| Metric | 3150678:btcusd:triple_gx:kama195_90_45 | 3150678:BTCUSD |
|---|---|---|
| Time in Market | 50.0% | 100.0% |
| Cumulative Return | 44.63% | 36.07% |
| Max Drawdown | -25.02% | -27.95% |
| Sharpe | 0.94 | 0.64 |
| Sortino | 1.55 | 0.95 |
| Payoff Ratio | 1.08 | 1.33 |
| Profit Factor | 1.23 | 1.1 |
| Common Sense Ratio | 1.45 | 1.16 |
| CPC Index | 0.68 | 0.73 |
| Tail Ratio | 1.17 | 1.06 |
| Outlier Win Ratio | 12.19 | 3.37 |
| Outlier Loss Ratio | 3.81 | 2.94 |
| Volatility (ann.) | 28.32% | 46.0% |
| R^2 | 0.38 | 0.38 |
| Calmar | 1.01 | 0.74 |
| Skew | 1.52 | 0.29 |
| Kurtosis | 13.73 | 1.86 |
| Expected Daily % | 0.06% | 0.05% |
| Expected Monthly % | 1.77% | 1.48% |
| Expected Yearly % | 20.26% | 16.65% |
| Kelly Criterion | 5.84% | 12.08% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.37% | -3.88% |
| Expected Shortfall (cVaR) | -2.37% | -3.88% |
| Year | 3150678:BTCUSD | 3150678:btcusd:triple_gx:kama195_90_45 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 31.85 | 54.03 | 1.70 | + |
| 2025 | 3.20 | -6.10 | -1.91 | - |
| Metric | 3150678:btcusd:triple_gx:kama195_90_45 | 3150678:BTCUSD |
|---|---|---|
| MTD | -3.19% | -12.86% |
| 3M | -5.43% | -19.17% |
| 6M | -4.76% | -7.87% |
| YTD | -6.1% | 3.2% |
| 1Y | -11.8% | 4.59% |
| 3Y (ann.) | 25.31% | 20.72% |
| 5Y (ann.) | 25.31% | 20.72% |
| Metric | 3150678:btcusd:triple_gx:kama195_90_45 | 3150678:BTCUSD |
|---|---|---|
| Max Drawdown | -25.02% | -27.95% |
| Longest DD Days | 358.0 | 203.0 |
| Avg. Drawdown | -5.26% | -8.01% |
| Avg. Drawdown Days | 48.0 | 33.0 |
| Recovery Factor | 1.78 | 1.29 |
| Ulcer Index | 5.19 | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-11-24 | 2025-11-17 | -25.02 | 358 |
| 2024-08-10 | 2024-10-29 | -11.86 | 80 |
| 2024-04-02 | 2024-05-16 | -7.74 | 44 |
| 2024-07-02 | 2024-07-14 | -3.96 | 12 |
| 2024-05-22 | 2024-06-06 | -2.71 | 15 |
| 2024-07-23 | 2024-07-30 | -2.47 | 7 |
| 2024-07-19 | 2024-07-22 | -1.80 | 3 |
| 2024-11-13 | 2024-11-14 | -1.03 | 1 |
| 2024-05-17 | 2024-05-18 | -0.91 | 1 |
| 2024-06-07 | 2024-06-08 | -0.23 | 1 |
| Metric | 3150678:btcusd:triple_gx:kama195_90_45 | 3150678:BTCUSD |
|---|---|---|
| Best Day | 10.7% | 10.7% |
| Worst Day | -7.85% | -7.85% |
| Best Week | 16.49% | 15.55% |
| Worst Week | -9.18% | -14.34% |
| Best Month | 23.0% | 34.46% |
| Worst Month | -9.74% | -19.77% |
| Best Year | 54.03% | 31.85% |
| Worst Year | -6.1% | 3.2% |
| Avg. Up Day | 1.61% | 2.04% |
| Avg. Down Day | -1.48% | -1.53% |
| Avg. Up Week | 3.82% | 5.68% |
| Avg. Down Week | -3.29% | -4.65% |
| Avg. Up Month | 7.09% | 11.62% |
| Avg. Down Month | -7.0% | -9.29% |
| Win Days % | 51.01% | 49.75% |
| Win Month % | 70.0% | 52.38% |
| Win Week % | 52.0% | 56.32% |
| Win Quarter % | 57.14% | 50.0% |
| Win Year % | 50.0% | 100.0% |