| Metric | 3516043:btcusd:triple_gx:kama185_60_45 | 3516043:BTCUSD |
|---|---|---|
| Time in Market | 31.0% | 100.0% |
| Cumulative Return | 13.7% | 28.82% |
| Max Drawdown | -10.79% | -26.06% |
| Sharpe | 0.77 | 0.77 |
| Sortino | 1.19 | 1.12 |
| Payoff Ratio | 1.08 | 1.1 |
| Profit Factor | 1.22 | 1.12 |
| Common Sense Ratio | 1.54 | 1.14 |
| CPC Index | 0.7 | 0.64 |
| Tail Ratio | 1.27 | 1.02 |
| Outlier Win Ratio | 20.33 | 2.83 |
| Outlier Loss Ratio | 3.62 | 2.52 |
| Volatility (ann.) | 19.66% | 51.09% |
| R^2 | 0.15 | 0.15 |
| Calmar | 1.32 | 1.15 |
| Skew | 0.36 | -0.13 |
| Kurtosis | 9.68 | 2.65 |
| Expected Daily % | 0.04% | 0.07% |
| Expected Monthly % | 0.99% | 1.97% |
| Expected Yearly % | 6.63% | 13.5% |
| Kelly Criterion | 9.24% | 8.3% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.65% | -4.29% |
| Expected Shortfall (cVaR) | -1.65% | -4.29% |
| Year | 3516043:BTCUSD | 3516043:btcusd:triple_gx:kama185_60_45 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 43.52 | 17.36 | 0.40 | - |
| 2025 | -10.25 | -3.11 | 0.30 | + |
| Metric | 3516043:btcusd:triple_gx:kama185_60_45 | 3516043:BTCUSD |
|---|---|---|
| MTD | 0.0% | 1.01% |
| 3M | -3.11% | -12.61% |
| 6M | 8.93% | 26.49% |
| YTD | -3.11% | -10.25% |
| 1Y | 13.7% | 28.82% |
| 3Y (ann.) | 14.24% | 30.03% |
| 5Y (ann.) | 14.24% | 30.03% |
| Metric | 3516043:btcusd:triple_gx:kama185_60_45 | 3516043:BTCUSD |
|---|---|---|
| Max Drawdown | -10.79% | -26.06% |
| Longest DD Days | 109.0 | 144.0 |
| Avg. Drawdown | -3.64% | -9.09% |
| Avg. Drawdown Days | 24.0 | 30.0 |
| Recovery Factor | 1.27 | 1.11 |
| Ulcer Index | inf | 1.08 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-23 | 2025-04-01 | -10.79 | 68 |
| 2024-06-08 | 2024-09-25 | -8.00 | 109 |
| 2024-09-29 | 2024-11-08 | -7.27 | 40 |
| 2024-05-22 | 2024-06-05 | -3.84 | 14 |
| 2024-11-15 | 2024-11-16 | -2.49 | 1 |
| 2025-01-20 | 2025-01-22 | -1.13 | 2 |
| 2024-11-17 | 2024-11-19 | -1.01 | 2 |
| 2024-09-26 | 2024-09-27 | -0.94 | 1 |
| 2024-11-13 | 2024-11-14 | -0.81 | 1 |
| 2024-06-06 | 2024-06-07 | -0.14 | 1 |
| Metric | 3516043:btcusd:triple_gx:kama185_60_45 | 3516043:BTCUSD |
|---|---|---|
| Best Day | 5.0% | 9.49% |
| Worst Day | -5.94% | -13.23% |
| Best Week | 6.96% | 15.41% |
| Worst Week | -6.35% | -18.81% |
| Best Month | 13.9% | 34.43% |
| Worst Month | -4.87% | -23.44% |
| Best Year | 17.36% | 43.52% |
| Worst Year | -3.11% | -10.25% |
| Avg. Up Day | 1.46% | 1.61% |
| Avg. Down Day | -1.35% | -1.46% |
| Avg. Up Week | 3.34% | 6.89% |
| Avg. Down Week | -3.5% | -3.98% |
| Avg. Up Month | 5.09% | 15.44% |
| Avg. Down Month | -4.48% | -17.37% |
| Win Days % | 52.78% | 51.99% |
| Win Month % | 62.5% | 61.54% |
| Win Week % | 59.09% | 51.92% |
| Win Quarter % | 50.0% | 60.0% |
| Win Year % | 50.0% | 50.0% |