| Metric | 3490763:ethusd:triple_gx:kama65_25_20 | 3490763:ETHUSD |
|---|---|---|
| Time in Market | 28.0% | 100.0% |
| Cumulative Return | 20.95% | 25.11% |
| Max Drawdown | -29.15% | -63.95% |
| Sharpe | 0.28 | 0.29 |
| Sortino | 0.44 | 0.42 |
| Payoff Ratio | 1.17 | 1.16 |
| Profit Factor | 1.09 | 1.05 |
| Common Sense Ratio | 1.22 | 1.08 |
| CPC Index | 0.6 | 0.61 |
| Tail Ratio | 1.12 | 1.03 |
| Outlier Win Ratio | 20.8 | 3.18 |
| Outlier Loss Ratio | 4.05 | 3.39 |
| Volatility (ann.) | 17.13% | 35.45% |
| R^2 | 0.23 | 0.23 |
| Calmar | 0.49 | 0.27 |
| Skew | 3.02 | 0.27 |
| Kurtosis | 66.33 | 10.11 |
| Expected Daily % | 0.01% | 0.01% |
| Expected Monthly % | 1.06% | 1.25% |
| Expected Yearly % | 9.98% | 11.85% |
| Kelly Criterion | 1.44% | 7.9% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.46% | -3.02% |
| Expected Shortfall (cVaR) | -1.46% | -3.02% |
| Year | 3490763:ETHUSD | 3490763:ethusd:triple_gx:kama65_25_20 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -5.20 | 15.98 | -3.08 | + |
| 2025 | 31.97 | 4.28 | 0.13 | - |
| Metric | 3490763:ethusd:triple_gx:kama65_25_20 | 3490763:ETHUSD |
|---|---|---|
| MTD | 0.0% | 0.07% |
| 3M | 13.66% | 73.76% |
| 6M | 29.47% | 98.28% |
| YTD | 4.28% | 31.97% |
| 1Y | 13.53% | 74.9% |
| 3Y (ann.) | 14.34% | 17.1% |
| 5Y (ann.) | 14.34% | 17.1% |
| Metric | 3490763:ethusd:triple_gx:kama65_25_20 | 3490763:ETHUSD |
|---|---|---|
| Max Drawdown | -29.15% | -63.95% |
| Longest DD Days | 244.0 | 235.0 |
| Avg. Drawdown | -8.03% | -13.99% |
| Avg. Drawdown Days | 42.0 | 36.0 |
| Recovery Factor | 0.72 | 0.39 |
| Ulcer Index | inf | 1.02 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-06 | 2025-08-08 | -29.15 | 244 |
| 2024-05-23 | 2024-12-04 | -28.57 | 195 |
| 2025-08-15 | 2025-09-01 | -16.82 | 16 |
| 2024-12-05 | 2024-12-06 | -3.76 | 1 |
| 2025-08-11 | 2025-08-12 | -2.82 | 1 |
| 2024-05-22 | 2024-05-23 | -2.50 | 1 |
| 2025-08-10 | 2025-08-11 | -1.92 | 1 |
| 2024-05-20 | 2024-05-20 | -1.29 | 0 |
| 2024-05-21 | 2024-05-21 | -0.78 | 0 |
| 2025-08-08 | 2025-08-09 | -0.54 | 0 |
| Metric | 3490763:ethusd:triple_gx:kama65_25_20 | 3490763:ETHUSD |
|---|---|---|
| Best Day | 16.51% | 16.51% |
| Worst Day | -5.95% | -14.0% |
| Best Week | 15.47% | 27.26% |
| Worst Week | -10.77% | -20.52% |
| Best Month | 35.41% | 48.75% |
| Worst Month | -17.4% | -32.24% |
| Best Year | 15.98% | 31.97% |
| Worst Year | 4.28% | -5.2% |
| Avg. Up Day | 1.25% | 1.26% |
| Avg. Down Day | -1.07% | -1.09% |
| Avg. Up Week | 6.99% | 11.3% |
| Avg. Down Week | -7.97% | -8.64% |
| Avg. Up Month | 19.41% | 33.09% |
| Avg. Down Month | -8.94% | -10.3% |
| Win Days % | 46.85% | 50.56% |
| Win Month % | 42.86% | 38.89% |
| Win Week % | 56.76% | 52.63% |
| Win Quarter % | 50.0% | 50.0% |
| Win Year % | 100.0% | 50.0% |