| Metric | 3150340:btcusd:triple_gx:kama170_70_40 | 3150340:BTCUSD |
|---|---|---|
| Time in Market | 100.0% | 100.0% |
| Cumulative Return | 196.63% | 223.49% |
| Max Drawdown | -22.87% | -22.26% |
| Sharpe | 4.17 | 3.58 |
| Sortino | 10.89 | 5.94 |
| Payoff Ratio | 3.85 | 1.79 |
| Profit Factor | 2.29 | 1.72 |
| Common Sense Ratio | 5.79 | 2.81 |
| CPC Index | 2.48 | 1.75 |
| Tail Ratio | 2.52 | 1.63 |
| Outlier Win Ratio | 2.81 | 3.67 |
| Outlier Loss Ratio | 11.09 | 3.26 |
| Volatility (ann.) | 67.08% | 89.06% |
| R^2 | 0.58 | 0.58 |
| Calmar | 4.91 | 5.64 |
| Skew | 1.83 | 0.09 |
| Kurtosis | 4.6 | 2.09 |
| Expected Daily % | 0.71% | 0.77% |
| Expected Monthly % | 6.23% | 6.74% |
| Expected Yearly % | 43.68% | 47.9% |
| Kelly Criterion | 9.45% | 32.78% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -5.01% | -6.8% |
| Expected Shortfall (cVaR) | -5.01% | -6.8% |
| Year | 3150340:BTCUSD | 3150340:btcusd:triple_gx:kama170_70_40 | Multiplier | Won |
|---|---|---|---|---|
| 2023 | 58.29 | 35.94 | 0.62 | - |
| 2024 | 122.47 | 162.03 | 1.32 | + |
| 2025 | -8.14 | -16.73 | 2.06 | - |
| Metric | 3150340:btcusd:triple_gx:kama170_70_40 | 3150340:BTCUSD |
|---|---|---|
| MTD | -7.36% | -8.99% |
| 3M | -19.23% | -15.81% |
| 6M | 18.58% | 45.6% |
| YTD | -16.73% | -8.14% |
| 1Y | 49.15% | 32.2% |
| 3Y (ann.) | 112.35% | 125.49% |
| 5Y (ann.) | 112.35% | 125.49% |
| Metric | 3150340:btcusd:triple_gx:kama170_70_40 | 3150340:BTCUSD |
|---|---|---|
| Max Drawdown | -22.87% | -22.26% |
| Longest DD Days | 90.0 | 226.0 |
| Avg. Drawdown | -2.62% | -6.56% |
| Avg. Drawdown Days | 14.0 | 29.0 |
| Recovery Factor | 8.6 | 10.04 |
| Ulcer Index | 0.98 | 0.99 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-25 | 2025-03-26 | -22.87 | 90 |
| 2023-12-14 | 2024-02-10 | -11.76 | 58 |
| 2024-08-13 | 2024-09-24 | -6.61 | 42 |
| 2024-03-28 | 2024-05-17 | -6.47 | 49 |
| 2023-11-19 | 2023-12-05 | -5.84 | 15 |
| 2024-09-26 | 2024-10-16 | -4.91 | 19 |
| 2024-07-22 | 2024-08-10 | -4.31 | 19 |
| 2024-02-19 | 2024-02-28 | -3.65 | 9 |
| 2024-12-05 | 2024-12-18 | -2.01 | 13 |
| 2024-07-19 | 2024-07-22 | -0.79 | 2 |
| Metric | 3150340:btcusd:triple_gx:kama170_70_40 | 3150340: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 | 27.58% | 40.57% |
| Worst Month | -7.36% | -11.64% |
| Best Year | 162.03% | 122.47% |
| Worst Year | -16.73% | -8.14% |
| Avg. Up Day | 4.87% | 5.06% |
| Avg. Down Day | -1.26% | -2.83% |
| Avg. Up Week | 7.24% | 8.6% |
| Avg. Down Week | -2.12% | -4.61% |
| Avg. Up Month | 14.5% | 17.18% |
| Avg. Down Month | -5.22% | -6.36% |
| Win Days % | 28.1% | 56.86% |
| Win Month % | 66.67% | 66.67% |
| Win Week % | 43.08% | 60.0% |
| Win Quarter % | 83.33% | 66.67% |
| Win Year % | 66.67% | 66.67% |