% |
| Best Month | 25.87% | 40.57% |
| Worst Month | -6.49% | -11.17% |
| Best Year | 152.09% | 123.41% |
| Worst Year | -14.54% | -8.52% |
| Avg. Up Day | 4.86% | 5.05% |
| Avg. Down Day | -1.27% | -2.89% |
| Avg. Up Week | 7.01% | 8.53% |
| Avg. Down Week | -1.91% | -4.36% |
| Avg. Up Month | 15.59% | 17.88% |
| Avg. Down Month | -4.68% | -6.25% |
| Win Days % | 27.45% | 57.52% |
| Win Month % | 61.11% | 66.67% |
| Win Week % | 42.42% | 59.09% |
| Win Quarter % | 83.33% | 66.67% |
| Win Year % | 66.67% | 66.67% |