| Metric | 3422636:btcusd:double_slow_high_gx:kama160_95 | 3422636:BTCUSD |
|---|---|---|
| Time in Market | 29.0% | 100.0% |
| Cumulative Return | 116.65% | 44.13% |
| Max Drawdown | -16.58% | -67.18% |
| Sharpe | 0.81 | 0.29 |
| Sortino | 1.32 | 0.42 |
| Payoff Ratio | 1.21 | 1.22 |
| Profit Factor | 1.28 | 1.05 |
| Common Sense Ratio | 1.77 | 1.03 |
| CPC Index | 0.78 | 0.65 |
| Tail Ratio | 1.38 | 0.98 |
| Outlier Win Ratio | 24.94 | 4.0 |
| Outlier Loss Ratio | 4.73 | 3.59 |
| Volatility (ann.) | 11.9% | 26.84% |
| R^2 | 0.19 | 0.19 |
| Calmar | 2.57 | 0.27 |
| Skew | 1.62 | 0.16 |
| Kurtosis | 26.02 | 6.38 |
| Expected Daily % | 0.02% | 0.01% |
| Expected Monthly % | 2.9% | 1.36% |
| Expected Yearly % | 29.4% | 12.96% |
| Kelly Criterion | 9.13% | 10.88% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.0% | -2.29% |
| Expected Shortfall (cVaR) | -1.0% | -2.29% |
| Year | 3422636:BTCUSD | 3422636:btcusd:double_slow_high_gx:kama160_95 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -62.78 | -7.33 | 0.12 | + |
| 2023 | 155.54 | 52.15 | 0.34 | - |
| 2024 | 51.55 | 53.65 | 1.04 | + |
| Metric | 3422636:btcusd:double_slow_high_gx:kama160_95 | 3422636:BTCUSD |
|---|---|---|
| MTD | 0.0% | -10.2% |
| 3M | 45.99% | 49.67% |
| 6M | 76.23% | 138.26% |
| YTD | 53.65% | 51.55% |
| 1Y | 76.3% | 110.51% |
| 3Y (ann.) | 42.67% | 18.3% |
| 5Y (ann.) | 42.67% | 18.3% |
| Metric | 3422636:btcusd:double_slow_high_gx:kama160_95 | 3422636:BTCUSD |
|---|---|---|
| Max Drawdown | -16.58% | -67.18% |
| Longest DD Days | 219.0 | 683.0 |
| Avg. Drawdown | -3.61% | -9.88% |
| Avg. Drawdown Days | 24.0 | 60.0 |
| Recovery Factor | 7.04 | 0.66 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2023-11-11 | 2024-02-26 | -16.58 | 107 |
| 2023-07-14 | 2023-10-23 | -13.65 | 101 |
| 2023-01-30 | 2023-04-11 | -10.76 | 71 |
| 2022-03-30 | 2022-11-05 | -9.83 | 219 |
| 2022-11-05 | 2023-01-13 | -8.28 | 69 |
| 2024-03-05 | 2024-03-08 | -6.30 | 3 |
| 2024-03-08 | 2024-03-25 | -4.73 | 16 |
| 2023-06-23 | 2023-07-13 | -4.33 | 20 |
| 2023-04-14 | 2023-06-20 | -4.03 | 67 |
| 2023-11-02 | 2023-11-08 | -3.34 | 6 |
| Metric | 3422636:btcusd:double_slow_high_gx:kama160_95 | 3422636:BTCUSD |
|---|---|---|
| Best Day | 6.77% | 8.99% |
| Worst Day | -5.52% | -7.86% |
| Best Week | 23.06% | 35.75% |
| Worst Week | -9.05% | -29.64% |
| Best Month | 29.47% | 43.77% |
| Worst Month | -14.54% | -37.12% |
| Best Year | 53.65% | 155.54% |
| Worst Year | -7.33% | -62.78% |
| Avg. Up Day | 0.84% | 0.85% |
| Avg. Down Day | -0.69% | -0.69% |
| Avg. Up Week | 6.76% | 8.75% |
| Avg. Down Week | -3.37% | -5.52% |
| Avg. Up Month | 13.19% | 19.57% |
| Avg. Down Month | -3.88% | -12.22% |
| Win Days % | 50.17% | 51.03% |
| Win Month % | 55.56% | 55.56% |
| Win Week % | 50.0% | 47.86% |
| Win Quarter % | 55.56% | 50.0% |
| Win Year % | 66.67% | 66.67% |