| Metric | 3516043:btcusd:triple_gx:kama185_60_45 | 3516043:BTCUSD |
|---|---|---|
| Time in Market | 32.0% | 100.0% |
| Cumulative Return | 36.77% | 62.0% |
| Max Drawdown | -12.78% | -29.51% |
| Sharpe | 0.64 | 0.53 |
| Sortino | 0.98 | 0.78 |
| Payoff Ratio | 1.08 | 1.06 |
| Profit Factor | 1.19 | 1.09 |
| Common Sense Ratio | 1.43 | 1.07 |
| CPC Index | 0.67 | 0.6 |
| Tail Ratio | 1.2 | 0.99 |
| Outlier Win Ratio | 20.98 | 3.45 |
| Outlier Loss Ratio | 4.11 | 3.21 |
| Volatility (ann.) | 11.45% | 25.09% |
| R^2 | 0.21 | 0.21 |
| Calmar | 2.38 | 1.71 |
| Skew | 1.03 | 0.22 |
| Kurtosis | 20.95 | 6.5 |
| Expected Daily % | 0.02% | 0.03% |
| Expected Monthly % | 2.11% | 3.27% |
| Expected Yearly % | 16.95% | 27.28% |
| Kelly Criterion | 7.78% | 6.05% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.97% | -2.12% |
| Expected Shortfall (cVaR) | -0.97% | -2.12% |
| Year | 3516043:BTCUSD | 3516043:btcusd:triple_gx:kama185_60_45 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 44.91 | 17.36 | 0.39 | - |
| 2025 | 11.80 | 16.54 | 1.40 | + |
| Metric | 3516043:btcusd:triple_gx:kama185_60_45 | 3516043:BTCUSD |
|---|---|---|
| MTD | -0.88% | -0.27% |
| 3M | 20.29% | 26.2% |
| 6M | 16.54% | -1.67% |
| YTD | 16.54% | 11.8% |
| 1Y | 45.78% | 56.98% |
| 3Y (ann.) | 30.45% | 50.61% |
| 5Y (ann.) | 30.45% | 50.61% |
| Metric | 3516043:btcusd:triple_gx:kama185_60_45 | 3516043:BTCUSD |
|---|---|---|
| Max Drawdown | -12.78% | -29.51% |
| Longest DD Days | 111.0 | 144.0 |
| Avg. Drawdown | -2.43% | -5.38% |
| Avg. Drawdown Days | 12.0 | 14.0 |
| Recovery Factor | 2.88 | 2.1 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-20 | 2025-05-01 | -12.78 | 101 |
| 2024-06-07 | 2024-09-26 | -9.36 | 111 |
| 2024-09-28 | 2024-11-07 | -8.11 | 40 |
| 2024-11-13 | 2024-11-19 | -5.47 | 5 |
| 2024-05-22 | 2024-06-04 | -4.10 | 13 |
| 2025-05-02 | 2025-05-08 | -3.76 | 5 |
| 2025-06-16 | 2025-06-18 | -3.68 | 1 |
| 2025-05-19 | 2025-05-20 | -3.29 | 1 |
| 2025-05-11 | 2025-05-18 | -2.32 | 7 |
| 2024-11-13 | 2024-11-13 | -1.53 | 0 |
| Metric | 3516043:btcusd:triple_gx:kama185_60_45 | 3516043:BTCUSD |
|---|---|---|
| Best Day | 5.75% | 9.33% |
| Worst Day | -4.88% | -9.32% |
| Best Week | 7.44% | 18.93% |
| Worst Week | -5.62% | -12.33% |
| Best Month | 14.09% | 37.42% |
| Worst Month | -3.55% | -17.69% |
| Best Year | 17.36% | 44.91% |
| Worst Year | 16.54% | 11.8% |
| Avg. Up Day | 0.74% | 0.75% |
| Avg. Down Day | -0.69% | -0.7% |
| Avg. Up Week | 3.33% | 6.11% |
| Avg. Down Week | -2.86% | -3.43% |
| Avg. Up Month | 8.99% | 15.33% |
| Avg. Down Month | -2.24% | -8.36% |
| Win Days % | 52.18% | 51.57% |
| Win Month % | 45.45% | 53.33% |
| Win Week % | 62.07% | 52.38% |
| Win Quarter % | 60.0% | 60.0% |
| Win Year % | 100.0% | 100.0% |