| Metric | 3150564:btcusd:triple_gx:kama195_65_45 | 3150564:BTCUSD |
|---|---|---|
| Time in Market | 42.0% | 100.0% |
| Cumulative Return | 101.94% | 149.61% |
| Max Drawdown | -11.22% | -20.26% |
| Sharpe | 0.97 | 0.85 |
| Sortino | 1.51 | 1.26 |
| Payoff Ratio | 1.12 | 1.12 |
| Profit Factor | 1.27 | 1.14 |
| Common Sense Ratio | 1.62 | 1.25 |
| CPC Index | 0.75 | 0.67 |
| Tail Ratio | 1.27 | 1.09 |
| Outlier Win Ratio | 14.42 | 4.1 |
| Outlier Loss Ratio | 3.9 | 3.82 |
| Volatility (ann.) | 6.67% | 10.12% |
| R^2 | 0.43 | 0.43 |
| Calmar | 30.69 | 29.45 |
| Skew | 1.1 | 0.19 |
| Kurtosis | 27.01 | 7.92 |
| Expected Daily % | 0.02% | 0.02% |
| Expected Monthly % | 12.43% | 16.47% |
| Expected Yearly % | 42.1% | 57.99% |
| Kelly Criterion | 10.77% | 9.11% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.56% | -0.85% |
| Expected Shortfall (cVaR) | -0.56% | -0.85% |
| Year | 3150564:BTCUSD | 3150564:btcusd:triple_gx:kama195_65_45 | Multiplier | Won |
|---|---|---|---|---|
| 2023 | 51.15 | 46.87 | 0.92 | - |
| 2024 | 65.13 | 37.50 | 0.58 | - |
| Metric | 3150564:btcusd:triple_gx:kama195_65_45 | 3150564:BTCUSD |
|---|---|---|
| MTD | 16.37% | 14.03% |
| 3M | 37.5% | 63.82% |
| 6M | 101.94% | 149.61% |
| YTD | 37.5% | 65.13% |
| 1Y | 101.94% | 149.61% |
| 3Y (ann.) | 344.32% | 596.66% |
| 5Y (ann.) | 344.32% | 596.66% |
| Metric | 3150564:btcusd:triple_gx:kama195_65_45 | 3150564:BTCUSD |
|---|---|---|
| Max Drawdown | -11.22% | -20.26% |
| Longest DD Days | 37.0 | 31.0 |
| Avg. Drawdown | -1.47% | -2.0% |
| Avg. Drawdown Days | 2.0 | 2.0 |
| Recovery Factor | 9.08 | 7.39 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-01-02 | 2024-02-09 | -11.22 | 37 |
| 2024-03-05 | 2024-03-08 | -9.81 | 3 |
| 2023-11-09 | 2023-12-04 | -8.22 | 24 |
| 2024-02-10 | 2024-02-27 | -4.97 | 16 |
| 2023-11-02 | 2023-11-08 | -4.05 | 6 |
| 2024-03-26 | 2024-03-28 | -3.82 | 2 |
| 2024-02-28 | 2024-03-04 | -3.43 | 4 |
| 2023-12-20 | 2024-01-02 | -3.39 | 12 |
| 2023-12-05 | 2023-12-20 | -3.06 | 14 |
| 2024-03-11 | 2024-03-13 | -2.83 | 1 |
| Metric | 3150564:btcusd:triple_gx:kama195_65_45 | 3150564:BTCUSD |
|---|---|---|
| Best Day | 5.23% | 5.23% |
| Worst Day | -3.16% | -3.97% |
| Best Week | 16.55% | 23.06% |
| Worst Week | -4.18% | -8.21% |
| Best Month | 25.44% | 43.77% |
| Worst Month | -1.91% | 0.73% |
| Best Year | 46.87% | 65.13% |
| Worst Year | 37.5% | 51.15% |
| Avg. Up Day | 0.38% | 0.38% |
| Avg. Down Day | -0.34% | -0.34% |
| Avg. Up Week | 6.42% | 8.77% |
| Avg. Down Week | -1.73% | -3.04% |
| Avg. Up Month | 15.85% | 20.53% |
| Avg. Down Month | NaN% | NaN% |
| Win Days % | 52.82% | 51.93% |
| Win Month % | 83.33% | 100.0% |
| Win Week % | 66.67% | 69.23% |
| Win Quarter % | 100.0% | 100.0% |
| Win Year % | 100.0% | 100.0% |