| Metric | 3150677:btcusd:triple_gx:kama185_90_45 | 3150677:BTCUSD |
|---|---|---|
| Time in Market | 22.0% | 100.0% |
| Cumulative Return | 10.3% | 55.15% |
| Max Drawdown | -25.99% | -31.17% |
| Sharpe | 0.1 | 0.2 |
| Sortino | 0.13 | 0.28 |
| Payoff Ratio | 1.01 | 1.03 |
| Profit Factor | 1.03 | 1.03 |
| Common Sense Ratio | 1.09 | 1.03 |
| CPC Index | 0.52 | 0.54 |
| Tail Ratio | 1.05 | 1.0 |
| Outlier Win Ratio | 27.99 | 3.38 |
| Outlier Loss Ratio | 3.49 | 3.41 |
| Volatility (ann.) | 5.02% | 10.65% |
| R^2 | 0.22 | 0.22 |
| Calmar | 0.34 | 1.47 |
| Skew | -0.57 | -0.08 |
| Kurtosis | 67.91 | 9.44 |
| Expected Daily % | 0.0% | 0.0% |
| Expected Monthly % | 0.66% | 2.97% |
| Expected Yearly % | 5.02% | 24.56% |
| Kelly Criterion | 0.7% | 2.84% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.43% | -0.91% |
| Expected Shortfall (cVaR) | -0.43% | -0.91% |
| Year | 3150677:BTCUSD | 3150677:btcusd:triple_gx:kama185_90_45 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 33.06 | 22.42 | 0.68 | - |
| 2025 | 16.61 | -9.90 | -0.60 | - |
| Metric | 3150677:btcusd:triple_gx:kama185_90_45 | 3150677:BTCUSD |
|---|---|---|
| MTD | 3.91% | 15.58% |
| 3M | -4.97% | 22.89% |
| 6M | -17.18% | 17.06% |
| YTD | -9.9% | 16.61% |
| 1Y | 15.53% | 56.92% |
| 3Y (ann.) | 8.81% | 45.96% |
| 5Y (ann.) | 8.81% | 45.96% |
| Metric | 3150677:btcusd:triple_gx:kama185_90_45 | 3150677:BTCUSD |
|---|---|---|
| Max Drawdown | -25.99% | -31.17% |
| Longest DD Days | 187.0 | 204.0 |
| Avg. Drawdown | -3.42% | -3.29% |
| Avg. Drawdown Days | 17.0 | 9.0 |
| Recovery Factor | 0.4 | 1.77 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-11-21 | 2025-05-28 | -25.99 | 187 |
| 2024-08-08 | 2024-10-29 | -14.52 | 81 |
| 2024-07-10 | 2024-08-08 | -8.55 | 29 |
| 2024-04-01 | 2024-05-07 | -6.71 | 36 |
| 2024-05-07 | 2024-07-08 | -5.93 | 61 |
| 2024-07-08 | 2024-07-10 | -3.51 | 1 |
| 2024-10-29 | 2024-11-06 | -2.29 | 7 |
| 2024-11-10 | 2024-11-10 | -2.03 | 0 |
| 2024-11-06 | 2024-11-07 | -1.97 | 0 |
| 2024-11-12 | 2024-11-20 | -1.61 | 8 |
| Metric | 3150677:btcusd:triple_gx:kama185_90_45 | 3150677:BTCUSD |
|---|---|---|
| Best Day | 4.37% | 5.11% |
| Worst Day | -4.9% | -4.9% |
| Best Week | 11.67% | 18.93% |
| Worst Week | -9.29% | -12.33% |
| Best Month | 20.29% | 37.42% |
| Worst Month | -9.06% | -17.69% |
| Best Year | 22.42% | 33.06% |
| Worst Year | -9.9% | 16.61% |
| Avg. Up Day | 0.36% | 0.38% |
| Avg. Down Day | -0.36% | -0.36% |
| Avg. Up Week | 3.2% | 7.02% |
| Avg. Down Week | -3.03% | -4.2% |
| Avg. Up Month | 6.43% | 14.49% |
| Avg. Down Month | -5.43% | -9.34% |
| Win Days % | 50.14% | 50.7% |
| Win Month % | 46.67% | 60.0% |
| Win Week % | 54.9% | 50.79% |
| Win Quarter % | 66.67% | 66.67% |
| Win Year % | 50.0% | 100.0% |