| Metric | 3150677:btcusd:triple_gx:kama185_90_45 | 3150677:BTCUSD |
|---|---|---|
| Time in Market | 49.0% | 100.0% |
| Cumulative Return | 44.07% | 56.09% |
| Max Drawdown | -25.27% | -27.95% |
| Sharpe | 1.15 | 1.02 |
| Sortino | 1.93 | 1.55 |
| Payoff Ratio | 1.1 | 1.35 |
| Profit Factor | 1.3 | 1.16 |
| Common Sense Ratio | 1.69 | 1.28 |
| CPC Index | 0.74 | 0.8 |
| Tail Ratio | 1.3 | 1.1 |
| Outlier Win Ratio | 11.81 | 3.37 |
| Outlier Loss Ratio | 3.7 | 2.94 |
| Volatility (ann.) | 31.66% | 49.55% |
| R^2 | 0.39 | 0.39 |
| Calmar | 1.46 | 1.67 |
| Skew | 1.46 | 0.33 |
| Kurtosis | 11.76 | 1.56 |
| Expected Daily % | 0.09% | 0.1% |
| Expected Monthly % | 2.46% | 3.01% |
| Expected Yearly % | 20.03% | 24.93% |
| Kelly Criterion | 7.42% | 14.65% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.63% | -4.13% |
| Expected Shortfall (cVaR) | -2.63% | -4.13% |
| Year | 3150677:BTCUSD | 3150677:btcusd:triple_gx:kama185_90_45 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 31.85 | 40.67 | 1.28 | + |
| 2025 | 18.38 | 2.42 | 0.13 | - |
| Metric | 3150677:btcusd:triple_gx:kama185_90_45 | 3150677:BTCUSD |
|---|---|---|
| MTD | 6.02% | 15.52% |
| 3M | 7.14% | 13.51% |
| 6M | -9.92% | 11.68% |
| YTD | 2.42% | 18.38% |
| 1Y | 40.06% | 58.86% |
| 3Y (ann.) | 36.94% | 46.71% |
| 5Y (ann.) | 36.94% | 46.71% |
| Metric | 3150677:btcusd:triple_gx:kama185_90_45 | 3150677:BTCUSD |
|---|---|---|
| Max Drawdown | -25.27% | -27.95% |
| Longest DD Days | 185.0 | 203.0 |
| Avg. Drawdown | -5.67% | -7.24% |
| Avg. Drawdown Days | 33.0 | 33.0 |
| Recovery Factor | 1.74 | 2.01 |
| Ulcer Index | 2.75 | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-11-24 | 2025-05-28 | -25.27 | 185 |
| 2024-08-10 | 2024-10-30 | -12.08 | 81 |
| 2024-04-02 | 2024-05-07 | -6.37 | 35 |
| 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 |
| 2024-05-22 | 2024-06-08 | -2.92 | 17 |
| 2024-11-13 | 2024-11-14 | -1.03 | 1 |
| 2024-05-17 | 2024-05-18 | -0.91 | 1 |
| 2024-11-20 | 2024-11-21 | -0.45 | 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 | 24.35% | 34.46% |
| Worst Month | -12.04% | -19.77% |
| Best Year | 40.67% | 31.85% |
| Worst Year | 2.42% | 18.38% |
| Avg. Up Day | 1.87% | 2.31% |
| Avg. Down Day | -1.69% | -1.71% |
| Avg. Up Week | 4.37% | 6.52% |
| Avg. Down Week | -3.42% | -5.03% |
| Avg. Up Month | 8.64% | 14.4% |
| Avg. Down Month | -6.08% | -9.2% |
| Win Days % | 51.46% | 50.94% |
| Win Month % | 64.29% | 53.33% |
| Win Week % | 54.55% | 58.06% |
| Win Quarter % | 80.0% | 50.0% |
| Win Year % | 100.0% | 100.0% |