| Metric | 3150339:btcusd:triple_gx:kama175_70_40 | 3150339:BTCUSD |
|---|---|---|
| Time in Market | 100.0% | 100.0% |
| Cumulative Return | 208.07% | 223.49% |
| Max Drawdown | -20.08% | -22.26% |
| Sharpe | 4.33 | 3.59 |
| Sortino | 11.48 | 5.99 |
| Payoff Ratio | 4.15 | 1.9 |
| Profit Factor | 2.35 | 1.72 |
| Common Sense Ratio | 6.1 | 2.69 |
| CPC Index | 2.65 | 1.84 |
| Tail Ratio | 2.59 | 1.57 |
| Outlier Win Ratio | 2.66 | 3.6 |
| Outlier Loss Ratio | 11.27 | 3.26 |
| Volatility (ann.) | 67.67% | 89.85% |
| R^2 | 0.58 | 0.58 |
| Calmar | 5.88 | 5.64 |
| Skew | 1.81 | 0.1 |
| Kurtosis | 4.5 | 2.02 |
| Expected Daily % | 0.74% | 0.78% |
| Expected Monthly % | 6.45% | 6.74% |
| Expected Yearly % | 45.51% | 47.9% |
| Kelly Criterion | 9.59% | 33.25% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -5.02% | -6.85% |
| Expected Shortfall (cVaR) | -5.02% | -6.85% |
| Year | 3150339:BTCUSD | 3150339:btcusd:triple_gx:kama175_70_40 | Multiplier | Won |
|---|---|---|---|---|
| 2023 | 58.29 | 39.59 | 0.68 | - |
| 2024 | 122.41 | 157.44 | 1.29 | + |
| 2025 | -8.11 | -14.27 | 1.76 | - |
| Metric | 3150339:btcusd:triple_gx:kama175_70_40 | 3150339:BTCUSD |
|---|---|---|
| MTD | -5.6% | -8.99% |
| 3M | -16.4% | -15.81% |
| 6M | 21.74% | 46.06% |
| YTD | -14.27% | -8.11% |
| 1Y | 51.31% | 32.2% |
| 3Y (ann.) | 117.99% | 125.49% |
| 5Y (ann.) | 117.99% | 125.49% |
| Metric | 3150339:btcusd:triple_gx:kama175_70_40 | 3150339:BTCUSD |
|---|---|---|
| Max Drawdown | -20.08% | -22.26% |
| Longest DD Days | 90.0 | 226.0 |
| Avg. Drawdown | -2.63% | -6.06% |
| Avg. Drawdown Days | 13.0 | 27.0 |
| Recovery Factor | 10.36 | 10.04 |
| Ulcer Index | 0.97 | 0.99 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-25 | 2025-03-26 | -20.08 | 90 |
| 2023-12-21 | 2024-02-10 | -9.75 | 51 |
| 2024-08-13 | 2024-09-24 | -6.61 | 42 |
| 2024-03-28 | 2024-05-05 | -6.47 | 38 |
| 2023-11-19 | 2023-12-05 | -5.84 | 15 |
| 2024-09-26 | 2024-10-16 | -5.11 | 19 |
| 2024-07-22 | 2024-08-10 | -4.30 | 19 |
| 2024-05-20 | 2024-06-07 | -3.14 | 17 |
| 2024-02-15 | 2024-02-28 | -2.75 | 13 |
| 2023-12-14 | 2023-12-21 | -2.60 | 6 |
| Metric | 3150339:btcusd:triple_gx:kama175_70_40 | 3150339:BTCUSD |
|---|---|---|
| Best Day | 15.36% | 15.57% |
| Worst Day | -6.61% | -14.36% |
| Best Week | 19.33% | 21.64% |
| Worst Week | -9.58% | -14.54% |
| Best Month | 27.2% | 40.57% |
| Worst Month | -5.6% | -9.45% |
| Best Year | 157.44% | 122.41% |
| Worst Year | -14.27% | -8.11% |
| Avg. Up Day | 5.17% | 5.36% |
| Avg. Down Day | -1.25% | -2.83% |
| Avg. Up Week | 7.0% | 8.58% |
| Avg. Down Week | -2.02% | -4.66% |
| Avg. Up Month | 14.26% | 16.9% |
| Avg. Down Month | -3.83% | -6.37% |
| Win Days % | 27.15% | 56.29% |
| Win Month % | 66.67% | 66.67% |
| Win Week % | 44.62% | 60.0% |
| Win Quarter % | 83.33% | 66.67% |
| Win Year % | 66.67% | 66.67% |