| Metric | 3150564:btcusd:triple_gx:kama195_65_45 | 3150564:BTCUSD |
|---|---|---|
| Time in Market | 53.0% | 100.0% |
| Cumulative Return | 104.84% | 156.75% |
| Max Drawdown | -9.06% | -14.74% |
| Sharpe | 4.43 | 4.14 |
| Sortino | 9.07 | 7.41 |
| Payoff Ratio | 1.23 | 1.76 |
| Profit Factor | 2.84 | 1.88 |
| Common Sense Ratio | 6.89 | 3.15 |
| CPC Index | 2.33 | 1.97 |
| Tail Ratio | 2.43 | 1.68 |
| Outlier Win Ratio | 8.77 | 3.41 |
| Outlier Loss Ratio | 4.31 | 3.52 |
| Volatility (ann.) | 35.79% | 51.63% |
| R^2 | 0.45 | 0.45 |
| Calmar | 39.95 | 44.0 |
| Skew | 1.55 | 0.39 |
| Kurtosis | 11.26 | 1.97 |
| Expected Daily % | 0.42% | 0.55% |
| Expected Monthly % | 12.69% | 17.02% |
| Expected Yearly % | 43.12% | 60.24% |
| Kelly Criterion | 39.63% | 36.72% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.65% | -3.86% |
| Expected Shortfall (cVaR) | -2.65% | -3.86% |
| Year | 3150564:BTCUSD | 3150564:btcusd:triple_gx:kama195_65_45 | Multiplier | Won |
|---|---|---|---|---|
| 2023 | 53.67 | 46.87 | 0.87 | - |
| 2024 | 67.08 | 39.47 | 0.59 | - |
| Metric | 3150564:btcusd:triple_gx:kama195_65_45 | 3150564:BTCUSD |
|---|---|---|
| MTD | 18.05% | 15.24% |
| 3M | 39.47% | 67.05% |
| 6M | 104.84% | 156.75% |
| YTD | 39.47% | 67.08% |
| 1Y | 104.84% | 156.75% |
| 3Y (ann.) | 362.08% | 648.36% |
| 5Y (ann.) | 362.08% | 648.36% |
| Metric | 3150564:btcusd:triple_gx:kama195_65_45 | 3150564:BTCUSD |
|---|---|---|
| Max Drawdown | -9.06% | -14.74% |
| Longest DD Days | 37.0 | 31.0 |
| Avg. Drawdown | -2.97% | -4.2% |
| Avg. Drawdown Days | 9.0 | 8.0 |
| Recovery Factor | 11.57 | 10.64 |
| Ulcer Index | 0.95 | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-01-04 | 2024-02-10 | -9.06 | 37 |
| 2024-03-06 | 2024-03-09 | -6.80 | 3 |
| 2023-11-12 | 2023-12-05 | -6.66 | 23 |
| 2024-02-16 | 2024-02-28 | -3.39 | 12 |
| 2023-11-03 | 2023-11-09 | -2.59 | 6 |
| 2023-12-24 | 2024-01-02 | -2.08 | 9 |
| 2023-12-08 | 2023-12-21 | -2.02 | 13 |
| 2024-03-28 | 2024-03-29 | -1.39 | 1 |
| 2024-03-13 | 2024-03-14 | -0.82 | 1 |
| 2023-10-30 | 2023-11-02 | -0.48 | 3 |
| Metric | 3150564:btcusd:triple_gx:kama195_65_45 | 3150564:BTCUSD |
|---|---|---|
| Best Day | 11.25% | 11.25% |
| Worst Day | -6.8% | -7.55% |
| Best Week | 20.72% | 19.61% |
| Worst Week | -4.54% | -10.89% |
| Best Month | 24.97% | 43.01% |
| Worst Month | -2.6% | 1.38% |
| Best Year | 46.87% | 67.08% |
| Worst Year | 39.47% | 53.67% |
| Avg. Up Day | 1.98% | 2.43% |
| Avg. Down Day | -1.61% | -1.38% |
| Avg. Up Week | 7.4% | 10.0% |
| Avg. Down Week | -1.75% | -2.13% |
| Avg. Up Month | 16.33% | 21.01% |
| Avg. Down Month | NaN% | NaN% |
| Win Days % | 66.67% | 59.65% |
| Win Month % | 83.33% | 100.0% |
| Win Week % | 66.67% | 65.38% |
| Win Quarter % | 100.0% | 100.0% |
| Win Year % | 100.0% | 100.0% |