| Metric | 3150651:btcusd:triple_gx:kama170_85_45 | 3150651:BTCUSD |
|---|---|---|
| Time in Market | 38.0% | 100.0% |
| Cumulative Return | 40.62% | 47.71% |
| Max Drawdown | -29.97% | -31.17% |
| Sharpe | 0.24 | 0.19 |
| Sortino | 0.34 | 0.26 |
| Payoff Ratio | 1.05 | 1.06 |
| Profit Factor | 1.06 | 1.03 |
| Common Sense Ratio | 1.2 | 1.02 |
| CPC Index | 0.56 | 0.56 |
| Tail Ratio | 1.13 | 0.99 |
| Outlier Win Ratio | 16.42 | 3.62 |
| Outlier Loss Ratio | 4.02 | 3.63 |
| Volatility (ann.) | 6.11% | 10.7% |
| R^2 | 0.32 | 0.32 |
| Calmar | 1.17 | 1.32 |
| Skew | -0.21 | -0.09 |
| Kurtosis | 36.15 | 9.46 |
| Expected Daily % | 0.0% | 0.0% |
| Expected Monthly % | 2.3% | 2.63% |
| Expected Yearly % | 18.58% | 21.53% |
| Kelly Criterion | 2.5% | 4.4% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.52% | -0.92% |
| Expected Shortfall (cVaR) | -0.52% | -0.92% |
| Year | 3150651:BTCUSD | 3150651:btcusd:triple_gx:kama170_85_45 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 33.06 | 41.97 | 1.27 | + |
| 2025 | 11.01 | -0.96 | -0.09 | - |
| Metric | 3150651:btcusd:triple_gx:kama170_85_45 | 3150651:BTCUSD |
|---|---|---|
| MTD | 6.21% | 10.03% |
| 3M | -0.08% | 7.25% |
| 6M | -7.6% | 18.65% |
| YTD | -0.96% | 11.01% |
| 1Y | 37.63% | 56.44% |
| 3Y (ann.) | 35.16% | 41.16% |
| 5Y (ann.) | 35.16% | 41.16% |
| Metric | 3150651:btcusd:triple_gx:kama170_85_45 | 3150651:BTCUSD |
|---|---|---|
| Max Drawdown | -29.97% | -31.17% |
| Longest DD Days | 174.0 | 204.0 |
| Avg. Drawdown | -1.97% | -3.45% |
| Avg. Drawdown Days | 7.0 | 10.0 |
| Recovery Factor | 1.36 | 1.53 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-11-22 | 2025-05-16 | -29.97 | 174 |
| 2024-08-08 | 2024-10-29 | -11.34 | 81 |
| 2024-07-01 | 2024-07-13 | -7.60 | 12 |
| 2024-04-01 | 2024-05-15 | -7.18 | 44 |
| 2024-07-18 | 2024-08-08 | -6.65 | 21 |
| 2024-05-17 | 2024-06-30 | -4.63 | 44 |
| 2024-11-12 | 2024-11-13 | -3.65 | 1 |
| 2024-07-16 | 2024-07-16 | -3.13 | 0 |
| 2024-10-29 | 2024-11-06 | -2.66 | 8 |
| 2024-05-16 | 2024-05-17 | -2.32 | 1 |
| Metric | 3150651:btcusd:triple_gx:kama170_85_45 | 3150651:BTCUSD |
|---|---|---|
| Best Day | 4.37% | 5.11% |
| Worst Day | -4.9% | -4.9% |
| Best Week | 15.42% | 18.93% |
| Worst Week | -6.83% | -12.33% |
| Best Month | 21.88% | 37.42% |
| Worst Month | -10.83% | -17.69% |
| Best Year | 41.97% | 33.06% |
| Worst Year | -0.96% | 11.01% |
| Avg. Up Day | 0.35% | 0.35% |
| Avg. Down Day | -0.33% | -0.33% |
| Avg. Up Week | 4.67% | 7.59% |
| Avg. Down Week | -2.48% | -4.28% |
| Avg. Up Month | 8.27% | 11.98% |
| Avg. Down Month | -6.18% | -9.34% |
| Win Days % | 49.96% | 50.7% |
| Win Month % | 60.0% | 60.0% |
| Win Week % | 50.0% | 49.18% |
| Win Quarter % | 83.33% | 66.67% |
| Win Year % | 50.0% | 100.0% |