| Metric | 3150678:btcusd:triple_gx:kama195_90_45 | 3150678:BTCUSD |
|---|---|---|
| Time in Market | 39.0% | 100.0% |
| Cumulative Return | 44.63% | 36.19% |
| Max Drawdown | -26.92% | -31.17% |
| Sharpe | 0.2 | 0.13 |
| Sortino | 0.29 | 0.18 |
| Payoff Ratio | 1.05 | 1.05 |
| Profit Factor | 1.05 | 1.02 |
| Common Sense Ratio | 1.12 | 1.0 |
| CPC Index | 0.55 | 0.54 |
| Tail Ratio | 1.06 | 0.97 |
| Outlier Win Ratio | 16.41 | 3.65 |
| Outlier Loss Ratio | 4.08 | 3.6 |
| Volatility (ann.) | 5.54% | 9.78% |
| R^2 | 0.32 | 0.32 |
| Calmar | 0.94 | 0.67 |
| Skew | -0.01 | -0.07 |
| Kurtosis | 38.58 | 10.33 |
| Expected Daily % | 0.0% | 0.0% |
| Expected Monthly % | 1.77% | 1.48% |
| Expected Yearly % | 20.26% | 16.7% |
| Kelly Criterion | 2.09% | 3.82% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.47% | -0.84% |
| Expected Shortfall (cVaR) | -0.47% | -0.84% |
| Year | 3150678:BTCUSD | 3150678:btcusd:triple_gx:kama195_90_45 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 33.06 | 54.03 | 1.63 | + |
| 2025 | 2.35 | -6.10 | -2.59 | - |
| Metric | 3150678:btcusd:triple_gx:kama195_90_45 | 3150678:BTCUSD |
|---|---|---|
| MTD | -3.19% | -12.78% |
| 3M | -5.43% | -18.67% |
| 6M | -4.76% | -7.38% |
| YTD | -6.1% | 2.35% |
| 1Y | -11.8% | 5.42% |
| 3Y (ann.) | 25.31% | 20.78% |
| 5Y (ann.) | 25.31% | 20.78% |
| Metric | 3150678:btcusd:triple_gx:kama195_90_45 | 3150678:BTCUSD |
|---|---|---|
| Max Drawdown | -26.92% | -31.17% |
| Longest DD Days | 359.0 | 204.0 |
| Avg. Drawdown | -1.75% | -3.44% |
| Avg. Drawdown Days | 9.0 | 10.0 |
| Recovery Factor | 1.66 | 1.16 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-11-22 | 2025-11-17 | -26.92 | 359 |
| 2024-08-08 | 2024-10-29 | -13.45 | 81 |
| 2024-04-01 | 2024-05-15 | -7.88 | 44 |
| 2024-07-01 | 2024-07-14 | -5.73 | 12 |
| 2024-05-17 | 2024-06-05 | -3.74 | 18 |
| 2024-11-12 | 2024-11-13 | -3.65 | 1 |
| 2024-07-18 | 2024-08-07 | -3.52 | 20 |
| 2024-07-16 | 2024-07-16 | -3.13 | 0 |
| 2024-10-29 | 2024-11-06 | -2.41 | 7 |
| 2024-05-16 | 2024-05-17 | -2.32 | 1 |
| Metric | 3150678:btcusd:triple_gx:kama195_90_45 | 3150678:BTCUSD |
|---|---|---|
| Best Day | 4.37% | 5.11% |
| Worst Day | -4.9% | -4.9% |
| Best Week | 15.42% | 18.93% |
| Worst Week | -8.63% | -12.33% |
| Best Month | 22.56% | 37.42% |
| Worst Month | -8.75% | -17.69% |
| Best Year | 54.03% | 33.06% |
| Worst Year | -6.1% | 2.35% |
| Avg. Up Day | 0.31% | 0.31% |
| Avg. Down Day | -0.3% | -0.3% |
| Avg. Up Week | 4.06% | 6.48% |
| Avg. Down Week | -2.78% | -4.37% |
| Avg. Up Month | 6.58% | 10.91% |
| Avg. Down Month | -6.28% | -9.54% |
| Win Days % | 49.91% | 50.66% |
| Win Month % | 66.67% | 57.14% |
| Win Week % | 49.33% | 50.0% |
| Win Quarter % | 62.5% | 62.5% |
| Win Year % | 50.0% | 100.0% |