| Metric | 3422636:btcusd:double_slow_high_gx:kama160_95 | 3422636:BTCUSD |
|---|---|---|
| Time in Market | 31.0% | 100.0% |
| Cumulative Return | 116.65% | 53.37% |
| Max Drawdown | -16.02% | -66.89% |
| Sharpe | 1.53 | 0.63 |
| Sortino | 3.06 | 0.95 |
| Payoff Ratio | 1.52 | 1.73 |
| Profit Factor | 1.55 | 1.1 |
| Common Sense Ratio | 2.51 | 1.15 |
| CPC Index | 1.16 | 0.97 |
| Tail Ratio | 1.62 | 1.04 |
| Outlier Win Ratio | 21.32 | 3.73 |
| Outlier Loss Ratio | 4.42 | 2.89 |
| Volatility (ann.) | 25.3% | 56.12% |
| R^2 | 0.2 | 0.2 |
| Calmar | 2.67 | 0.33 |
| Skew | 2.95 | 0.31 |
| Kurtosis | 21.03 | 3.83 |
| Expected Daily % | 0.1% | 0.05% |
| Expected Monthly % | 2.9% | 1.6% |
| Expected Yearly % | 29.4% | 15.32% |
| Kelly Criterion | 16.06% | 22.51% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.07% | -4.73% |
| Expected Shortfall (cVaR) | -2.07% | -4.73% |
| Year | 3422636:BTCUSD | 3422636:btcusd:double_slow_high_gx:kama160_95 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -62.32 | -7.33 | 0.12 | + |
| 2023 | 154.85 | 53.39 | 0.34 | - |
| 2024 | 59.70 | 52.41 | 0.88 | - |
| Metric | 3422636:btcusd:double_slow_high_gx:kama160_95 | 3422636:BTCUSD |
|---|---|---|
| MTD | 0.0% | -4.24% |
| 3M | 45.99% | 46.12% |
| 6M | 76.23% | 150.45% |
| YTD | 52.41% | 59.7% |
| 1Y | 77.89% | 123.54% |
| 3Y (ann.) | 42.74% | 21.76% |
| 5Y (ann.) | 42.74% | 21.76% |
| Metric | 3422636:btcusd:double_slow_high_gx:kama160_95 | 3422636:BTCUSD |
|---|---|---|
| Max Drawdown | -16.02% | -66.89% |
| Longest DD Days | 220.0 | 683.0 |
| Avg. Drawdown | -3.98% | -11.02% |
| Avg. Drawdown Days | 33.0 | 64.0 |
| Recovery Factor | 7.28 | 0.8 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2023-11-13 | 2024-02-27 | -16.02 | 106 |
| 2023-07-15 | 2023-10-24 | -12.72 | 101 |
| 2023-01-31 | 2023-04-11 | -9.58 | 70 |
| 2022-03-30 | 2022-11-05 | -9.37 | 220 |
| 2022-11-06 | 2023-01-14 | -8.06 | 69 |
| 2024-03-10 | 2024-03-26 | -3.93 | 16 |
| 2023-04-15 | 2023-06-21 | -3.77 | 67 |
| 2023-07-05 | 2023-07-14 | -2.88 | 9 |
| 2023-01-19 | 2023-01-21 | -2.32 | 2 |
| 2023-06-26 | 2023-07-04 | -2.24 | 8 |
| Metric | 3422636:btcusd:double_slow_high_gx:kama160_95 | 3422636:BTCUSD |
|---|---|---|
| Best Day | 10.93% | 14.21% |
| Worst Day | -5.51% | -14.67% |
| Best Week | 19.69% | 28.96% |
| Worst Week | -7.78% | -30.92% |
| Best Month | 32.36% | 45.57% |
| Worst Month | -13.85% | -36.86% |
| Best Year | 53.39% | 154.85% |
| Worst Year | -7.33% | -62.32% |
| Avg. Up Day | 1.98% | 2.27% |
| Avg. Down Day | -1.3% | -1.32% |
| Avg. Up Week | 6.05% | 7.43% |
| Avg. Down Week | -2.99% | -3.85% |
| Avg. Up Month | 15.01% | 19.21% |
| Avg. Down Month | -4.94% | -11.85% |
| Win Days % | 49.38% | 50.95% |
| Win Month % | 50.0% | 51.85% |
| Win Week % | 53.06% | 52.14% |
| Win Quarter % | 55.56% | 50.0% |
| Win Year % | 66.67% | 66.67% |