| Metric | 3422443:btcusd:double_slow_high_gx:kama135_55 | 3422443:BTCUSD |
|---|---|---|
| Time in Market | 36.0% | 100.0% |
| Cumulative Return | 218.38% | 137.02% |
| Max Drawdown | -22.47% | -67.18% |
| Sharpe | 0.72 | 0.39 |
| Sortino | 1.17 | 0.57 |
| Payoff Ratio | 1.2 | 1.21 |
| Profit Factor | 1.22 | 1.07 |
| Common Sense Ratio | 1.36 | 1.04 |
| CPC Index | 0.72 | 0.66 |
| Tail Ratio | 1.12 | 0.98 |
| Outlier Win Ratio | 18.92 | 4.0 |
| Outlier Loss Ratio | 4.49 | 3.63 |
| Volatility (ann.) | 14.26% | 26.67% |
| R^2 | 0.28 | 0.28 |
| Calmar | 1.98 | 0.47 |
| Skew | 1.76 | 0.18 |
| Kurtosis | 23.8 | 6.28 |
| Expected Daily % | 0.03% | 0.02% |
| Expected Monthly % | 3.09% | 2.3% |
| Expected Yearly % | 33.58% | 24.08% |
| Kelly Criterion | 6.51% | 10.84% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.2% | -2.27% |
| Expected Shortfall (cVaR) | -1.2% | -2.27% |
| Year | 3422443:BTCUSD | 3422443:btcusd:double_slow_high_gx:kama135_55 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -55.14 | 10.67 | -0.19 | + |
| 2023 | 155.54 | 74.18 | 0.48 | - |
| 2024 | 121.00 | 83.33 | 0.69 | - |
| 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 | 23.05% | 24.76% |
| 3Y (ann.) | 35.05% | 25.14% |
| 5Y (ann.) | 44.56% | 31.6% |
| Metric | 3422443:btcusd:double_slow_high_gx:kama135_55 | 3422443:BTCUSD |
|---|---|---|
| Max Drawdown | -22.47% | -67.18% |
| Longest DD Days | 169.0 | 683.0 |
| Avg. Drawdown | -3.7% | -6.84% |
| Avg. Drawdown Days | 18.0 | 35.0 |
| Recovery Factor | 9.72 | 2.04 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-08-15 | 2023-01-21 | -22.47 | 159 |
| 2024-05-21 | 2024-11-06 | -15.22 | 169 |
| 2022-03-29 | 2022-07-20 | -15.03 | 112 |
| 2023-12-09 | 2024-02-14 | -13.44 | 67 |
| 2024-11-23 | 2025-03-27 | -13.41 | 124 |
| 2022-02-10 | 2022-03-01 | -12.74 | 19 |
| 2022-07-20 | 2022-07-30 | -11.21 | 10 |
| 2023-06-23 | 2023-10-20 | -10.47 | 118 |
| 2024-03-13 | 2024-05-20 | -8.03 | 68 |
| 2022-07-30 | 2022-08-11 | -7.69 | 11 |
| Metric | 3422443:btcusd:double_slow_high_gx:kama135_55 | 3422443:BTCUSD |
|---|---|---|
| Best Day | 8.08% | 9.33% |
| Worst Day | -6.04% | -9.32% |
| Best Week | 20.88% | 35.75% |
| Worst Week | -12.23% | -29.64% |
| Best Month | 32.77% | 43.77% |
| Worst Month | -8.05% | -37.12% |
| Best Year | 83.33% | 155.54% |
| Worst Year | -9.91% | -55.14% |
| Avg. Up Day | 0.91% | 0.92% |
| Avg. Down Day | -0.76% | -0.76% |
| Avg. Up Week | 5.87% | 7.89% |
| Avg. Down Week | -3.98% | -4.36% |
| Avg. Up Month | 12.87% | 18.07% |
| Avg. Down Month | -4.65% | -15.28% |
| Win Days % | 48.91% | 51.17% |
| Win Month % | 53.33% | 60.53% |
| Win Week % | 54.22% | 49.4% |
| Win Quarter % | 53.85% | 53.85% |
| Win Year % | 75.0% | 50.0% |