| Metric | 3422443:btcusd:double_slow_high_gx:kama135_55 | 3422443:BTCUSD |
|---|---|---|
| Time in Market | 34.0% | 100.0% |
| Cumulative Return | 22.6% | 36.0% |
| Max Drawdown | -15.22% | -28.38% |
| Sharpe | 0.49 | 0.44 |
| Sortino | 0.79 | 0.64 |
| Payoff Ratio | 1.2 | 1.2 |
| Profit Factor | 1.15 | 1.07 |
| Common Sense Ratio | 1.24 | 1.03 |
| CPC Index | 0.65 | 0.66 |
| Tail Ratio | 1.08 | 0.96 |
| Outlier Win Ratio | 19.66 | 3.41 |
| Outlier Loss Ratio | 4.42 | 3.18 |
| Volatility (ann.) | 12.63% | 26.04% |
| R^2 | 0.23 | 0.23 |
| Calmar | 1.58 | 1.35 |
| Skew | 2.22 | 0.16 |
| Kurtosis | 27.42 | 6.0 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 1.71% | 2.6% |
| Expected Yearly % | 10.73% | 16.62% |
| Kelly Criterion | 3.64% | 10.54% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.07% | -2.21% |
| Expected Shortfall (cVaR) | -1.07% | -2.21% |
| Year | 3422443:BTCUSD | 3422443:btcusd:double_slow_high_gx:kama135_55 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 45.38 | 36.09 | 0.80 | - |
| 2025 | -6.45 | -9.91 | 1.54 | - |
| Metric | 3422443:btcusd:double_slow_high_gx:kama135_55 | 3422443:BTCUSD |
|---|---|---|
| MTD | 0.0% | 3.6% |
| 3M | -9.91% | -11.42% |
| 6M | 29.95% | 35.88% |
| YTD | -9.91% | -6.45% |
| 1Y | 22.6% | 36.0% |
| 3Y (ann.) | 23.98% | 38.31% |
| 5Y (ann.) | 23.98% | 38.31% |
| Metric | 3422443:btcusd:double_slow_high_gx:kama135_55 | 3422443:BTCUSD |
|---|---|---|
| Max Drawdown | -15.22% | -28.38% |
| Longest DD Days | 169.0 | 144.0 |
| Avg. Drawdown | -3.15% | -5.15% |
| Avg. Drawdown Days | 22.0 | 12.0 |
| Recovery Factor | 1.48 | 1.27 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-05-21 | 2024-11-06 | -15.22 | 169 |
| 2024-11-23 | 2025-03-27 | -13.41 | 124 |
| 2024-11-13 | 2024-11-19 | -5.47 | 5 |
| 2024-05-16 | 2024-05-17 | -2.49 | 1 |
| 2024-11-12 | 2024-11-13 | -2.34 | 1 |
| 2024-05-19 | 2024-05-20 | -1.62 | 1 |
| 2024-11-07 | 2024-11-07 | -1.15 | 0 |
| 2024-11-07 | 2024-11-08 | -0.59 | 0 |
| 2024-11-19 | 2024-11-20 | -0.57 | 0 |
| 2024-05-18 | 2024-05-19 | -0.51 | 0 |
| Metric | 3422443:btcusd:double_slow_high_gx:kama135_55 | 3422443:BTCUSD |
|---|---|---|
| Best Day | 7.79% | 9.33% |
| Worst Day | -3.66% | -9.32% |
| Best Week | 18.93% | 18.93% |
| Worst Week | -7.06% | -12.33% |
| Best Month | 29.26% | 37.42% |
| Worst Month | -5.22% | -17.69% |
| Best Year | 36.09% | 45.38% |
| Worst Year | -9.91% | -6.45% |
| Avg. Up Day | 0.83% | 0.83% |
| Avg. Down Day | -0.69% | -0.7% |
| Avg. Up Week | 5.52% | 7.46% |
| Avg. Down Week | -4.86% | -4.25% |
| Avg. Up Month | 13.0% | 18.55% |
| Avg. Down Month | -3.53% | -11.18% |
| Win Days % | 47.53% | 51.26% |
| Win Month % | 40.0% | 58.33% |
| Win Week % | 52.17% | 49.02% |
| Win Quarter % | 25.0% | 50.0% |
| Win Year % | 50.0% | 50.0% |