| Metric | 3492235:ethusd:triple_gx:kama185_50_40 | 3492235:ETHUSD |
|---|---|---|
| Time in Market | 34.0% | 100.0% |
| Cumulative Return | 70.72% | 25.11% |
| Max Drawdown | -33.69% | -63.95% |
| Sharpe | 0.58 | 0.29 |
| Sortino | 0.9 | 0.42 |
| Payoff Ratio | 1.17 | 1.15 |
| Profit Factor | 1.17 | 1.05 |
| Common Sense Ratio | 1.42 | 1.08 |
| CPC Index | 0.67 | 0.61 |
| Tail Ratio | 1.22 | 1.03 |
| Outlier Win Ratio | 16.56 | 3.47 |
| Outlier Loss Ratio | 3.95 | 3.57 |
| Volatility (ann.) | 19.4% | 35.45% |
| R^2 | 0.3 | 0.3 |
| Calmar | 1.36 | 0.27 |
| Skew | 1.09 | 0.27 |
| Kurtosis | 23.44 | 10.11 |
| Expected Daily % | 0.03% | 0.01% |
| Expected Monthly % | 3.02% | 1.25% |
| Expected Yearly % | 30.66% | 11.85% |
| Kelly Criterion | 6.03% | 7.64% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.64% | -3.02% |
| Expected Shortfall (cVaR) | -1.64% | -3.02% |
| Year | 3492235:ETHUSD | 3492235:ethusd:triple_gx:kama185_50_40 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | -5.20 | -17.18 | 3.31 | - |
| 2025 | 31.97 | 106.13 | 3.32 | + |
| Metric | 3492235:ethusd:triple_gx:kama185_50_40 | 3492235:ETHUSD |
|---|---|---|
| MTD | 0.0% | 0.07% |
| 3M | 47.98% | 73.76% |
| 6M | 106.13% | 98.28% |
| YTD | 106.13% | 31.97% |
| 1Y | 97.0% | 74.9% |
| 3Y (ann.) | 45.77% | 17.1% |
| 5Y (ann.) | 45.77% | 17.1% |
| Metric | 3492235:ethusd:triple_gx:kama185_50_40 | 3492235:ETHUSD |
|---|---|---|
| Max Drawdown | -33.69% | -63.95% |
| Longest DD Days | 192.0 | 235.0 |
| Avg. Drawdown | -8.23% | -13.99% |
| Avg. Drawdown Days | 24.0 | 36.0 |
| Recovery Factor | 2.1 | 0.39 |
| Ulcer Index | inf | 1.02 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-05-27 | 2024-12-06 | -33.69 | 192 |
| 2024-12-16 | 2025-05-10 | -25.82 | 144 |
| 2025-06-11 | 2025-07-15 | -14.96 | 33 |
| 2025-08-14 | 2025-08-22 | -14.23 | 8 |
| 2025-05-14 | 2025-05-29 | -12.54 | 15 |
| 2024-12-06 | 2024-12-16 | -12.26 | 9 |
| 2025-05-29 | 2025-06-10 | -11.33 | 12 |
| 2024-05-23 | 2024-05-27 | -5.31 | 4 |
| 2025-05-11 | 2025-05-13 | -5.15 | 2 |
| 2025-07-18 | 2025-07-20 | -3.50 | 2 |
| Metric | 3492235:ethusd:triple_gx:kama185_50_40 | 3492235:ETHUSD |
|---|---|---|
| Best Day | 12.3% | 16.51% |
| Worst Day | -7.75% | -14.0% |
| Best Week | 27.26% | 27.26% |
| Worst Week | -20.81% | -20.52% |
| Best Month | 42.44% | 48.75% |
| Worst Month | -18.26% | -32.24% |
| Best Year | 106.13% | 31.97% |
| Worst Year | -17.18% | -5.2% |
| Avg. Up Day | 1.31% | 1.31% |
| Avg. Down Day | -1.12% | -1.14% |
| Avg. Up Week | 7.39% | 9.63% |
| Avg. Down Week | -6.32% | -5.75% |
| Avg. Up Month | 22.31% | 30.7% |
| Avg. Down Month | -11.33% | -5.94% |
| Win Days % | 49.42% | 50.56% |
| Win Month % | 58.33% | 38.89% |
| Win Week % | 57.14% | 52.63% |
| Win Quarter % | 40.0% | 50.0% |
| Win Year % | 50.0% | 50.0% |