| Metric | 3422636:btcusd:double_slow_high_gx:kama160_95 | 3422636:BTCUSD |
|---|---|---|
| Time in Market | 37.0% | 100.0% |
| Cumulative Return | -1.16% | 62.53% |
| Max Drawdown | -28.28% | -29.51% |
| Sharpe | 0.04 | 0.54 |
| Sortino | 0.07 | 0.78 |
| Payoff Ratio | 1.03 | 1.01 |
| Profit Factor | 1.01 | 1.09 |
| Common Sense Ratio | 0.97 | 1.07 |
| CPC Index | 0.5 | 0.57 |
| Tail Ratio | 0.95 | 0.99 |
| Outlier Win Ratio | 18.66 | 3.5 |
| Outlier Loss Ratio | 4.11 | 3.38 |
| Volatility (ann.) | 12.78% | 25.1% |
| R^2 | 0.25 | 0.25 |
| Calmar | -0.03 | 1.73 |
| Skew | 1.33 | 0.22 |
| Kurtosis | 21.82 | 6.5 |
| Expected Daily % | -0.0% | 0.03% |
| Expected Monthly % | -0.08% | 3.29% |
| Expected Yearly % | -0.58% | 27.49% |
| Kelly Criterion | -1.85% | 3.76% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.1% | -2.12% |
| Expected Shortfall (cVaR) | -1.1% | -2.12% |
| Year | 3422636:BTCUSD | 3422636:btcusd:double_slow_high_gx:kama160_95 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 45.38 | 7.75 | 0.17 | - |
| 2025 | 11.80 | -8.27 | -0.70 | - |
| Metric | 3422636:btcusd:double_slow_high_gx:kama160_95 | 3422636:BTCUSD |
|---|---|---|
| MTD | -7.55% | -0.27% |
| 3M | 5.55% | 26.2% |
| 6M | -8.27% | -1.67% |
| YTD | -8.27% | 11.8% |
| 1Y | 6.84% | 56.98% |
| 3Y (ann.) | -0.98% | 51.02% |
| 5Y (ann.) | -0.98% | 51.02% |
| Metric | 3422636:btcusd:double_slow_high_gx:kama160_95 | 3422636:BTCUSD |
|---|---|---|
| Max Drawdown | -28.28% | -29.51% |
| Longest DD Days | 180.0 | 144.0 |
| Avg. Drawdown | -5.91% | -5.36% |
| Avg. Drawdown Days | 32.0 | 14.0 |
| Recovery Factor | -0.04 | 2.12 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-07 | 2024-11-13 | -28.28 | 159 |
| 2024-11-23 | 2025-05-22 | -16.21 | 180 |
| 2025-05-23 | 2025-06-18 | -11.01 | 26 |
| 2024-11-13 | 2024-11-19 | -5.47 | 5 |
| 2024-05-27 | 2024-06-04 | -4.04 | 7 |
| 2024-05-23 | 2024-05-27 | -3.83 | 4 |
| 2024-06-05 | 2024-06-07 | -1.21 | 1 |
| 2024-11-19 | 2024-11-20 | -0.57 | 0 |
| 2024-05-23 | 2024-05-23 | -0.18 | 0 |
| 2024-06-05 | 2024-06-05 | -0.06 | 0 |
| Metric | 3422636:btcusd:double_slow_high_gx:kama160_95 | 3422636:BTCUSD |
|---|---|---|
| Best Day | 7.79% | 9.33% |
| Worst Day | -4.03% | -9.32% |
| Best Week | 18.93% | 18.93% |
| Worst Week | -10.66% | -12.33% |
| Best Month | 32.15% | 37.42% |
| Worst Month | -14.74% | -17.69% |
| Best Year | 7.75% | 45.38% |
| Worst Year | -8.27% | 11.8% |
| Avg. Up Day | 0.78% | 0.78% |
| Avg. Down Day | -0.75% | -0.77% |
| Avg. Up Week | 4.84% | 6.81% |
| Avg. Down Week | -6.52% | -4.52% |
| Avg. Up Month | 16.97% | 18.63% |
| Avg. Down Month | -8.69% | -8.45% |
| Win Days % | 48.31% | 51.6% |
| Win Month % | 30.77% | 53.33% |
| Win Week % | 54.84% | 52.38% |
| Win Quarter % | 40.0% | 60.0% |
| Win Year % | 50.0% | 100.0% |