| Metric | 3150393:btcusd:triple_gx:kama95_85_40 | 3150393:BTCUSD |
|---|---|---|
| Time in Market | 100.0% | 100.0% |
| Cumulative Return | 138.93% | 197.04% |
| Max Drawdown | -25.23% | -24.01% |
| Sharpe | 3.01 | 3.04 |
| Sortino | 7.82 | 5.41 |
| Payoff Ratio | 3.7 | 1.8 |
| Profit Factor | 1.86 | 1.57 |
| Common Sense Ratio | 3.43 | 1.95 |
| CPC Index | 1.69 | 1.56 |
| Tail Ratio | 1.84 | 1.24 |
| Outlier Win Ratio | 3.28 | 4.38 |
| Outlier Loss Ratio | 7.91 | 2.39 |
| Volatility (ann.) | 70.94% | 91.33% |
| R^2 | 0.61 | 0.61 |
| Calmar | 3.17 | 4.52 |
| Skew | 2.42 | 0.73 |
| Kurtosis | 8.14 | 2.38 |
| Expected Daily % | 0.52% | 0.65% |
| Expected Monthly % | 4.69% | 5.9% |
| Expected Yearly % | 33.69% | 43.75% |
| Kelly Criterion | 4.17% | 30.12% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -5.52% | -7.1% |
| Expected Shortfall (cVaR) | -5.52% | -7.1% |
| Year | 3150393:BTCUSD | 3150393:btcusd:triple_gx:kama95_85_40 | Multiplier | Won |
|---|---|---|---|---|
| 2023 | 50.08 | 25.26 | 0.50 | - |
| 2024 | 124.97 | 131.76 | 1.05 | + |
| 2025 | -12.02 | -17.69 | 1.47 | - |
| Metric | 3150393:btcusd:triple_gx:kama95_85_40 | 3150393:BTCUSD |
|---|---|---|
| MTD | 1.27% | 1.45% |
| 3M | -17.69% | -12.02% |
| 6M | 16.56% | 38.02% |
| YTD | -17.69% | -12.02% |
| 1Y | 33.49% | 17.76% |
| 3Y (ann.) | 79.98% | 108.45% |
| 5Y (ann.) | 79.98% | 108.45% |
| Metric | 3150393:btcusd:triple_gx:kama95_85_40 | 3150393:BTCUSD |
|---|---|---|
| Max Drawdown | -25.23% | -24.01% |
| Longest DD Days | 123.0 | 231.0 |
| Avg. Drawdown | -3.16% | -5.23% |
| Avg. Drawdown Days | 20.0 | 23.0 |
| Recovery Factor | 5.51 | 8.21 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-11-28 | 2025-04-01 | -25.23 | 123 |
| 2023-12-13 | 2024-02-29 | -14.30 | 77 |
| 2024-03-21 | 2024-07-16 | -10.14 | 117 |
| 2024-08-14 | 2024-09-30 | -7.25 | 46 |
| 2023-11-11 | 2023-12-05 | -5.75 | 24 |
| 2024-10-20 | 2024-10-31 | -4.51 | 10 |
| 2023-10-09 | 2023-10-18 | -2.27 | 8 |
| 2023-10-26 | 2023-11-11 | -2.07 | 15 |
| 2024-10-31 | 2024-11-08 | -1.53 | 7 |
| 2024-08-03 | 2024-08-11 | -0.37 | 7 |
| Metric | 3150393:btcusd:triple_gx:kama95_85_40 | 3150393:BTCUSD |
|---|---|---|
| Best Day | 18.77% | 18.98% |
| Worst Day | -6.17% | -12.58% |
| Best Week | 20.02% | 23.05% |
| Worst Week | -8.12% | -17.58% |
| Best Month | 31.9% | 45.5% |
| Worst Month | -12.66% | -23.71% |
| Best Year | 131.76% | 124.97% |
| Worst Year | -17.69% | -12.02% |
| Avg. Up Day | 5.16% | 5.35% |
| Avg. Down Day | -1.4% | -2.98% |
| Avg. Up Week | 6.36% | 7.73% |
| Avg. Down Week | -2.47% | -5.7% |
| Avg. Up Month | 11.77% | 15.91% |
| Avg. Down Month | -9.33% | -11.12% |
| Win Days % | 24.55% | 55.09% |
| Win Month % | 73.68% | 73.68% |
| Win Week % | 45.07% | 61.97% |
| Win Quarter % | 71.43% | 71.43% |
| Win Year % | 66.67% | 66.67% |