| Metric | 3150677:btcusd:triple_gx:kama185_90_45 | 3150677:BTCUSD |
|---|---|---|
| Time in Market | 43.0% | 100.0% |
| Cumulative Return | 44.8% | 56.09% |
| Max Drawdown | -21.47% | -27.95% |
| Sharpe | 1.22 | 1.02 |
| Sortino | 2.1 | 1.55 |
| Payoff Ratio | 1.14 | 1.47 |
| Profit Factor | 1.35 | 1.16 |
| Common Sense Ratio | 1.98 | 1.28 |
| CPC Index | 0.8 | 0.87 |
| Tail Ratio | 1.46 | 1.1 |
| Outlier Win Ratio | 14.08 | 3.36 |
| Outlier Loss Ratio | 3.72 | 2.83 |
| Volatility (ann.) | 29.49% | 49.55% |
| R^2 | 0.34 | 0.34 |
| Calmar | 1.75 | 1.67 |
| Skew | 1.77 | 0.33 |
| Kurtosis | 15.57 | 1.56 |
| Expected Daily % | 0.09% | 0.1% |
| Expected Monthly % | 2.5% | 3.01% |
| Expected Yearly % | 20.33% | 24.93% |
| Kelly Criterion | 9.17% | 17.66% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.44% | -4.13% |
| Expected Shortfall (cVaR) | -2.44% | -4.13% |
| Year | 3150677:BTCUSD | 3150677:btcusd:triple_gx:kama185_90_45 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 31.85 | 37.36 | 1.17 | + |
| 2025 | 18.38 | 5.42 | 0.29 | - |
| Metric | 3150677:btcusd:triple_gx:kama185_90_45 | 3150677:BTCUSD |
|---|---|---|
| MTD | 9.45% | 15.52% |
| 3M | 10.28% | 13.51% |
| 6M | -1.3% | 11.68% |
| YTD | 5.42% | 18.38% |
| 1Y | 39.18% | 58.86% |
| 3Y (ann.) | 37.53% | 46.71% |
| 5Y (ann.) | 37.53% | 46.71% |
| Metric | 3150677:btcusd:triple_gx:kama185_90_45 | 3150677:BTCUSD |
|---|---|---|
| Max Drawdown | -21.47% | -27.95% |
| Longest DD Days | 185.0 | 203.0 |
| Avg. Drawdown | -5.79% | -7.24% |
| Avg. Drawdown Days | 39.0 | 33.0 |
| Recovery Factor | 2.09 | 2.01 |
| Ulcer Index | 2.75 | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-11-24 | 2025-05-28 | -21.47 | 185 |
| 2024-08-10 | 2024-10-30 | -12.08 | 81 |
| 2024-04-02 | 2024-05-05 | -6.54 | 33 |
| 2024-07-19 | 2024-08-09 | -5.20 | 21 |
| 2024-07-02 | 2024-07-14 | -4.39 | 12 |
| 2024-05-08 | 2024-05-16 | -3.52 | 8 |
| 2024-05-17 | 2024-07-01 | -3.00 | 45 |
| 2024-11-13 | 2024-11-14 | -1.03 | 1 |
| 2024-11-20 | 2024-11-21 | -0.45 | 1 |
| 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 | 16.72% | 15.55% |
| Worst Week | -9.38% | -14.34% |
| Best Month | 26.27% | 34.46% |
| Worst Month | -7.42% | -19.77% |
| Best Year | 37.36% | 31.85% |
| Worst Year | 5.42% | 18.38% |
| Avg. Up Day | 1.87% | 2.45% |
| Avg. Down Day | -1.65% | -1.66% |
| Avg. Up Week | 3.86% | 6.48% |
| Avg. Down Week | -2.91% | -5.03% |
| Avg. Up Month | 9.12% | 15.18% |
| Avg. Down Month | -4.83% | -9.2% |
| Win Days % | 51.67% | 50.94% |
| Win Month % | 57.14% | 53.33% |
| Win Week % | 55.56% | 58.06% |
| Win Quarter % | 80.0% | 50.0% |
| Win Year % | 100.0% | 100.0% |