| Metric | 3512337:btcusd:triple_gx:kama95_45_40 | 3512337:BTCUSD |
|---|---|---|
| Time in Market | 40.0% | 100.0% |
| Cumulative Return | -10.9% | 34.3% |
| Max Drawdown | -33.12% | -28.38% |
| Sharpe | -0.1 | 0.43 |
| Sortino | -0.14 | 0.62 |
| Payoff Ratio | 1.06 | 1.05 |
| Profit Factor | 0.97 | 1.07 |
| Common Sense Ratio | 0.89 | 1.03 |
| CPC Index | 0.48 | 0.57 |
| Tail Ratio | 0.91 | 0.96 |
| Outlier Win Ratio | 15.91 | 3.7 |
| Outlier Loss Ratio | 3.74 | 3.48 |
| Volatility (ann.) | 16.39% | 26.05% |
| R^2 | 0.39 | 0.39 |
| Calmar | -0.35 | 1.29 |
| Skew | -0.23 | 0.16 |
| Kurtosis | 24.97 | 6.0 |
| Expected Daily % | -0.01% | 0.02% |
| Expected Monthly % | -0.96% | 2.49% |
| Expected Yearly % | -5.61% | 15.89% |
| Kelly Criterion | -3.21% | 4.43% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.42% | -2.21% |
| Expected Shortfall (cVaR) | -1.42% | -2.21% |
| Year | 3512337:BTCUSD | 3512337:btcusd:triple_gx:kama95_45_40 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 44.91 | -7.59 | -0.17 | - |
| 2025 | -7.32 | -3.58 | 0.49 | + |
| Metric | 3512337:btcusd:triple_gx:kama95_45_40 | 3512337:BTCUSD |
|---|---|---|
| MTD | -1.12% | 2.63% |
| 3M | -3.58% | -12.25% |
| 6M | 12.36% | 34.61% |
| YTD | -3.58% | -7.32% |
| 1Y | -10.9% | 34.3% |
| 3Y (ann.) | -11.46% | 36.49% |
| 5Y (ann.) | -11.46% | 36.49% |
| Metric | 3512337:btcusd:triple_gx:kama95_45_40 | 3512337:BTCUSD |
|---|---|---|
| Max Drawdown | -33.12% | -28.38% |
| Longest DD Days | 240.0 | 144.0 |
| Avg. Drawdown | -6.43% | -5.16% |
| Avg. Drawdown Days | 34.0 | 12.0 |
| Recovery Factor | -0.33 | 1.21 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-07-29 | 2025-03-26 | -33.12 | 240 |
| 2024-06-07 | 2024-07-21 | -7.43 | 44 |
| 2024-07-22 | 2024-07-27 | -6.01 | 5 |
| 2024-05-21 | 2024-06-05 | -5.83 | 15 |
| 2024-07-27 | 2024-07-29 | -1.67 | 1 |
| 2024-05-19 | 2024-05-20 | -1.62 | 1 |
| 2024-06-05 | 2024-06-07 | -1.21 | 1 |
| 2024-04-14 | 2024-04-14 | -0.84 | 0 |
| 2024-05-19 | 2024-05-19 | -0.18 | 0 |
| Metric | 3512337:btcusd:triple_gx:kama95_45_40 | 3512337:BTCUSD |
|---|---|---|
| Best Day | 7.79% | 9.33% |
| Worst Day | -9.48% | -9.32% |
| Best Week | 12.48% | 18.93% |
| Worst Week | -14.32% | -12.33% |
| Best Month | 25.78% | 37.42% |
| Worst Month | -25.39% | -17.69% |
| Best Year | -3.58% | 44.91% |
| Worst Year | -7.59% | -7.32% |
| Avg. Up Day | 0.93% | 0.94% |
| Avg. Down Day | -0.88% | -0.9% |
| Avg. Up Week | 4.33% | 6.36% |
| Avg. Down Week | -4.79% | -4.66% |
| Avg. Up Month | 6.21% | 13.3% |
| Avg. Down Month | -10.49% | -9.19% |
| Win Days % | 46.86% | 51.15% |
| Win Month % | 58.33% | 58.33% |
| Win Week % | 45.16% | 49.02% |
| Win Quarter % | 50.0% | 50.0% |
| Win Year % | 0.0% | 50.0% |