| Metric | 3150678:btcusd:triple_gx:kama195_90_45 | 3150678:BTCUSD |
|---|---|---|
| Time in Market | 100.0% | 100.0% |
| Cumulative Return | 199.3% | 208.92% |
| Max Drawdown | -21.53% | -25.04% |
| Sharpe | 4.27 | 3.44 |
| Sortino | 12.45 | 5.49 |
| Payoff Ratio | 4.05 | 1.68 |
| Profit Factor | 2.45 | 1.71 |
| Common Sense Ratio | 6.29 | 2.32 |
| CPC Index | 2.77 | 1.66 |
| Tail Ratio | 2.57 | 1.36 |
| Outlier Win Ratio | 3.08 | 3.99 |
| Outlier Loss Ratio | 11.58 | 2.97 |
| Volatility (ann.) | 70.84% | 97.19% |
| R^2 | 0.54 | 0.54 |
| Calmar | 5.27 | 4.72 |
| Skew | 2.3 | -0.16 |
| Kurtosis | 7.06 | 4.02 |
| Expected Daily % | 0.76% | 0.79% |
| Expected Monthly % | 6.28% | 6.47% |
| Expected Yearly % | 44.11% | 45.64% |
| Kelly Criterion | 10.19% | 33.06% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -5.27% | -7.45% |
| Expected Shortfall (cVaR) | -5.27% | -7.45% |
| Year | 3150678:BTCUSD | 3150678:btcusd:triple_gx:kama195_90_45 | Multiplier | Won |
|---|---|---|---|---|
| 2023 | 53.76 | 32.32 | 0.60 | - |
| 2024 | 122.98 | 155.42 | 1.26 | + |
| 2025 | -9.89 | -11.44 | 1.16 | - |
| Metric | 3150678:btcusd:triple_gx:kama195_90_45 | 3150678:BTCUSD |
|---|---|---|
| MTD | -6.92% | -9.89% |
| 3M | -14.55% | -12.9% |
| 6M | 7.14% | 34.24% |
| YTD | -11.44% | -9.89% |
| 1Y | 45.86% | 29.59% |
| 3Y (ann.) | 113.36% | 118.09% |
| 5Y (ann.) | 113.36% | 118.09% |
| Metric | 3150678:btcusd:triple_gx:kama195_90_45 | 3150678:BTCUSD |
|---|---|---|
| Max Drawdown | -21.53% | -25.04% |
| Longest DD Days | 116.0 | 226.0 |
| Avg. Drawdown | -2.39% | -6.75% |
| Avg. Drawdown Days | 15.0 | 32.0 |
| Recovery Factor | 9.26 | 8.34 |
| Ulcer Index | 0.97 | 0.98 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-01 | 2025-03-28 | -21.53 | 116 |
| 2024-08-11 | 2024-10-31 | -11.70 | 80 |
| 2024-03-31 | 2024-05-17 | -6.83 | 47 |
| 2023-11-20 | 2023-12-06 | -4.22 | 16 |
| 2024-02-15 | 2024-02-29 | -3.37 | 13 |
| 2024-05-21 | 2024-06-07 | -2.83 | 17 |
| 2024-01-01 | 2024-01-11 | -2.76 | 9 |
| 2024-06-30 | 2024-07-16 | -1.84 | 16 |
| 2024-07-17 | 2024-07-29 | -1.83 | 11 |
| 2024-11-10 | 2024-11-13 | -0.18 | 3 |
| Metric | 3150678:btcusd:triple_gx:kama195_90_45 | 3150678:BTCUSD |
|---|---|---|
| Best Day | 18.9% | 19.12% |
| Worst Day | -6.85% | -21.49% |
| Best Week | 19.91% | 21.9% |
| Worst Week | -6.33% | -21.49% |
| Best Month | 33.47% | 41.07% |
| Worst Month | -8.75% | -11.29% |
| Best Year | 155.42% | 122.98% |
| Worst Year | -11.44% | -9.89% |
| Avg. Up Day | 5.04% | 5.23% |
| Avg. Down Day | -1.25% | -3.12% |
| Avg. Up Week | 6.53% | 8.3% |
| Avg. Down Week | -1.73% | -4.9% |
| Avg. Up Month | 12.21% | 15.27% |
| Avg. Down Month | -7.37% | -7.16% |
| Win Days % | 27.97% | 58.04% |
| Win Month % | 77.78% | 66.67% |
| Win Week % | 43.75% | 60.94% |
| Win Quarter % | 83.33% | 66.67% |
| Win Year % | 66.67% | 66.67% |