| Metric | 3490762:ethusd:triple_gx:kama60_25_20 | 3490762:ETHUSD |
|---|---|---|
| Time in Market | 31.0% | 100.0% |
| Cumulative Return | 191.35% | 91.18% |
| Max Drawdown | -31.65% | -64.23% |
| Sharpe | 0.56 | 0.31 |
| Sortino | 0.91 | 0.45 |
| Payoff Ratio | 1.19 | 1.18 |
| Profit Factor | 1.18 | 1.05 |
| Common Sense Ratio | 1.44 | 1.06 |
| CPC Index | 0.68 | 0.63 |
| Tail Ratio | 1.23 | 1.01 |
| Outlier Win Ratio | 20.68 | 3.66 |
| Outlier Loss Ratio | 4.39 | 3.59 |
| Volatility (ann.) | 16.88% | 34.04% |
| R^2 | 0.24 | 0.24 |
| Calmar | 1.2 | 0.34 |
| Skew | 2.38 | 0.23 |
| Kurtosis | 43.58 | 8.98 |
| Expected Daily % | 0.02% | 0.01% |
| Expected Monthly % | 2.64% | 1.59% |
| Expected Yearly % | 30.65% | 17.59% |
| Kelly Criterion | 4.91% | 8.58% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.43% | -2.9% |
| Expected Shortfall (cVaR) | -1.43% | -2.9% |
| Year | 3490762:ETHUSD | 3490762:ethusd:triple_gx:kama60_25_20 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -48.01 | 8.24 | -0.17 | + |
| 2023 | 91.16 | 60.93 | 0.67 | - |
| 2024 | 45.75 | 37.65 | 0.82 | - |
| 2025 | 31.97 | 21.52 | 0.67 | - |
| Metric | 3490762:ethusd:triple_gx:kama60_25_20 | 3490762:ETHUSD |
|---|---|---|
| MTD | 0.0% | 0.07% |
| 3M | 15.6% | 73.76% |
| 6M | 51.88% | 98.28% |
| YTD | 21.52% | 31.97% |
| 1Y | 32.1% | 74.9% |
| 3Y (ann.) | 45.87% | 41.37% |
| 5Y (ann.) | 38.07% | 21.59% |
| Metric | 3490762:ethusd:triple_gx:kama60_25_20 | 3490762:ETHUSD |
|---|---|---|
| Max Drawdown | -31.65% | -64.23% |
| Longest DD Days | 195.0 | 609.0 |
| Avg. Drawdown | -5.35% | -9.14% |
| Avg. Drawdown Days | 22.0 | 52.0 |
| Recovery Factor | 6.05 | 1.42 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-05-20 | 2022-10-29 | -31.65 | 161 |
| 2024-05-23 | 2024-12-05 | -29.09 | 195 |
| 2024-12-06 | 2025-05-13 | -27.07 | 157 |
| 2025-05-29 | 2025-07-17 | -21.28 | 49 |
| 2023-02-04 | 2023-04-14 | -19.38 | 68 |
| 2023-07-03 | 2023-11-09 | -18.61 | 129 |
| 2025-08-15 | 2025-09-01 | -16.82 | 16 |
| 2022-10-29 | 2022-11-30 | -9.21 | 32 |
| 2024-01-11 | 2024-02-09 | -7.96 | 28 |
| 2025-07-21 | 2025-07-27 | -6.52 | 5 |
| Metric | 3490762:ethusd:triple_gx:kama60_25_20 | 3490762:ETHUSD |
|---|---|---|
| Best Day | 16.51% | 16.51% |
| Worst Day | -6.88% | -14.0% |
| Best Week | 18.4% | 27.26% |
| Worst Week | -11.2% | -34.61% |
| Best Month | 36.05% | 56.93% |
| Worst Month | -17.4% | -44.86% |
| Best Year | 60.93% | 91.16% |
| Worst Year | 8.24% | -48.01% |
| Avg. Up Day | 1.16% | 1.17% |
| Avg. Down Day | -0.98% | -0.99% |
| Avg. Up Week | 6.47% | 10.26% |
| Avg. Down Week | -4.47% | -6.97% |
| Avg. Up Month | 14.97% | 21.63% |
| Avg. Down Month | -8.36% | -13.41% |
| Win Days % | 48.42% | 50.55% |
| Win Month % | 54.05% | 51.22% |
| Win Week % | 53.06% | 53.11% |
| Win Quarter % | 71.43% | 57.14% |
| Win Year % | 100.0% | 75.0% |