| Metric | 3150677:btcusd:triple_gx:kama185_90_45 | 3150677:BTCUSD |
|---|---|---|
| Time in Market | 33.0% | 100.0% |
| Cumulative Return | 10.7% | 56.09% |
| Max Drawdown | -24.38% | -27.95% |
| Sharpe | 0.46 | 1.02 |
| Sortino | 0.74 | 1.55 |
| Payoff Ratio | 1.05 | 1.56 |
| Profit Factor | 1.14 | 1.16 |
| Common Sense Ratio | 1.2 | 1.28 |
| CPC Index | 0.56 | 0.92 |
| Tail Ratio | 1.05 | 1.1 |
| Outlier Win Ratio | 18.77 | 3.12 |
| Outlier Loss Ratio | 3.74 | 2.83 |
| Volatility (ann.) | 26.52% | 49.55% |
| R^2 | 0.28 | 0.28 |
| Calmar | 0.38 | 1.67 |
| Skew | 1.91 | 0.33 |
| Kurtosis | 22.26 | 1.56 |
| Expected Daily % | 0.02% | 0.1% |
| Expected Monthly % | 0.68% | 3.01% |
| Expected Yearly % | 5.22% | 24.93% |
| Kelly Criterion | -4.42% | 19.53% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.25% | -4.13% |
| Expected Shortfall (cVaR) | -2.25% | -4.13% |
| Year | 3150677:BTCUSD | 3150677:btcusd:triple_gx:kama185_90_45 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 31.85 | 22.42 | 0.70 | - |
| 2025 | 18.38 | -9.57 | -0.52 | - |
| Metric | 3150677:btcusd:triple_gx:kama185_90_45 | 3150677:BTCUSD |
|---|---|---|
| MTD | 4.29% | 15.52% |
| 3M | -4.62% | 13.51% |
| 6M | -16.88% | 11.68% |
| YTD | -9.57% | 18.38% |
| 1Y | 15.95% | 58.86% |
| 3Y (ann.) | 9.15% | 46.71% |
| 5Y (ann.) | 9.15% | 46.71% |
| Metric | 3150677:btcusd:triple_gx:kama185_90_45 | 3150677:BTCUSD |
|---|---|---|
| Max Drawdown | -24.38% | -27.95% |
| Longest DD Days | 176.0 | 203.0 |
| Avg. Drawdown | -9.08% | -7.24% |
| Avg. Drawdown Days | 79.0 | 33.0 |
| Recovery Factor | 0.44 | 2.01 |
| Ulcer Index | 2.75 | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-03 | 2025-05-28 | -24.38 | 176 |
| 2024-08-10 | 2024-10-29 | -12.95 | 80 |
| 2024-04-02 | 2024-08-09 | -6.37 | 129 |
| 2024-11-13 | 2024-11-21 | -1.31 | 8 |
| 2024-11-09 | 2024-11-11 | -0.39 | 2 |
| Metric | 3150677:btcusd:triple_gx:kama185_90_45 | 3150677:BTCUSD |
|---|---|---|
| Best Day | 10.7% | 10.7% |
| Worst Day | -7.85% | -7.85% |
| Best Week | 11.23% | 15.55% |
| Worst Week | -10.28% | -14.34% |
| Best Month | 20.29% | 34.46% |
| Worst Month | -9.06% | -19.77% |
| Best Year | 22.42% | 31.85% |
| Worst Year | -9.57% | 18.38% |
| Avg. Up Day | 1.99% | 2.85% |
| Avg. Down Day | -1.88% | -1.82% |
| Avg. Up Week | 3.09% | 6.65% |
| Avg. Down Week | -3.49% | -4.88% |
| Avg. Up Month | 5.83% | 15.59% |
| Avg. Down Month | -5.84% | -9.2% |
| Win Days % | 46.43% | 50.94% |
| Win Month % | 57.14% | 53.33% |
| Win Week % | 53.85% | 58.06% |
| Win Quarter % | 60.0% | 50.0% |
| Win Year % | 50.0% | 100.0% |