| Metric | 3422636:btcusd:double_slow_high_gx:kama160_95 | 3422636:BTCUSD |
|---|---|---|
| Time in Market | 32.0% | 100.0% |
| Cumulative Return | 114.14% | 134.97% |
| Max Drawdown | -28.28% | -67.18% |
| Sharpe | 0.53 | 0.37 |
| Sortino | 0.83 | 0.54 |
| Payoff Ratio | 1.14 | 1.13 |
| Profit Factor | 1.16 | 1.06 |
| Common Sense Ratio | 1.32 | 1.05 |
| CPC Index | 0.65 | 0.62 |
| Tail Ratio | 1.13 | 0.99 |
| Outlier Win Ratio | 22.32 | 3.78 |
| Outlier Loss Ratio | 4.55 | 3.57 |
| Volatility (ann.) | 12.22% | 26.23% |
| R^2 | 0.21 | 0.21 |
| Calmar | 0.9 | 0.43 |
| Skew | 1.5 | 0.18 |
| Kurtosis | 24.35 | 6.45 |
| Expected Daily % | 0.02% | 0.02% |
| Expected Monthly % | 1.87% | 2.11% |
| Expected Yearly % | 20.97% | 23.81% |
| Kelly Criterion | 4.88% | 8.06% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.03% | -2.23% |
| Expected Shortfall (cVaR) | -1.03% | -2.23% |
| 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 | 121.00 | 65.57 | 0.54 | - |
| 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.) | 33.16% | 72.09% |
| 5Y (ann.) | 25.49% | 29.01% |
| Metric | 3422636:btcusd:double_slow_high_gx:kama160_95 | 3422636:BTCUSD |
|---|---|---|
| Max Drawdown | -28.28% | -67.18% |
| Longest DD Days | 219.0 | 683.0 |
| Avg. Drawdown | -4.37% | -7.76% |
| Avg. Drawdown Days | 28.0 | 41.0 |
| Recovery Factor | 4.04 | 2.01 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-06-07 | 2024-11-13 | -28.28 | 159 |
| 2023-11-11 | 2024-02-26 | -16.58 | 107 |
| 2024-11-23 | 2025-05-22 | -16.21 | 180 |
| 2023-07-14 | 2023-10-23 | -13.65 | 101 |
| 2025-05-23 | 2025-06-18 | -11.01 | 26 |
| 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 |
| 2024-11-13 | 2024-11-19 | -5.47 | 5 |
| Metric | 3422636:btcusd:double_slow_high_gx:kama160_95 | 3422636:BTCUSD |
|---|---|---|
| Best Day | 7.79% | 9.33% |
| Worst Day | -5.52% | -9.32% |
| Best Week | 23.06% | 35.75% |
| Worst Week | -10.66% | -29.64% |
| Best Month | 32.15% | 43.77% |
| Worst Month | -14.74% | -37.12% |
| Best Year | 65.57% | 155.54% |
| Worst Year | -8.27% | -62.78% |
| Avg. Up Day | 0.82% | 0.82% |
| Avg. Down Day | -0.72% | -0.72% |
| Avg. Up Week | 5.95% | 7.93% |
| Avg. Down Week | -4.5% | -5.16% |
| Avg. Up Month | 14.13% | 19.33% |
| Avg. Down Month | -6.29% | -10.34% |
| Win Days % | 49.41% | 51.23% |
| Win Month % | 45.16% | 56.1% |
| Win Week % | 51.85% | 49.72% |
| Win Quarter % | 50.0% | 57.14% |
| Win Year % | 50.0% | 75.0% |