| Metric | 3150677:btcusd:triple_gx:kama185_90_45 | 3150677:BTCUSD |
|---|---|---|
| Time in Market | 41.0% | 100.0% |
| Cumulative Return | 28.88% | 56.09% |
| Max Drawdown | -25.19% | -27.95% |
| Sharpe | 0.9 | 1.02 |
| Sortino | 1.53 | 1.55 |
| Payoff Ratio | 1.07 | 1.42 |
| Profit Factor | 1.26 | 1.16 |
| Common Sense Ratio | 1.5 | 1.28 |
| CPC Index | 0.68 | 0.84 |
| Tail Ratio | 1.19 | 1.1 |
| Outlier Win Ratio | 15.02 | 3.24 |
| Outlier Loss Ratio | 3.73 | 2.83 |
| Volatility (ann.) | 28.47% | 49.55% |
| R^2 | 0.32 | 0.32 |
| Calmar | 0.97 | 1.67 |
| Skew | 1.86 | 0.33 |
| Kurtosis | 17.7 | 1.56 |
| Expected Daily % | 0.06% | 0.1% |
| Expected Monthly % | 1.71% | 3.01% |
| Expected Yearly % | 13.52% | 24.93% |
| Kelly Criterion | 4.87% | 16.51% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.38% | -4.13% |
| Expected Shortfall (cVaR) | -2.38% | -4.13% |
| Year | 3150677:BTCUSD | 3150677:btcusd:triple_gx:kama185_90_45 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 31.85 | 30.19 | 0.95 | - |
| 2025 | 18.38 | -1.01 | -0.05 | - |
| Metric | 3150677:btcusd:triple_gx:kama185_90_45 | 3150677:BTCUSD |
|---|---|---|
| MTD | 8.73% | 15.52% |
| 3M | 3.87% | 13.51% |
| 6M | -10.34% | 11.68% |
| YTD | -1.01% | 18.38% |
| 1Y | 20.7% | 58.86% |
| 3Y (ann.) | 24.41% | 46.71% |
| 5Y (ann.) | 24.41% | 46.71% |
| Metric | 3150677:btcusd:triple_gx:kama185_90_45 | 3150677:BTCUSD |
|---|---|---|
| Max Drawdown | -25.19% | -27.95% |
| Longest DD Days | 185.0 | 203.0 |
| Avg. Drawdown | -8.06% | -7.24% |
| Avg. Drawdown Days | 55.0 | 33.0 |
| Recovery Factor | 1.15 | 2.01 |
| Ulcer Index | 2.75 | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-11-24 | 2025-05-28 | -25.19 | 185 |
| 2024-08-10 | 2024-10-30 | -12.81 | 81 |
| 2024-04-02 | 2024-04-23 | -6.37 | 21 |
| 2024-05-17 | 2024-08-09 | -6.26 | 84 |
| 2024-05-08 | 2024-05-16 | -3.52 | 8 |
| 2024-11-13 | 2024-11-21 | -2.08 | 8 |
| 2024-10-31 | 2024-11-01 | -0.18 | 1 |
| Metric | 3150677:btcusd:triple_gx:kama185_90_45 | 3150677:BTCUSD |
|---|---|---|
| Best Day | 10.7% | 10.7% |
| Worst Day | -7.85% | -7.85% |
| Best Week | 11.82% | 15.55% |
| Worst Week | -10.13% | -14.34% |
| Best Month | 21.77% | 34.46% |
| Worst Month | -9.43% | -19.77% |
| Best Year | 30.19% | 31.85% |
| Worst Year | -1.01% | 18.38% |
| Avg. Up Day | 1.8% | 2.46% |
| Avg. Down Day | -1.69% | -1.72% |
| Avg. Up Week | 3.89% | 6.45% |
| Avg. Down Week | -3.22% | -5.23% |
| Avg. Up Month | 7.54% | 15.18% |
| Avg. Down Month | -6.63% | -9.59% |
| Win Days % | 50.87% | 50.94% |
| Win Month % | 64.29% | 53.33% |
| Win Week % | 52.83% | 58.06% |
| Win Quarter % | 60.0% | 50.0% |
| Win Year % | 50.0% | 100.0% |