| Metric | 3492256:ethusd:triple_gx:kama170_55_40 | 3492256:ETHUSD |
|---|---|---|
| Time in Market | 31.0% | 100.0% |
| Cumulative Return | 134.9% | -14.86% |
| Max Drawdown | -27.65% | -63.55% |
| Sharpe | 0.54 | 0.12 |
| Sortino | 0.84 | 0.18 |
| Payoff Ratio | 1.14 | 1.12 |
| Profit Factor | 1.17 | 1.02 |
| Common Sense Ratio | 1.37 | 1.0 |
| CPC Index | 0.67 | 0.57 |
| Tail Ratio | 1.18 | 0.98 |
| Outlier Win Ratio | 19.82 | 3.55 |
| Outlier Loss Ratio | 4.19 | 3.71 |
| Volatility (ann.) | 16.19% | 33.18% |
| R^2 | 0.24 | 0.24 |
| Calmar | 1.27 | -0.09 |
| Skew | 1.2 | 0.21 |
| Kurtosis | 24.14 | 9.33 |
| Expected Daily % | 0.02% | -0.0% |
| Expected Monthly % | 2.47% | -0.46% |
| Expected Yearly % | 23.8% | -3.94% |
| Kelly Criterion | 6.27% | 5.2% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.37% | -2.85% |
| Expected Shortfall (cVaR) | -1.37% | -2.85% |
| Year | 3492256:ETHUSD | 3492256:ethusd:triple_gx:kama170_55_40 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -36.05 | 25.61 | -0.71 | + |
| 2023 | 91.16 | 62.11 | 0.68 | - |
| 2024 | 45.75 | 15.35 | 0.34 | - |
| 2025 | -52.22 | 0.00 | -0.00 | + |
| Metric | 3492256:ethusd:triple_gx:kama170_55_40 | 3492256:ETHUSD |
|---|---|---|
| MTD | 0.0% | -12.66% |
| 3M | 0.0% | -56.23% |
| 6M | 19.21% | -34.78% |
| YTD | 0.0% | -52.22% |
| 1Y | 0.15% | -53.92% |
| 3Y (ann.) | 35.06% | -5.5% |
| 5Y (ann.) | 35.06% | -5.5% |
| Metric | 3492256:ethusd:triple_gx:kama170_55_40 | 3492256:ETHUSD |
|---|---|---|
| Max Drawdown | -27.65% | -63.55% |
| Longest DD Days | 209.0 | 392.0 |
| Avg. Drawdown | -5.79% | -10.68% |
| Avg. Drawdown Days | 24.0 | 40.0 |
| Recovery Factor | 4.88 | -0.23 |
| Ulcer Index | inf | 1.02 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-05-27 | 2024-11-27 | -27.65 | 184 |
| 2023-12-08 | 2024-03-05 | -23.46 | 87 |
| 2022-08-13 | 2023-01-11 | -21.25 | 151 |
| 2023-04-14 | 2023-11-09 | -19.17 | 209 |
| 2024-12-16 | 2025-04-08 | -17.02 | 112 |
| 2022-07-22 | 2022-07-28 | -15.89 | 5 |
| 2024-12-06 | 2024-12-16 | -12.26 | 9 |
| 2023-11-10 | 2023-12-05 | -8.98 | 25 |
| 2023-04-05 | 2023-04-11 | -7.17 | 5 |
| 2023-03-23 | 2023-04-04 | -6.62 | 11 |
| Metric | 3492256:ethusd:triple_gx:kama170_55_40 | 3492256:ETHUSD |
|---|---|---|
| Best Day | 10.65% | 16.51% |
| Worst Day | -6.55% | -14.0% |
| Best Week | 20.44% | 25.43% |
| Worst Week | -17.89% | -34.61% |
| Best Month | 38.56% | 56.93% |
| Worst Month | -14.43% | -42.75% |
| Best Year | 62.11% | 91.16% |
| Worst Year | 0.0% | -52.22% |
| Avg. Up Day | 1.13% | 1.13% |
| Avg. Down Day | -0.99% | -1.02% |
| Avg. Up Week | 6.64% | 9.82% |
| Avg. Down Week | -5.22% | -6.73% |
| Avg. Up Month | 13.92% | 22.48% |
| Avg. Down Month | -10.51% | -5.93% |
| Win Days % | 50.08% | 50.01% |
| Win Month % | 60.87% | 48.57% |
| Win Week % | 58.46% | 50.66% |
| Win Quarter % | 80.0% | 46.15% |
| Win Year % | 100.0% | 50.0% |