| Metric | 3150677:btcusd:triple_gx:kama185_90_45 | 3150677:BTCUSD |
|---|---|---|
| Time in Market | 32.0% | 100.0% |
| Cumulative Return | 148.04% | 289.75% |
| Max Drawdown | -24.15% | -32.34% |
| Sharpe | 0.43 | 0.38 |
| Sortino | 0.63 | 0.55 |
| Payoff Ratio | 1.1 | 1.12 |
| Profit Factor | 1.13 | 1.06 |
| Common Sense Ratio | 1.35 | 1.09 |
| CPC Index | 0.63 | 0.61 |
| Tail Ratio | 1.19 | 1.03 |
| Outlier Win Ratio | 19.35 | 3.69 |
| Outlier Loss Ratio | 3.84 | 3.57 |
| Volatility (ann.) | 5.77% | 10.5% |
| R^2 | 0.3 | 0.3 |
| Calmar | 3.08 | 4.01 |
| Skew | 0.08 | -0.02 |
| Kurtosis | 36.95 | 9.1 |
| Expected Daily % | 0.01% | 0.01% |
| Expected Monthly % | 4.65% | 7.04% |
| Expected Yearly % | 35.37% | 57.37% |
| Kelly Criterion | 5.35% | 7.17% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.49% | -0.89% |
| Expected Shortfall (cVaR) | -0.49% | -0.89% |
| Year | 3150677:BTCUSD | 3150677:btcusd:triple_gx:kama185_90_45 | Multiplier | Won |
|---|---|---|---|---|
| 2023 | 51.24 | 16.51 | 0.32 | - |
| 2024 | 121.00 | 106.15 | 0.88 | - |
| 2025 | 16.61 | 3.27 | 0.20 | - |
| Metric | 3150677:btcusd:triple_gx:kama185_90_45 | 3150677:BTCUSD |
|---|---|---|
| MTD | 9.27% | 15.58% |
| 3M | 8.04% | 22.89% |
| 6M | -4.3% | 17.06% |
| YTD | 3.27% | 16.61% |
| 1Y | 35.43% | 56.92% |
| 3Y (ann.) | 74.26% | 129.72% |
| 5Y (ann.) | 74.26% | 129.72% |
| Metric | 3150677:btcusd:triple_gx:kama185_90_45 | 3150677:BTCUSD |
|---|---|---|
| Max Drawdown | -24.15% | -32.34% |
| Longest DD Days | 186.0 | 236.0 |
| Avg. Drawdown | -1.84% | -2.27% |
| Avg. Drawdown Days | 6.0 | 5.0 |
| Recovery Factor | 6.13 | 8.96 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-11-22 | 2025-05-28 | -24.15 | 186 |
| 2024-08-08 | 2024-10-29 | -13.89 | 81 |
| 2024-01-02 | 2024-02-08 | -10.34 | 37 |
| 2024-03-05 | 2024-03-25 | -9.81 | 20 |
| 2024-07-10 | 2024-08-08 | -7.36 | 29 |
| 2024-03-28 | 2024-04-22 | -6.90 | 25 |
| 2023-10-29 | 2023-12-20 | -6.84 | 51 |
| 2024-07-01 | 2024-07-10 | -5.78 | 8 |
| 2024-02-17 | 2024-02-26 | -5.13 | 9 |
| 2024-05-16 | 2024-07-01 | -5.01 | 45 |
| Metric | 3150677:btcusd:triple_gx:kama185_90_45 | 3150677:BTCUSD |
|---|---|---|
| Best Day | 4.37% | 5.23% |
| Worst Day | -4.9% | -4.9% |
| Best Week | 19.36% | 23.06% |
| Worst Week | -9.07% | -12.33% |
| Best Month | 31.75% | 43.77% |
| Worst Month | -7.87% | -17.69% |
| Best Year | 106.15% | 121.0% |
| Worst Year | 3.27% | 16.61% |
| Avg. Up Day | 0.37% | 0.38% |
| Avg. Down Day | -0.34% | -0.34% |
| Avg. Up Week | 5.12% | 8.24% |
| Avg. Down Week | -2.51% | -4.49% |
| Avg. Up Month | 11.69% | 17.83% |
| Avg. Down Month | -4.52% | -9.34% |
| Win Days % | 50.47% | 51.06% |
| Win Month % | 60.0% | 70.0% |
| Win Week % | 52.78% | 56.82% |
| Win Quarter % | 71.43% | 71.43% |
| Win Year % | 100.0% | 100.0% |