| Metric | 3150677:btcusd:triple_gx:kama185_90_45 | 3150677:BTCUSD |
|---|---|---|
| Time in Market | 38.0% | 100.0% |
| Cumulative Return | 16.35% | 56.09% |
| Max Drawdown | -24.03% | -27.95% |
| Sharpe | 0.6 | 1.02 |
| Sortino | 1.01 | 1.55 |
| Payoff Ratio | 1.1 | 1.53 |
| Profit Factor | 1.18 | 1.16 |
| Common Sense Ratio | 1.28 | 1.28 |
| CPC Index | 0.61 | 0.9 |
| Tail Ratio | 1.09 | 1.1 |
| Outlier Win Ratio | 16.97 | 3.24 |
| Outlier Loss Ratio | 3.82 | 2.83 |
| Volatility (ann.) | 27.79% | 49.55% |
| R^2 | 0.3 | 0.3 |
| Calmar | 0.58 | 1.67 |
| Skew | 1.98 | 0.33 |
| Kurtosis | 19.68 | 1.56 |
| Expected Daily % | 0.04% | 0.1% |
| Expected Monthly % | 1.01% | 3.01% |
| Expected Yearly % | 7.87% | 24.93% |
| Kelly Criterion | -0.28% | 18.83% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.35% | -4.13% |
| Expected Shortfall (cVaR) | -2.35% | -4.13% |
| Year | 3150677:BTCUSD | 3150677:btcusd:triple_gx:kama185_90_45 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 31.85 | 28.79 | 0.90 | - |
| 2025 | 18.38 | -9.65 | -0.53 | - |
| Metric | 3150677:btcusd:triple_gx:kama185_90_45 | 3150677:BTCUSD |
|---|---|---|
| MTD | 3.63% | 15.52% |
| 3M | -5.35% | 13.51% |
| 6M | -18.17% | 11.68% |
| YTD | -9.65% | 18.38% |
| 1Y | 11.09% | 58.86% |
| 3Y (ann.) | 13.93% | 46.71% |
| 5Y (ann.) | 13.93% | 46.71% |
| Metric | 3150677:btcusd:triple_gx:kama185_90_45 | 3150677:BTCUSD |
|---|---|---|
| Max Drawdown | -24.03% | -27.95% |
| Longest DD Days | 176.0 | 203.0 |
| Avg. Drawdown | -6.46% | -7.24% |
| Avg. Drawdown Days | 42.0 | 33.0 |
| Recovery Factor | 0.68 | 2.01 |
| Ulcer Index | 2.75 | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-03 | 2025-05-28 | -24.03 | 176 |
| 2024-08-10 | 2024-10-29 | -12.68 | 80 |
| 2024-04-02 | 2024-04-23 | -6.37 | 21 |
| 2024-07-02 | 2024-08-09 | -4.41 | 38 |
| 2024-05-07 | 2024-05-16 | -3.78 | 9 |
| 2024-05-22 | 2024-07-01 | -2.92 | 40 |
| 2024-11-13 | 2024-11-22 | -2.88 | 9 |
| 2024-10-31 | 2024-11-07 | -0.73 | 7 |
| 2024-11-09 | 2024-11-11 | -0.30 | 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 | 9.56% | 15.55% |
| Worst Week | -10.0% | -14.34% |
| Best Month | 19.26% | 34.46% |
| Worst Month | -9.43% | -19.77% |
| Best Year | 28.79% | 31.85% |
| Worst Year | -9.65% | 18.38% |
| Avg. Up Day | 1.87% | 2.56% |
| Avg. Down Day | -1.7% | -1.67% |
| Avg. Up Week | 3.11% | 6.2% |
| Avg. Down Week | -3.31% | -5.04% |
| Avg. Up Month | 5.89% | 14.19% |
| Avg. Down Month | -6.27% | -9.59% |
| Win Days % | 47.47% | 50.94% |
| Win Month % | 64.29% | 53.33% |
| Win Week % | 54.72% | 58.06% |
| Win Quarter % | 80.0% | 50.0% |
| Win Year % | 50.0% | 100.0% |