| Metric | 3422636:btcusd:double_slow_high_gx:kama160_95 | 3422636:BTCUSD |
|---|---|---|
| Time in Market | 99.0% | 99.0% |
| Cumulative Return | 103.25% | 108.72% |
| Max Drawdown | -25.82% | -61.65% |
| Sharpe | 2.56 | 2.53 |
| Sortino | 9.22 | 4.2 |
| Payoff Ratio | 5.92 | 3.01 |
| Profit Factor | 1.94 | 1.65 |
| Common Sense Ratio | 4.54 | 3.33 |
| CPC Index | 1.89 | 2.62 |
| Tail Ratio | 2.34 | 2.02 |
| Outlier Win Ratio | 2.66 | 5.12 |
| Outlier Loss Ratio | 11.3 | 3.41 |
| Volatility (ann.) | 144.14% | 188.35% |
| R^2 | 0.59 | 0.59 |
| Calmar | 1.09 | 0.48 |
| Skew | 3.76 | 0.25 |
| Kurtosis | 16.54 | 11.08 |
| Expected Daily % | 0.77% | 0.8% |
| Expected Monthly % | 2.57% | 2.66% |
| Expected Yearly % | 19.4% | 20.2% |
| Kelly Criterion | 2.37% | 37.07% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -11.4% | -14.91% |
| Expected Shortfall (cVaR) | -11.4% | -14.91% |
| Year | 3422636:BTCUSD | 3422636:btcusd:double_slow_high_gx:kama160_95 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -58.49 | -7.16 | 0.12 | + |
| 2023 | 115.74 | 53.11 | 0.46 | - |
| 2024 | 130.89 | 64.53 | 0.49 | - |
| 2025 | 0.94 | -13.09 | -13.98 | - |
| Metric | 3422636:btcusd:double_slow_high_gx:kama160_95 | 3422636:BTCUSD |
|---|---|---|
| MTD | -7.54% | -2.93% |
| 3M | 15.64% | 36.67% |
| 6M | 10.17% | 61.3% |
| YTD | -13.09% | 0.94% |
| 1Y | 36.71% | 119.25% |
| 3Y (ann.) | 28.2% | 29.4% |
| 5Y (ann.) | 28.2% | 29.4% |
| Metric | 3422636:btcusd:double_slow_high_gx:kama160_95 | 3422636:BTCUSD |
|---|---|---|
| Max Drawdown | -25.82% | -61.65% |
| Longest DD Days | 299.0 | 703.0 |
| Avg. Drawdown | -7.69% | -16.19% |
| Avg. Drawdown Days | 75.0 | 155.0 |
| Recovery Factor | 4.0 | 1.76 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-05-23 | 2024-11-25 | -25.82 | 186 |
| 2023-12-08 | 2024-03-09 | -14.87 | 92 |
| 2025-01-24 | 2025-02-04 | -13.09 | 10 |
| 2022-04-06 | 2023-01-31 | -9.37 | 299 |
| 2023-07-20 | 2023-11-14 | -8.85 | 117 |
| 2024-03-20 | 2024-03-28 | -4.02 | 7 |
| 2023-01-31 | 2023-04-15 | -3.41 | 73 |
| 2023-06-17 | 2023-07-17 | -2.47 | 30 |
| 2024-11-27 | 2024-12-05 | -2.32 | 8 |
| 2023-11-15 | 2023-11-20 | -0.18 | 5 |
| Metric | 3422636:btcusd:double_slow_high_gx:kama160_95 | 3422636:BTCUSD |
|---|---|---|
| Best Day | 44.91% | 45.17% |
| Worst Day | -9.21% | -47.56% |
| Best Week | 44.91% | 45.17% |
| Worst Week | -9.21% | -47.56% |
| Best Month | 46.25% | 50.11% |
| Worst Month | -17.29% | -43.05% |
| Best Year | 64.53% | 130.89% |
| Worst Year | -13.09% | -58.49% |
| Avg. Up Day | 12.81% | 13.01% |
| Avg. Down Day | -2.16% | -4.32% |
| Avg. Up Week | 13.24% | 14.52% |
| Avg. Down Week | -3.61% | -6.34% |
| Avg. Up Month | 18.85% | 21.09% |
| Avg. Down Month | -5.18% | -6.48% |
| Win Days % | 16.48% | 52.75% |
| Win Month % | 37.04% | 55.56% |
| Win Week % | 28.57% | 53.06% |
| Win Quarter % | 58.33% | 50.0% |
| Win Year % | 50.0% | 75.0% |