| Metric | 3150341:btcusd:triple_gx:kama180_70_40 | 3150341:BTCUSD |
|---|---|---|
| Time in Market | 48.0% | 100.0% |
| Cumulative Return | 59.81% | 36.07% |
| Max Drawdown | -24.16% | -27.95% |
| Sharpe | 1.12 | 0.64 |
| Sortino | 1.83 | 0.95 |
| Payoff Ratio | 1.07 | 1.3 |
| Profit Factor | 1.29 | 1.1 |
| Common Sense Ratio | 1.48 | 1.16 |
| CPC Index | 0.72 | 0.71 |
| Tail Ratio | 1.15 | 1.06 |
| Outlier Win Ratio | 11.97 | 3.42 |
| Outlier Loss Ratio | 3.46 | 2.9 |
| Volatility (ann.) | 29.45% | 46.0% |
| R^2 | 0.39 | 0.39 |
| Calmar | 1.37 | 0.74 |
| Skew | 1.28 | 0.29 |
| Kurtosis | 13.03 | 1.86 |
| Expected Daily % | 0.08% | 0.05% |
| Expected Monthly % | 2.26% | 1.48% |
| Expected Yearly % | 26.41% | 16.65% |
| Kelly Criterion | 8.17% | 11.03% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.45% | -3.88% |
| Expected Shortfall (cVaR) | -2.45% | -3.88% |
| Year | 3150341:BTCUSD | 3150341:btcusd:triple_gx:kama180_70_40 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 31.85 | 63.78 | 2.00 | + |
| 2025 | 3.20 | -2.43 | -0.76 | - |
| Metric | 3150341:btcusd:triple_gx:kama180_70_40 | 3150341:BTCUSD |
|---|---|---|
| MTD | -2.19% | -12.86% |
| 3M | -2.53% | -19.17% |
| 6M | -1.77% | -7.87% |
| YTD | -2.43% | 3.2% |
| 1Y | -3.65% | 4.59% |
| 3Y (ann.) | 33.19% | 20.72% |
| 5Y (ann.) | 33.19% | 20.72% |
| Metric | 3150341:btcusd:triple_gx:kama180_70_40 | 3150341:BTCUSD |
|---|---|---|
| Max Drawdown | -24.16% | -27.95% |
| Longest DD Days | 358.0 | 203.0 |
| Avg. Drawdown | -4.79% | -8.01% |
| Avg. Drawdown Days | 34.0 | 33.0 |
| Recovery Factor | 2.47 | 1.29 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-11-24 | 2025-11-17 | -24.16 | 358 |
| 2024-07-23 | 2024-08-09 | -8.28 | 17 |
| 2024-07-02 | 2024-07-15 | -7.64 | 13 |
| 2024-08-10 | 2024-09-21 | -7.30 | 42 |
| 2024-09-29 | 2024-10-16 | -6.09 | 17 |
| 2024-04-02 | 2024-04-09 | -5.95 | 7 |
| 2024-04-10 | 2024-05-16 | -5.55 | 36 |
| 2024-05-22 | 2024-07-01 | -5.38 | 40 |
| 2024-11-20 | 2024-11-21 | -1.90 | 1 |
| 2024-09-24 | 2024-09-25 | -1.05 | 1 |
| Metric | 3150341:btcusd:triple_gx:kama180_70_40 | 3150341:BTCUSD |
|---|---|---|
| Best Day | 10.7% | 10.7% |
| Worst Day | -7.95% | -7.85% |
| Best Week | 16.57% | 15.55% |
| Worst Week | -10.71% | -14.34% |
| Best Month | 24.0% | 34.46% |
| Worst Month | -8.44% | -19.77% |
| Best Year | 63.78% | 31.85% |
| Worst Year | -2.43% | 3.2% |
| Avg. Up Day | 1.66% | 2.07% |
| Avg. Down Day | -1.56% | -1.59% |
| Avg. Up Week | 4.08% | 5.68% |
| Avg. Down Week | -2.65% | -4.55% |
| Avg. Up Month | 7.77% | 11.41% |
| Avg. Down Month | -3.55% | -8.33% |
| Win Days % | 52.63% | 49.75% |
| Win Month % | 57.14% | 52.38% |
| Win Week % | 50.67% | 56.32% |
| Win Quarter % | 62.5% | 50.0% |
| Win Year % | 50.0% | 100.0% |