| Metric | 3150393:btcusd:triple_gx:kama95_85_40 | 3150393:BTCUSD |
|---|---|---|
| Time in Market | 51.0% | 100.0% |
| Cumulative Return | 78.99% | 151.33% |
| Max Drawdown | -14.94% | -20.26% |
| Sharpe | 0.73 | 0.84 |
| Sortino | 1.12 | 1.24 |
| Payoff Ratio | 1.1 | 1.11 |
| Profit Factor | 1.18 | 1.14 |
| Common Sense Ratio | 1.39 | 1.25 |
| CPC Index | 0.67 | 0.66 |
| Tail Ratio | 1.18 | 1.1 |
| Outlier Win Ratio | 11.83 | 4.23 |
| Outlier Loss Ratio | 4.11 | 4.05 |
| Volatility (ann.) | 7.2% | 10.05% |
| R^2 | 0.51 | 0.51 |
| Calmar | 15.69 | 28.44 |
| Skew | 0.86 | 0.18 |
| Kurtosis | 20.47 | 8.02 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 10.19% | 16.6% |
| Expected Yearly % | 33.79% | 58.53% |
| Kelly Criterion | 7.52% | 8.34% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.61% | -0.84% |
| Expected Shortfall (cVaR) | -0.61% | -0.84% |
| Year | 3150393:BTCUSD | 3150393:btcusd:triple_gx:kama95_85_40 | Multiplier | Won |
|---|---|---|---|---|
| 2023 | 52.20 | 25.03 | 0.48 | - |
| 2024 | 65.13 | 43.15 | 0.66 | - |
| Metric | 3150393:btcusd:triple_gx:kama95_85_40 | 3150393:BTCUSD |
|---|---|---|
| MTD | 18.71% | 14.03% |
| 3M | 40.87% | 63.82% |
| 6M | 78.99% | 151.33% |
| YTD | 43.15% | 65.13% |
| 1Y | 78.99% | 151.33% |
| 3Y (ann.) | 234.45% | 576.17% |
| 5Y (ann.) | 234.45% | 576.17% |
| Metric | 3150393:btcusd:triple_gx:kama95_85_40 | 3150393:BTCUSD |
|---|---|---|
| Max Drawdown | -14.94% | -20.26% |
| Longest DD Days | 74.0 | 31.0 |
| Avg. Drawdown | -1.55% | -1.98% |
| Avg. Drawdown Days | 2.0 | 2.0 |
| Recovery Factor | 5.29 | 7.47 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2023-12-14 | 2024-02-27 | -14.94 | 74 |
| 2024-03-05 | 2024-03-08 | -9.81 | 3 |
| 2023-11-09 | 2023-12-04 | -8.93 | 24 |
| 2024-03-21 | 2024-03-29 | -7.06 | 7 |
| 2023-11-02 | 2023-11-08 | -4.05 | 6 |
| 2024-02-28 | 2024-03-03 | -3.43 | 3 |
| 2023-10-08 | 2023-10-16 | -2.92 | 8 |
| 2023-10-27 | 2023-11-01 | -2.87 | 5 |
| 2024-03-11 | 2024-03-13 | -2.83 | 1 |
| 2023-10-24 | 2023-10-25 | -2.75 | 1 |
| Metric | 3150393:btcusd:triple_gx:kama95_85_40 | 3150393:BTCUSD |
|---|---|---|
| Best Day | 5.23% | 5.23% |
| Worst Day | -3.16% | -3.97% |
| Best Week | 20.02% | 23.06% |
| Worst Week | -6.34% | -8.21% |
| Best Month | 26.98% | 43.77% |
| Worst Month | -5.03% | 0.73% |
| Best Year | 43.15% | 65.13% |
| Worst Year | 25.03% | 52.2% |
| Avg. Up Day | 0.37% | 0.37% |
| Avg. Down Day | -0.33% | -0.33% |
| Avg. Up Week | 6.45% | 8.22% |
| Avg. Down Week | -4.27% | -4.19% |
| Avg. Up Month | 17.42% | 23.65% |
| Avg. Down Month | NaN% | NaN% |
| Win Days % | 51.63% | 51.88% |
| Win Month % | 66.67% | 100.0% |
| Win Week % | 62.5% | 70.37% |
| Win Quarter % | 100.0% | 100.0% |
| Win Year % | 100.0% | 100.0% |