| Metric | 3150393:btcusd:triple_gx:kama95_85_40 | 3150393:BTCUSD |
|---|---|---|
| Time in Market | 58.0% | 100.0% |
| Cumulative Return | 47.09% | 36.07% |
| Max Drawdown | -28.96% | -27.95% |
| Sharpe | 0.91 | 0.64 |
| Sortino | 1.5 | 0.95 |
| Payoff Ratio | 1.21 | 1.34 |
| Profit Factor | 1.21 | 1.1 |
| Common Sense Ratio | 1.48 | 1.16 |
| CPC Index | 0.69 | 0.73 |
| Tail Ratio | 1.23 | 1.06 |
| Outlier Win Ratio | 9.6 | 3.42 |
| Outlier Loss Ratio | 3.93 | 2.97 |
| Volatility (ann.) | 30.92% | 46.0% |
| R^2 | 0.42 | 0.42 |
| Calmar | 0.92 | 0.74 |
| Skew | 1.26 | 0.29 |
| Kurtosis | 9.96 | 1.86 |
| Expected Daily % | 0.06% | 0.05% |
| Expected Monthly % | 1.85% | 1.48% |
| Expected Yearly % | 21.28% | 16.65% |
| Kelly Criterion | 4.29% | 12.15% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.58% | -3.88% |
| Expected Shortfall (cVaR) | -2.58% | -3.88% |
| Year | 3150393:BTCUSD | 3150393:btcusd:triple_gx:kama95_85_40 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 31.85 | 61.89 | 1.94 | + |
| 2025 | 3.20 | -9.14 | -2.86 | - |
| Metric | 3150393:btcusd:triple_gx:kama95_85_40 | 3150393:BTCUSD |
|---|---|---|
| MTD | -4.28% | -12.86% |
| 3M | -5.69% | -19.17% |
| 6M | -2.56% | -7.87% |
| YTD | -9.14% | 3.2% |
| 1Y | -9.52% | 4.59% |
| 3Y (ann.) | 26.61% | 20.72% |
| 5Y (ann.) | 26.61% | 20.72% |
| Metric | 3150393:btcusd:triple_gx:kama95_85_40 | 3150393:BTCUSD |
|---|---|---|
| Max Drawdown | -28.96% | -27.95% |
| Longest DD Days | 358.0 | 203.0 |
| Avg. Drawdown | -4.7% | -8.01% |
| Avg. Drawdown Days | 34.0 | 33.0 |
| Recovery Factor | 1.63 | 1.29 |
| Ulcer Index | 1.06 | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-11-24 | 2025-11-17 | -28.96 | 358 |
| 2024-04-02 | 2024-07-16 | -10.95 | 105 |
| 2024-08-10 | 2024-09-14 | -8.53 | 35 |
| 2024-10-21 | 2024-10-30 | -4.83 | 9 |
| 2024-08-04 | 2024-08-09 | -3.47 | 5 |
| 2024-10-08 | 2024-10-16 | -3.34 | 8 |
| 2024-09-15 | 2024-09-19 | -3.22 | 4 |
| 2024-09-29 | 2024-10-05 | -2.33 | 6 |
| 2024-09-26 | 2024-09-27 | -1.89 | 1 |
| 2024-10-31 | 2024-11-07 | -1.73 | 7 |
| Metric | 3150393:btcusd:triple_gx:kama95_85_40 | 3150393:BTCUSD |
|---|---|---|
| Best Day | 10.7% | 10.7% |
| Worst Day | -7.85% | -7.85% |
| Best Week | 15.58% | 15.55% |
| Worst Week | -12.39% | -14.34% |
| Best Month | 31.68% | 34.46% |
| Worst Month | -14.3% | -19.77% |
| Best Year | 61.89% | 31.85% |
| Worst Year | -9.14% | 3.2% |
| Avg. Up Day | 1.72% | 2.03% |
| Avg. Down Day | -1.42% | -1.52% |
| Avg. Up Week | 3.93% | 5.55% |
| Avg. Down Week | -2.62% | -4.93% |
| Avg. Up Month | 8.83% | 11.89% |
| Avg. Down Month | -7.28% | -9.29% |
| Win Days % | 47.67% | 49.75% |
| Win Month % | 65.0% | 52.38% |
| Win Week % | 51.22% | 56.32% |
| Win Quarter % | 42.86% | 50.0% |
| Win Year % | 50.0% | 100.0% |