| Metric | 3150564:btcusd:triple_gx:kama195_65_45 | 3150564:BTCUSD |
|---|---|---|
| Time in Market | 47.0% | 100.0% |
| Cumulative Return | 34.77% | 36.07% |
| Max Drawdown | -25.06% | -27.95% |
| Sharpe | 0.8 | 0.64 |
| Sortino | 1.28 | 0.95 |
| Payoff Ratio | 1.08 | 1.35 |
| Profit Factor | 1.2 | 1.1 |
| Common Sense Ratio | 1.3 | 1.16 |
| CPC Index | 0.65 | 0.74 |
| Tail Ratio | 1.08 | 1.06 |
| Outlier Win Ratio | 12.82 | 3.3 |
| Outlier Loss Ratio | 3.75 | 2.94 |
| Volatility (ann.) | 27.49% | 46.0% |
| R^2 | 0.35 | 0.35 |
| Calmar | 0.8 | 0.74 |
| Skew | 1.31 | 0.29 |
| Kurtosis | 14.99 | 1.86 |
| Expected Daily % | 0.05% | 0.05% |
| Expected Monthly % | 1.43% | 1.48% |
| Expected Yearly % | 16.09% | 16.65% |
| Kelly Criterion | 3.97% | 12.59% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.31% | -3.88% |
| Expected Shortfall (cVaR) | -2.31% | -3.88% |
| Year | 3150564:BTCUSD | 3150564:btcusd:triple_gx:kama195_65_45 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 31.85 | 60.75 | 1.91 | + |
| 2025 | 3.20 | -16.16 | -5.05 | - |
| Metric | 3150564:btcusd:triple_gx:kama195_65_45 | 3150564:BTCUSD |
|---|---|---|
| MTD | -2.96% | -12.86% |
| 3M | -2.38% | -19.17% |
| 6M | -10.11% | -7.87% |
| YTD | -16.16% | 3.2% |
| 1Y | -15.09% | 4.59% |
| 3Y (ann.) | 20.01% | 20.72% |
| 5Y (ann.) | 20.01% | 20.72% |
| Metric | 3150564:btcusd:triple_gx:kama195_65_45 | 3150564:BTCUSD |
|---|---|---|
| Max Drawdown | -25.06% | -27.95% |
| Longest DD Days | 333.0 | 203.0 |
| Avg. Drawdown | -4.81% | -8.01% |
| Avg. Drawdown Days | 41.0 | 33.0 |
| Recovery Factor | 1.39 | 1.29 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-19 | 2025-11-17 | -25.06 | 333 |
| 2024-08-10 | 2024-10-29 | -9.54 | 80 |
| 2024-04-02 | 2024-05-18 | -7.15 | 46 |
| 2024-12-08 | 2024-12-17 | -4.77 | 9 |
| 2024-07-30 | 2024-08-09 | -3.88 | 10 |
| 2024-07-02 | 2024-07-14 | -3.80 | 12 |
| 2024-05-22 | 2024-06-06 | -2.76 | 15 |
| 2024-11-24 | 2024-12-07 | -2.72 | 13 |
| 2024-07-20 | 2024-07-22 | -1.26 | 2 |
| 2024-11-13 | 2024-11-14 | -1.03 | 1 |
| Metric | 3150564:btcusd:triple_gx:kama195_65_45 | 3150564:BTCUSD |
|---|---|---|
| Best Day | 10.7% | 10.7% |
| Worst Day | -7.85% | -7.85% |
| Best Week | 15.51% | 15.55% |
| Worst Week | -10.05% | -14.34% |
| Best Month | 22.35% | 34.46% |
| Worst Month | -8.45% | -19.77% |
| Best Year | 60.75% | 31.85% |
| Worst Year | -16.16% | 3.2% |
| Avg. Up Day | 1.62% | 2.1% |
| Avg. Down Day | -1.5% | -1.55% |
| Avg. Up Week | 3.62% | 5.7% |
| Avg. Down Week | -3.08% | -4.43% |
| Avg. Up Month | 7.56% | 12.71% |
| Avg. Down Month | -4.27% | -7.56% |
| Win Days % | 50.18% | 49.75% |
| Win Month % | 52.38% | 52.38% |
| Win Week % | 50.68% | 56.32% |
| Win Quarter % | 50.0% | 50.0% |
| Win Year % | 50.0% | 100.0% |