| Metric | 3512063:btcusd:triple_gx:kama100_45_35 | 3512063:BTCUSD |
|---|---|---|
| Time in Market | 43.0% | 100.0% |
| Cumulative Return | 24.22% | 27.6% |
| Max Drawdown | -21.41% | -28.38% |
| Sharpe | 0.43 | 0.37 |
| Sortino | 0.64 | 0.54 |
| Payoff Ratio | 1.15 | 1.14 |
| Profit Factor | 1.11 | 1.06 |
| Common Sense Ratio | 1.14 | 1.02 |
| CPC Index | 0.62 | 0.62 |
| Tail Ratio | 1.03 | 0.96 |
| Outlier Win Ratio | 13.89 | 3.84 |
| Outlier Loss Ratio | 3.81 | 3.41 |
| Volatility (ann.) | 16.34% | 25.93% |
| R^2 | 0.4 | 0.4 |
| Calmar | 1.18 | 1.02 |
| Skew | 0.88 | 0.16 |
| Kurtosis | 14.67 | 6.05 |
| Expected Daily % | 0.02% | 0.02% |
| Expected Monthly % | 1.82% | 2.05% |
| Expected Yearly % | 11.46% | 12.96% |
| Kelly Criterion | 3.9% | 8.39% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.39% | -2.21% |
| Expected Shortfall (cVaR) | -1.39% | -2.21% |
| Year | 3512063:BTCUSD | 3512063:btcusd:triple_gx:kama100_45_35 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 44.91 | 36.79 | 0.82 | - |
| 2025 | -11.95 | -9.19 | 0.77 | + |
| Metric | 3512063:btcusd:triple_gx:kama100_45_35 | 3512063:BTCUSD |
|---|---|---|
| MTD | -5.92% | -2.49% |
| 3M | -9.19% | -12.15% |
| 6M | 28.58% | 24.81% |
| YTD | -9.19% | -11.95% |
| 1Y | 24.22% | 27.6% |
| 3Y (ann.) | 25.3% | 28.84% |
| 5Y (ann.) | 25.3% | 28.84% |
| Metric | 3512063:btcusd:triple_gx:kama100_45_35 | 3512063:BTCUSD |
|---|---|---|
| Max Drawdown | -21.41% | -28.38% |
| Longest DD Days | 103.0 | 144.0 |
| Avg. Drawdown | -4.33% | -5.16% |
| Avg. Drawdown Days | 14.0 | 12.0 |
| Recovery Factor | 1.13 | 0.97 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-07-29 | 2024-10-29 | -21.41 | 92 |
| 2024-12-17 | 2025-03-31 | -20.69 | 103 |
| 2024-12-05 | 2024-12-15 | -7.93 | 10 |
| 2024-06-07 | 2024-07-16 | -7.38 | 39 |
| 2024-10-30 | 2024-11-06 | -6.78 | 7 |
| 2024-07-22 | 2024-07-27 | -6.01 | 5 |
| 2024-05-21 | 2024-06-05 | -5.83 | 15 |
| 2024-11-13 | 2024-11-27 | -5.47 | 13 |
| 2024-07-17 | 2024-07-19 | -3.22 | 2 |
| 2024-11-12 | 2024-11-13 | -2.34 | 1 |
| Metric | 3512063:btcusd:triple_gx:kama100_45_35 | 3512063:BTCUSD |
|---|---|---|
| Best Day | 7.79% | 9.33% |
| Worst Day | -4.88% | -9.32% |
| Best Week | 13.78% | 18.93% |
| Worst Week | -9.57% | -12.33% |
| Best Month | 26.84% | 37.42% |
| Worst Month | -13.74% | -17.69% |
| Best Year | 36.79% | 44.91% |
| Worst Year | -9.19% | -11.95% |
| Avg. Up Day | 0.95% | 0.95% |
| Avg. Down Day | -0.82% | -0.83% |
| Avg. Up Week | 5.17% | 5.92% |
| Avg. Down Week | -3.49% | -4.27% |
| Avg. Up Month | 9.62% | 13.3% |
| Avg. Down Month | -5.01% | -7.53% |
| Win Days % | 48.59% | 51.1% |
| Win Month % | 50.0% | 50.0% |
| Win Week % | 48.48% | 48.08% |
| Win Quarter % | 25.0% | 50.0% |
| Win Year % | 50.0% | 50.0% |