| Metric | 3150341:btcusd:triple_gx:kama180_70_40 | 3150341:BTCUSD |
|---|---|---|
| Time in Market | 39.0% | 100.0% |
| Cumulative Return | 231.07% | 243.41% |
| Max Drawdown | -25.85% | -32.34% |
| Sharpe | 0.43 | 0.3 |
| Sortino | 0.64 | 0.42 |
| Payoff Ratio | 1.08 | 1.09 |
| Profit Factor | 1.12 | 1.05 |
| Common Sense Ratio | 1.28 | 1.04 |
| CPC Index | 0.61 | 0.58 |
| Tail Ratio | 1.14 | 0.99 |
| Outlier Win Ratio | 15.83 | 3.78 |
| Outlier Loss Ratio | 4.0 | 3.66 |
| Volatility (ann.) | 5.86% | 9.85% |
| R^2 | 0.35 | 0.35 |
| Calmar | 2.95 | 2.46 |
| Skew | 0.38 | -0.01 |
| Kurtosis | 35.32 | 9.75 |
| Expected Daily % | 0.01% | 0.01% |
| Expected Monthly % | 4.71% | 4.86% |
| Expected Yearly % | 49.04% | 50.87% |
| Kelly Criterion | 4.96% | 5.96% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.5% | -0.84% |
| Expected Shortfall (cVaR) | -0.5% | -0.84% |
| Year | 3150341:BTCUSD | 3150341:btcusd:triple_gx:kama180_70_40 | Multiplier | Won |
|---|---|---|---|---|
| 2023 | 51.81 | 37.95 | 0.73 | - |
| 2024 | 121.00 | 145.97 | 1.21 | + |
| 2025 | 2.35 | -2.43 | -1.03 | - |
| Metric | 3150341:btcusd:triple_gx:kama180_70_40 | 3150341:BTCUSD |
|---|---|---|
| MTD | -2.19% | -12.78% |
| 3M | -2.53% | -18.67% |
| 6M | -1.77% | -7.38% |
| YTD | -2.43% | 2.35% |
| 1Y | -3.65% | 5.42% |
| 3Y (ann.) | 76.38% | 79.47% |
| 5Y (ann.) | 76.38% | 79.47% |
| Metric | 3150341:btcusd:triple_gx:kama180_70_40 | 3150341:BTCUSD |
|---|---|---|
| Max Drawdown | -25.85% | -32.34% |
| Longest DD Days | 359.0 | 236.0 |
| Avg. Drawdown | -1.69% | -2.47% |
| Avg. Drawdown Days | 5.0 | 5.0 |
| Recovery Factor | 8.94 | 7.53 |
| Ulcer Index | 1.0 | 1.0 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-11-22 | 2025-11-17 | -25.85 | 359 |
| 2024-01-02 | 2024-02-09 | -11.86 | 37 |
| 2024-07-22 | 2024-08-08 | -10.09 | 17 |
| 2024-03-05 | 2024-03-08 | -9.81 | 3 |
| 2024-08-08 | 2024-09-23 | -9.70 | 45 |
| 2024-07-01 | 2024-07-14 | -8.98 | 13 |
| 2023-11-09 | 2023-12-04 | -8.64 | 24 |
| 2024-03-26 | 2024-04-08 | -7.60 | 12 |
| 2024-09-27 | 2024-10-15 | -7.09 | 17 |
| 2024-04-08 | 2024-05-15 | -6.77 | 37 |
| Metric | 3150341:btcusd:triple_gx:kama180_70_40 | 3150341:BTCUSD |
|---|---|---|
| Best Day | 5.23% | 5.23% |
| Worst Day | -4.9% | -4.9% |
| Best Week | 16.57% | 23.06% |
| Worst Week | -9.58% | -12.33% |
| Best Month | 25.95% | 43.77% |
| Worst Month | -5.76% | -17.69% |
| Best Year | 145.97% | 121.0% |
| Worst Year | -2.43% | 2.35% |
| Avg. Up Day | 0.33% | 0.33% |
| Avg. Down Day | -0.31% | -0.31% |
| Avg. Up Week | 5.21% | 7.16% |
| Avg. Down Week | -2.56% | -4.18% |
| Avg. Up Month | 11.45% | 15.31% |
| Avg. Down Month | -3.92% | -9.43% |
| Win Days % | 50.68% | 50.95% |
| Win Month % | 61.54% | 65.38% |
| Win Week % | 54.17% | 54.87% |
| Win Quarter % | 77.78% | 66.67% |
| Win Year % | 66.67% | 100.0% |