| Metric | 3150677:btcusd:triple_gx:kama185_90_45 | 3150677:BTCUSD |
|---|---|---|
| Time in Market | 35.0% | 100.0% |
| Cumulative Return | 12.42% | 56.09% |
| Max Drawdown | -24.71% | -27.95% |
| Sharpe | 0.51 | 1.02 |
| Sortino | 0.83 | 1.55 |
| Payoff Ratio | 0.99 | 1.47 |
| Profit Factor | 1.15 | 1.16 |
| Common Sense Ratio | 1.27 | 1.28 |
| CPC Index | 0.56 | 0.87 |
| Tail Ratio | 1.11 | 1.1 |
| Outlier Win Ratio | 18.51 | 3.18 |
| Outlier Loss Ratio | 3.55 | 2.83 |
| Volatility (ann.) | 26.93% | 49.55% |
| R^2 | 0.29 | 0.29 |
| Calmar | 0.43 | 1.67 |
| Skew | 1.92 | 0.33 |
| Kurtosis | 21.08 | 1.56 |
| Expected Daily % | 0.03% | 0.1% |
| Expected Monthly % | 0.78% | 3.01% |
| Expected Yearly % | 6.03% | 24.93% |
| Kelly Criterion | -1.37% | 17.68% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.28% | -4.13% |
| Expected Shortfall (cVaR) | -2.28% | -4.13% |
| Year | 3150677:BTCUSD | 3150677:btcusd:triple_gx:kama185_90_45 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 31.85 | 23.87 | 0.75 | - |
| 2025 | 18.38 | -9.24 | -0.50 | - |
| Metric | 3150677:btcusd:triple_gx:kama185_90_45 | 3150677:BTCUSD |
|---|---|---|
| MTD | 4.11% | 15.52% |
| 3M | -5.35% | 13.51% |
| 6M | -17.6% | 11.68% |
| YTD | -9.24% | 18.38% |
| 1Y | 16.01% | 58.86% |
| 3Y (ann.) | 10.61% | 46.71% |
| 5Y (ann.) | 10.61% | 46.71% |
| Metric | 3150677:btcusd:triple_gx:kama185_90_45 | 3150677:BTCUSD |
|---|---|---|
| Max Drawdown | -24.71% | -27.95% |
| Longest DD Days | 176.0 | 203.0 |
| Avg. Drawdown | -7.43% | -7.24% |
| Avg. Drawdown Days | 56.0 | 33.0 |
| Recovery Factor | 0.5 | 2.01 |
| Ulcer Index | 2.75 | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-03 | 2025-05-28 | -24.71 | 176 |
| 2024-08-10 | 2024-10-29 | -13.41 | 80 |
| 2024-04-02 | 2024-07-01 | -6.37 | 90 |
| 2024-07-12 | 2024-08-09 | -4.28 | 28 |
| 2024-07-02 | 2024-07-10 | -2.65 | 8 |
| 2024-11-20 | 2024-11-21 | -0.45 | 1 |
| 2024-10-31 | 2024-11-07 | -0.12 | 7 |
| Metric | 3150677:btcusd:triple_gx:kama185_90_45 | 3150677:BTCUSD |
|---|---|---|
| Best Day | 10.7% | 10.7% |
| Worst Day | -7.85% | -7.85% |
| Best Week | 12.94% | 15.55% |
| Worst Week | -10.75% | -14.34% |
| Best Month | 22.34% | 34.46% |
| Worst Month | -9.36% | -19.77% |
| Best Year | 23.87% | 31.85% |
| Worst Year | -9.24% | 18.38% |
| Avg. Up Day | 1.85% | 2.62% |
| Avg. Down Day | -1.88% | -1.77% |
| Avg. Up Week | 3.2% | 6.58% |
| Avg. Down Week | -2.93% | -5.23% |
| Avg. Up Month | 5.57% | 14.4% |
| Avg. Down Month | -6.23% | -9.2% |
| Win Days % | 49.66% | 50.94% |
| Win Month % | 64.29% | 53.33% |
| Win Week % | 50.0% | 58.06% |
| Win Quarter % | 60.0% | 50.0% |
| Win Year % | 50.0% | 100.0% |