| Metric | 3150677:btcusd:triple_gx:kama185_90_45 | 3150677:BTCUSD |
|---|---|---|
| Time in Market | 43.0% | 100.0% |
| Cumulative Return | 157.79% | 292.49% |
| Max Drawdown | -21.47% | -27.95% |
| Sharpe | 2.12 | 1.91 |
| Sortino | 3.73 | 3.06 |
| Payoff Ratio | 1.1 | 1.51 |
| Profit Factor | 1.67 | 1.32 |
| Common Sense Ratio | 2.94 | 1.57 |
| CPC Index | 1.06 | 1.07 |
| Tail Ratio | 1.75 | 1.19 |
| Outlier Win Ratio | 12.92 | 3.28 |
| Outlier Loss Ratio | 3.8 | 3.03 |
| Volatility (ann.) | 29.34% | 50.24% |
| R^2 | 0.35 | 0.35 |
| Calmar | 3.65 | 4.68 |
| Skew | 1.45 | 0.36 |
| Kurtosis | 13.23 | 1.67 |
| Expected Daily % | 0.16% | 0.23% |
| Expected Monthly % | 4.85% | 7.08% |
| Expected Yearly % | 37.12% | 57.74% |
| Kelly Criterion | 19.0% | 22.39% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.36% | -4.06% |
| Expected Shortfall (cVaR) | -2.36% | -4.06% |
| Year | 3150677:BTCUSD | 3150677:btcusd:triple_gx:kama185_90_45 | Multiplier | Won |
|---|---|---|---|---|
| 2023 | 52.13 | 17.00 | 0.33 | - |
| 2024 | 117.93 | 109.00 | 0.92 | - |
| 2025 | 18.38 | 5.42 | 0.29 | - |
| Metric | 3150677:btcusd:triple_gx:kama185_90_45 | 3150677:BTCUSD |
|---|---|---|
| MTD | 9.45% | 15.52% |
| 3M | 10.28% | 13.51% |
| 6M | -1.3% | 11.68% |
| YTD | 5.42% | 18.38% |
| 1Y | 39.18% | 58.86% |
| 3Y (ann.) | 78.42% | 130.71% |
| 5Y (ann.) | 78.42% | 130.71% |
| Metric | 3150677:btcusd:triple_gx:kama185_90_45 | 3150677:BTCUSD |
|---|---|---|
| Max Drawdown | -21.47% | -27.95% |
| Longest DD Days | 185.0 | 237.0 |
| Avg. Drawdown | -4.45% | -5.33% |
| Avg. Drawdown Days | 26.0 | 21.0 |
| Recovery Factor | 7.35 | 10.46 |
| Ulcer Index | 0.99 | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-11-24 | 2025-05-28 | -21.47 | 185 |
| 2024-08-10 | 2024-10-30 | -12.08 | 81 |
| 2024-03-06 | 2024-03-26 | -6.80 | 20 |
| 2024-01-04 | 2024-02-08 | -6.66 | 35 |
| 2024-04-02 | 2024-05-05 | -6.54 | 33 |
| 2023-11-22 | 2023-12-21 | -5.74 | 29 |
| 2024-07-19 | 2024-08-09 | -5.20 | 21 |
| 2024-07-02 | 2024-07-14 | -4.39 | 12 |
| 2024-02-18 | 2024-02-27 | -3.53 | 9 |
| 2024-05-08 | 2024-05-16 | -3.52 | 8 |
| Metric | 3150677:btcusd:triple_gx:kama185_90_45 | 3150677:BTCUSD |
|---|---|---|
| Best Day | 10.7% | 11.25% |
| Worst Day | -7.85% | -7.85% |
| Best Week | 17.65% | 19.61% |
| Worst Week | -9.38% | -14.34% |
| Best Month | 35.52% | 43.01% |
| Worst Month | -7.42% | -19.77% |
| Best Year | 109.0% | 117.93% |
| Worst Year | 5.42% | 18.38% |
| Avg. Up Day | 1.84% | 2.49% |
| Avg. Down Day | -1.68% | -1.64% |
| Avg. Up Week | 4.44% | 7.51% |
| Avg. Down Week | -2.7% | -4.71% |
| Avg. Up Month | 11.16% | 16.72% |
| Avg. Down Month | -4.83% | -9.2% |
| Win Days % | 57.65% | 53.27% |
| Win Month % | 65.0% | 70.0% |
| Win Week % | 60.27% | 60.23% |
| Win Quarter % | 85.71% | 71.43% |
| Win Year % | 100.0% | 100.0% |