| Metric | 3707111:ethusd:triple_gx:kama140_70_10 | 3707111:ETHUSD |
|---|---|---|
| Time in Market | 77.0% | 100.0% |
| Cumulative Return | 33.37% | -32.55% |
| Max Drawdown | -42.57% | -53.48% |
| Sharpe | 0.82 | -0.29 |
| Sortino | 1.29 | -0.42 |
| Payoff Ratio | 1.07 | 0.97 |
| Profit Factor | 1.15 | 0.96 |
| Common Sense Ratio | 1.45 | 0.92 |
| CPC Index | 0.63 | 0.47 |
| Tail Ratio | 1.26 | 0.96 |
| Outlier Win Ratio | 6.66 | 4.43 |
| Outlier Loss Ratio | 3.46 | 3.1 |
| Volatility (ann.) | 59.95% | 68.88% |
| R^2 | 0.76 | 0.76 |
| Calmar | 0.88 | -0.66 |
| Skew | 0.82 | 0.55 |
| Kurtosis | 7.89 | 4.48 |
| Expected Daily % | 0.09% | -0.12% |
| Expected Monthly % | 2.65% | -3.52% |
| Expected Yearly % | 15.49% | -17.87% |
| Kelly Criterion | 5.78% | 0.5% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -5.03% | -5.99% |
| Expected Shortfall (cVaR) | -5.03% | -5.99% |
| Year | 3707111:ETHUSD | 3707111:ethusd:triple_gx:kama140_70_10 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 12.13 | 81.51 | 6.72 | + |
| 2025 | -39.85 | -26.52 | 0.67 | + |
| Metric | 3707111:ethusd:triple_gx:kama140_70_10 | 3707111:ETHUSD |
|---|---|---|
| MTD | -10.42% | -10.42% |
| 3M | -29.5% | -42.62% |
| 6M | -10.55% | -24.5% |
| YTD | -26.52% | -39.85% |
| 1Y | 33.37% | -32.55% |
| 3Y (ann.) | 37.51% | -35.31% |
| 5Y (ann.) | 37.51% | -35.31% |
| Metric | 3707111:ethusd:triple_gx:kama140_70_10 | 3707111:ETHUSD |
|---|---|---|
| Max Drawdown | -42.57% | -53.48% |
| Longest DD Days | 100.0 | 192.0 |
| Avg. Drawdown | -6.33% | -21.25% |
| Avg. Drawdown Days | 15.0 | 64.0 |
| Recovery Factor | 0.78 | -0.61 |
| Ulcer Index | 1.01 | 1.03 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-17 | 2025-03-27 | -42.57 | 100 |
| 2024-08-25 | 2024-11-09 | -19.67 | 76 |
| 2024-11-12 | 2024-11-23 | -9.38 | 11 |
| 2024-05-06 | 2024-05-20 | -8.17 | 14 |
| 2024-08-13 | 2024-08-23 | -5.60 | 10 |
| 2024-08-09 | 2024-08-12 | -4.85 | 3 |
| 2024-08-07 | 2024-08-08 | -4.83 | 1 |
| 2024-05-28 | 2024-07-09 | -3.69 | 42 |
| 2024-12-07 | 2024-12-11 | -2.71 | 4 |
| 2024-11-26 | 2024-11-27 | -2.68 | 1 |
| Metric | 3707111:ethusd:triple_gx:kama140_70_10 | 3707111:ETHUSD |
|---|---|---|
| Best Day | 19.2% | 19.2% |
| Worst Day | -14.77% | -14.77% |
| Best Week | 20.47% | 20.47% |
| Worst Week | -15.98% | -20.52% |
| Best Month | 32.41% | 47.37% |
| Worst Month | -22.2% | -32.24% |
| Best Year | 81.51% | 12.13% |
| Worst Year | -26.52% | -39.85% |
| Avg. Up Day | 2.59% | 2.6% |
| Avg. Down Day | -2.43% | -2.67% |
| Avg. Up Week | 5.79% | 6.63% |
| Avg. Down Week | -7.67% | -8.51% |
| Avg. Up Month | 20.82% | 25.81% |
| Avg. Down Month | -9.73% | -14.03% |
| Win Days % | 51.38% | 50.91% |
| Win Month % | 63.64% | 27.27% |
| Win Week % | 65.85% | 51.02% |
| Win Quarter % | 75.0% | 50.0% |
| Win Year % | 50.0% | 50.0% |