| Metric | 3150393:btcusd:triple_gx:kama95_85_40 | 3150393:BTCUSD |
|---|---|---|
| Time in Market | 64.0% | 100.0% |
| Cumulative Return | 78.99% | 154.39% |
| Max Drawdown | -14.15% | -14.74% |
| Sharpe | 3.5 | 4.03 |
| Sortino | 6.6 | 7.21 |
| Payoff Ratio | 1.21 | 1.49 |
| Profit Factor | 1.94 | 1.85 |
| Common Sense Ratio | 4.26 | 3.13 |
| CPC Index | 1.38 | 1.62 |
| Tail Ratio | 2.2 | 1.69 |
| Outlier Win Ratio | 7.62 | 3.59 |
| Outlier Loss Ratio | 4.09 | 3.47 |
| Volatility (ann.) | 36.18% | 51.06% |
| R^2 | 0.5 | 0.5 |
| Calmar | 16.57 | 40.27 |
| Skew | 0.85 | 0.41 |
| Kurtosis | 4.27 | 2.06 |
| Expected Daily % | 0.33% | 0.53% |
| Expected Monthly % | 10.19% | 16.84% |
| Expected Yearly % | 33.79% | 59.49% |
| Kelly Criterion | 24.14% | 31.59% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.77% | -3.83% |
| Expected Shortfall (cVaR) | -2.77% | -3.83% |
| Year | 3150393:BTCUSD | 3150393:btcusd:triple_gx:kama95_85_40 | Multiplier | Won |
|---|---|---|---|---|
| 2023 | 52.25 | 25.03 | 0.48 | - |
| 2024 | 67.08 | 43.15 | 0.64 | - |
| Metric | 3150393:btcusd:triple_gx:kama95_85_40 | 3150393:BTCUSD |
|---|---|---|
| MTD | 17.56% | 15.24% |
| 3M | 38.17% | 67.05% |
| 6M | 78.99% | 154.39% |
| YTD | 43.15% | 67.08% |
| 1Y | 78.99% | 154.39% |
| 3Y (ann.) | 234.45% | 593.33% |
| 5Y (ann.) | 234.45% | 593.33% |
| Metric | 3150393:btcusd:triple_gx:kama95_85_40 | 3150393:BTCUSD |
|---|---|---|
| Max Drawdown | -14.15% | -14.74% |
| Longest DD Days | 76.0 | 31.0 |
| Avg. Drawdown | -3.99% | -4.12% |
| Avg. Drawdown Days | 12.0 | 7.0 |
| Recovery Factor | 5.58 | 10.48 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2023-12-14 | 2024-02-28 | -14.15 | 76 |
| 2023-11-12 | 2023-12-05 | -7.39 | 23 |
| 2024-03-22 | 2024-03-29 | -7.03 | 7 |
| 2024-03-06 | 2024-03-09 | -6.80 | 3 |
| 2023-11-03 | 2023-11-09 | -2.59 | 6 |
| 2023-10-08 | 2023-10-17 | -2.55 | 9 |
| 2023-10-27 | 2023-11-02 | -1.89 | 6 |
| 2024-03-13 | 2024-03-14 | -0.82 | 1 |
| 2024-03-01 | 2024-03-02 | -0.42 | 1 |
| 2024-03-10 | 2024-03-12 | -0.23 | 2 |
| Metric | 3150393:btcusd:triple_gx:kama95_85_40 | 3150393:BTCUSD |
|---|---|---|
| Best Day | 7.43% | 11.25% |
| Worst Day | -6.8% | -7.55% |
| Best Week | 17.53% | 19.61% |
| Worst Week | -4.95% | -10.89% |
| Best Month | 26.85% | 43.01% |
| Worst Month | -4.01% | 1.38% |
| Best Year | 43.15% | 67.08% |
| Worst Year | 25.03% | 52.25% |
| Avg. Up Day | 1.95% | 2.3% |
| Avg. Down Day | -1.6% | -1.55% |
| Avg. Up Week | 8.18% | 10.7% |
| Avg. Down Week | -2.5% | -2.6% |
| Avg. Up Month | 13.64% | 20.78% |
| Avg. Down Month | NaN% | NaN% |
| Win Days % | 58.41% | 59.09% |
| Win Month % | 83.33% | 100.0% |
| Win Week % | 50.0% | 62.96% |
| Win Quarter % | 100.0% | 100.0% |
| Win Year % | 100.0% | 100.0% |