| Metric | 3150636:btcusd:triple_gx:kama185_80_45 | 3150636:BTCUSD |
|---|---|---|
| Time in Market | 37.0% | 100.0% |
| Cumulative Return | 47.88% | 48.32% |
| Max Drawdown | -26.99% | -31.17% |
| Sharpe | 0.27 | 0.19 |
| Sortino | 0.38 | 0.27 |
| Payoff Ratio | 1.05 | 1.06 |
| Profit Factor | 1.07 | 1.03 |
| Common Sense Ratio | 1.22 | 1.02 |
| CPC Index | 0.57 | 0.55 |
| Tail Ratio | 1.14 | 0.99 |
| Outlier Win Ratio | 16.72 | 3.6 |
| Outlier Loss Ratio | 3.99 | 3.64 |
| Volatility (ann.) | 6.07% | 10.7% |
| R^2 | 0.32 | 0.32 |
| Calmar | 1.53 | 1.34 |
| Skew | -0.2 | -0.09 |
| Kurtosis | 36.12 | 9.46 |
| Expected Daily % | 0.0% | 0.0% |
| Expected Monthly % | 2.64% | 2.66% |
| Expected Yearly % | 21.6% | 21.79% |
| Kelly Criterion | 3.0% | 4.05% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.52% | -0.92% |
| Expected Shortfall (cVaR) | -0.52% | -0.92% |
| Year | 3150636:BTCUSD | 3150636:btcusd:triple_gx:kama185_80_45 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 33.06 | 44.10 | 1.33 | + |
| 2025 | 11.47 | 2.62 | 0.23 | - |
| Metric | 3150636:btcusd:triple_gx:kama185_80_45 | 3150636:BTCUSD |
|---|---|---|
| MTD | 6.13% | 10.49% |
| 3M | 1.48% | 7.7% |
| 6M | -4.23% | 19.15% |
| YTD | 2.62% | 11.47% |
| 1Y | 43.82% | 57.1% |
| 3Y (ann.) | 41.3% | 41.68% |
| 5Y (ann.) | 41.3% | 41.68% |
| Metric | 3150636:btcusd:triple_gx:kama185_80_45 | 3150636:BTCUSD |
|---|---|---|
| Max Drawdown | -26.99% | -31.17% |
| Longest DD Days | 174.0 | 204.0 |
| Avg. Drawdown | -2.05% | -3.45% |
| Avg. Drawdown Days | 7.0 | 10.0 |
| Recovery Factor | 1.77 | 1.55 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-11-22 | 2025-05-16 | -26.99 | 174 |
| 2024-08-08 | 2024-10-29 | -12.76 | 81 |
| 2024-07-29 | 2024-08-08 | -7.70 | 10 |
| 2024-04-08 | 2024-05-15 | -6.73 | 37 |
| 2024-04-01 | 2024-04-08 | -6.68 | 7 |
| 2024-05-21 | 2024-07-01 | -6.18 | 41 |
| 2024-07-01 | 2024-07-10 | -5.96 | 8 |
| 2024-07-10 | 2024-07-13 | -4.10 | 3 |
| 2024-07-18 | 2024-07-29 | -3.69 | 10 |
| 2024-11-12 | 2024-11-13 | -3.65 | 1 |
| Metric | 3150636:btcusd:triple_gx:kama185_80_45 | 3150636:BTCUSD |
|---|---|---|
| Best Day | 4.37% | 5.11% |
| Worst Day | -4.9% | -4.9% |
| Best Week | 16.78% | 18.93% |
| Worst Week | -9.42% | -12.33% |
| Best Month | 23.76% | 37.42% |
| Worst Month | -9.63% | -17.69% |
| Best Year | 44.1% | 33.06% |
| Worst Year | 2.62% | 11.47% |
| Avg. Up Day | 0.35% | 0.35% |
| Avg. Down Day | -0.34% | -0.33% |
| Avg. Up Week | 4.62% | 7.18% |
| Avg. Down Week | -2.31% | -4.75% |
| Avg. Up Month | 7.33% | 11.78% |
| Avg. Down Month | -5.41% | -9.34% |
| Win Days % | 50.33% | 50.7% |
| Win Month % | 66.67% | 60.0% |
| Win Week % | 48.15% | 49.18% |
| Win Quarter % | 83.33% | 66.67% |
| Win Year % | 100.0% | 100.0% |