| Metric | 3707111:ethusd:triple_gx:kama140_70_10 | 3707111:ETHUSD |
|---|---|---|
| Time in Market | 46.0% | 100.0% |
| Cumulative Return | 154.1% | 11.88% |
| Max Drawdown | -42.57% | -54.16% |
| Sharpe | 0.95 | 0.4 |
| Sortino | 1.54 | 0.58 |
| Payoff Ratio | 1.16 | 1.04 |
| Profit Factor | 1.24 | 1.06 |
| Common Sense Ratio | 1.43 | 1.11 |
| CPC Index | 0.74 | 0.56 |
| Tail Ratio | 1.15 | 1.04 |
| Outlier Win Ratio | 11.13 | 3.59 |
| Outlier Loss Ratio | 3.69 | 3.49 |
| Volatility (ann.) | 45.28% | 67.48% |
| R^2 | 0.45 | 0.45 |
| Calmar | 0.91 | 0.07 |
| Skew | 1.32 | 0.21 |
| Kurtosis | 14.22 | 4.74 |
| Expected Daily % | 0.09% | 0.01% |
| Expected Monthly % | 2.7% | 0.32% |
| Expected Yearly % | 26.26% | 2.85% |
| Kelly Criterion | 9.12% | 2.6% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -3.78% | -5.74% |
| Expected Shortfall (cVaR) | -3.78% | -5.74% |
| Year | 3707111:ETHUSD | 3707111:ethusd:triple_gx:kama140_70_10 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -33.25 | 25.70 | -0.77 | + |
| 2023 | 91.16 | 16.61 | 0.18 | - |
| 2024 | 45.75 | 135.93 | 2.97 | + |
| 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 | 10.43% | -44.15% |
| 3Y (ann.) | 38.9% | 4.03% |
| 5Y (ann.) | 38.9% | 4.03% |
| Metric | 3707111:ethusd:triple_gx:kama140_70_10 | 3707111:ETHUSD |
|---|---|---|
| Max Drawdown | -42.57% | -54.16% |
| Longest DD Days | 153.0 | 380.0 |
| Avg. Drawdown | -6.7% | -11.03% |
| Avg. Drawdown Days | 30.0 | 59.0 |
| Recovery Factor | 3.62 | 0.22 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-17 | 2025-03-27 | -42.57 | 100 |
| 2024-03-12 | 2024-08-06 | -29.16 | 147 |
| 2024-08-25 | 2024-11-09 | -19.67 | 76 |
| 2024-01-12 | 2024-02-12 | -15.32 | 31 |
| 2023-08-30 | 2023-12-05 | -14.02 | 97 |
| 2024-11-12 | 2024-11-23 | -9.38 | 11 |
| 2022-06-26 | 2022-11-10 | -8.28 | 137 |
| 2023-12-09 | 2023-12-27 | -7.69 | 18 |
| 2022-11-11 | 2023-04-13 | -7.37 | 153 |
| 2023-12-28 | 2024-01-10 | -7.15 | 13 |
| Metric | 3707111:ethusd:triple_gx:kama140_70_10 | 3707111:ETHUSD |
|---|---|---|
| Best Day | 19.2% | 19.2% |
| Worst Day | -14.77% | -17.59% |
| Best Week | 23.01% | 25.43% |
| Worst Week | -15.98% | -34.61% |
| Best Month | 46.48% | 56.93% |
| Worst Month | -22.2% | -44.86% |
| Best Year | 135.93% | 91.16% |
| Worst Year | -26.52% | -39.85% |
| Avg. Up Day | 2.62% | 2.62% |
| Avg. Down Day | -2.25% | -2.52% |
| Avg. Up Week | 6.99% | 7.22% |
| Avg. Down Week | -5.4% | -6.54% |
| Avg. Up Month | 19.91% | 20.75% |
| Avg. Down Month | -8.4% | -12.14% |
| Win Days % | 51.16% | 50.34% |
| Win Month % | 59.09% | 51.43% |
| Win Week % | 55.84% | 51.97% |
| Win Quarter % | 80.0% | 50.0% |
| Win Year % | 75.0% | 50.0% |