| Metric | 3150651:btcusd:triple_gx:kama170_85_45 | 3150651:BTCUSD |
|---|---|---|
| Time in Market | 41.0% | 100.0% |
| Cumulative Return | 208.34% | 269.66% |
| Max Drawdown | -29.97% | -32.34% |
| Sharpe | 0.49 | 0.38 |
| Sortino | 0.72 | 0.54 |
| Payoff Ratio | 1.09 | 1.09 |
| Profit Factor | 1.13 | 1.06 |
| Common Sense Ratio | 1.33 | 1.09 |
| CPC Index | 0.62 | 0.59 |
| Tail Ratio | 1.17 | 1.02 |
| Outlier Win Ratio | 15.11 | 3.83 |
| Outlier Loss Ratio | 4.03 | 3.71 |
| Volatility (ann.) | 6.43% | 10.52% |
| R^2 | 0.37 | 0.37 |
| Calmar | 3.39 | 3.89 |
| Skew | 0.32 | -0.02 |
| Kurtosis | 30.79 | 9.12 |
| Expected Daily % | 0.01% | 0.01% |
| Expected Monthly % | 5.79% | 6.76% |
| Expected Yearly % | 45.55% | 54.62% |
| Kelly Criterion | 5.39% | 6.32% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.55% | -0.9% |
| Expected Shortfall (cVaR) | -0.55% | -0.9% |
| Year | 3150651:BTCUSD | 3150651:btcusd:triple_gx:kama170_85_45 | Multiplier | Won |
|---|---|---|---|---|
| 2023 | 50.68 | 38.89 | 0.77 | - |
| 2024 | 121.00 | 124.14 | 1.03 | + |
| 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.) | 101.65% | 125.77% |
| 5Y (ann.) | 101.65% | 125.77% |
| Metric | 3150651:btcusd:triple_gx:kama170_85_45 | 3150651:BTCUSD |
|---|---|---|
| Max Drawdown | -29.97% | -32.34% |
| Longest DD Days | 174.0 | 236.0 |
| Avg. Drawdown | -1.71% | -2.31% |
| Avg. Drawdown Days | 4.0 | 5.0 |
| Recovery Factor | 6.95 | 8.34 |
| 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 |
| 2024-01-02 | 2024-02-09 | -11.25 | 37 |
| 2024-03-05 | 2024-03-08 | -9.81 | 3 |
| 2023-11-09 | 2023-12-04 | -8.41 | 24 |
| 2024-07-01 | 2024-07-13 | -7.60 | 12 |
| 2024-03-28 | 2024-05-15 | -7.23 | 48 |
| 2024-07-18 | 2024-08-08 | -6.65 | 21 |
| 2024-02-14 | 2024-02-26 | -5.01 | 12 |
| 2024-05-17 | 2024-06-30 | -4.63 | 44 |
| Metric | 3150651:btcusd:triple_gx:kama170_85_45 | 3150651:BTCUSD |
|---|---|---|
| Best Day | 5.23% | 5.23% |
| Worst Day | -4.9% | -4.9% |
| Best Week | 20.63% | 23.06% |
| Worst Week | -6.83% | -12.33% |
| Best Month | 31.21% | 43.77% |
| Worst Month | -10.83% | -17.69% |
| Best Year | 124.14% | 121.0% |
| Worst Year | -0.96% | 11.01% |
| Avg. Up Day | 0.36% | 0.36% |
| Avg. Down Day | -0.33% | -0.33% |
| Avg. Up Week | 5.5% | 7.87% |
| Avg. Down Week | -2.32% | -4.08% |
| Avg. Up Month | 12.96% | 16.58% |
| Avg. Down Month | -6.18% | -9.34% |
| Win Days % | 50.75% | 51.07% |
| Win Month % | 65.0% | 70.0% |
| Win Week % | 55.41% | 55.81% |
| Win Quarter % | 85.71% | 71.43% |
| Win Year % | 66.67% | 100.0% |