| Metric | 3150559:btcusd:triple_gx:kama170_65_45 | 3150559:BTCUSD |
|---|---|---|
| Time in Market | 37.0% | 100.0% |
| Cumulative Return | 39.38% | 36.19% |
| Max Drawdown | -26.01% | -31.17% |
| Sharpe | 0.18 | 0.13 |
| Sortino | 0.26 | 0.18 |
| Payoff Ratio | 1.05 | 1.06 |
| Profit Factor | 1.05 | 1.02 |
| Common Sense Ratio | 1.13 | 1.0 |
| CPC Index | 0.55 | 0.55 |
| Tail Ratio | 1.08 | 0.97 |
| Outlier Win Ratio | 17.41 | 3.63 |
| Outlier Loss Ratio | 4.04 | 3.61 |
| Volatility (ann.) | 5.51% | 9.78% |
| R^2 | 0.31 | 0.31 |
| Calmar | 0.87 | 0.67 |
| Skew | 0.12 | -0.07 |
| Kurtosis | 42.0 | 10.33 |
| Expected Daily % | 0.0% | 0.0% |
| Expected Monthly % | 1.59% | 1.48% |
| Expected Yearly % | 18.06% | 16.7% |
| Kelly Criterion | 1.83% | 3.95% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.47% | -0.84% |
| Expected Shortfall (cVaR) | -0.47% | -0.84% |
| Year | 3150559:BTCUSD | 3150559:btcusd:triple_gx:kama170_65_45 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 33.06 | 53.05 | 1.60 | + |
| 2025 | 2.35 | -8.93 | -3.80 | - |
| Metric | 3150559:btcusd:triple_gx:kama170_65_45 | 3150559:BTCUSD |
|---|---|---|
| MTD | -2.96% | -12.78% |
| 3M | 1.13% | -18.67% |
| 6M | -5.86% | -7.38% |
| YTD | -8.93% | 2.35% |
| 1Y | -7.91% | 5.42% |
| 3Y (ann.) | 22.51% | 20.78% |
| 5Y (ann.) | 22.51% | 20.78% |
| Metric | 3150559:btcusd:triple_gx:kama170_65_45 | 3150559:BTCUSD |
|---|---|---|
| Max Drawdown | -26.01% | -31.17% |
| Longest DD Days | 334.0 | 204.0 |
| Avg. Drawdown | -1.9% | -3.44% |
| Avg. Drawdown Days | 8.0 | 10.0 |
| Recovery Factor | 1.51 | 1.16 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-17 | 2025-11-17 | -26.01 | 334 |
| 2024-08-08 | 2024-10-29 | -12.37 | 81 |
| 2024-07-29 | 2024-08-08 | -9.82 | 10 |
| 2024-12-05 | 2024-12-16 | -7.82 | 11 |
| 2024-07-01 | 2024-07-13 | -7.64 | 12 |
| 2024-04-01 | 2024-05-16 | -7.13 | 45 |
| 2024-05-21 | 2024-06-05 | -3.68 | 15 |
| 2024-11-12 | 2024-11-13 | -3.65 | 1 |
| 2024-07-16 | 2024-07-16 | -3.37 | 0 |
| 2024-11-22 | 2024-12-05 | -3.15 | 12 |
| Metric | 3150559:btcusd:triple_gx:kama170_65_45 | 3150559:BTCUSD |
|---|---|---|
| Best Day | 4.37% | 5.11% |
| Worst Day | -4.9% | -4.9% |
| Best Week | 15.42% | 18.93% |
| Worst Week | -8.4% | -12.33% |
| Best Month | 22.42% | 37.42% |
| Worst Month | -9.71% | -17.69% |
| Best Year | 53.05% | 33.06% |
| Worst Year | -8.93% | 2.35% |
| Avg. Up Day | 0.31% | 0.32% |
| Avg. Down Day | -0.3% | -0.3% |
| Avg. Up Week | 4.04% | 6.27% |
| Avg. Down Week | -3.3% | -4.09% |
| Avg. Up Month | 7.91% | 11.37% |
| Avg. Down Month | -4.39% | -9.43% |
| Win Days % | 49.79% | 50.66% |
| Win Month % | 52.38% | 57.14% |
| Win Week % | 55.41% | 50.0% |
| Win Quarter % | 75.0% | 62.5% |
| Win Year % | 50.0% | 100.0% |