| Metric | 3922795:btcusd:double_slow_high_gx:kama80_50 | 3922795:BTCUSD |
|---|---|---|
| Time in Market | 85.0% | 100.0% |
| Cumulative Return | 23.3% | 27.72% |
| Max Drawdown | -28.63% | -30.51% |
| Sharpe | 0.15 | 0.17 |
| Sortino | 0.22 | 0.24 |
| Payoff Ratio | 1.0 | 1.0 |
| Profit Factor | 1.03 | 1.03 |
| Common Sense Ratio | 1.04 | 1.01 |
| CPC Index | 0.52 | 0.52 |
| Tail Ratio | 1.02 | 0.98 |
| Outlier Win Ratio | 5.79 | 4.46 |
| Outlier Loss Ratio | 4.44 | 4.56 |
| Volatility (ann.) | 10.38% | 10.87% |
| R^2 | 0.91 | 0.91 |
| Calmar | 1.02 | 1.15 |
| Skew | -0.02 | -0.05 |
| Kurtosis | 10.73 | 8.8 |
| Expected Daily % | 0.0% | 0.0% |
| Expected Monthly % | 2.12% | 2.48% |
| Expected Yearly % | 11.04% | 13.01% |
| Kelly Criterion | 1.02% | 1.56% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.89% | -0.93% |
| Expected Shortfall (cVaR) | -0.89% | -0.93% |
| Year | 3922795:BTCUSD | 3922795:btcusd:double_slow_high_gx:kama80_50 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.30 | 35.30 | 0.92 | - |
| 2025 | -7.65 | -8.87 | 1.16 | - |
| Metric | 3922795:btcusd:double_slow_high_gx:kama80_50 | 3922795:BTCUSD |
|---|---|---|
| MTD | -1.89% | 2.27% |
| 3M | -10.27% | -12.56% |
| 6M | 35.64% | 34.13% |
| YTD | -8.87% | -7.65% |
| 1Y | 23.3% | 27.72% |
| 3Y (ann.) | 29.25% | 34.94% |
| 5Y (ann.) | 29.25% | 34.94% |
| Metric | 3922795:btcusd:double_slow_high_gx:kama80_50 | 3922795:BTCUSD |
|---|---|---|
| Max Drawdown | -28.63% | -30.51% |
| Longest DD Days | 99.0 | 144.0 |
| Avg. Drawdown | -3.38% | -2.51% |
| Avg. Drawdown Days | 6.0 | 6.0 |
| Recovery Factor | 0.81 | 0.91 |
| Ulcer Index | 1.01 | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-07-29 | 2024-11-06 | -28.63 | 99 |
| 2025-01-30 | 2025-03-26 | -25.99 | 55 |
| 2024-06-07 | 2024-07-29 | -22.49 | 51 |
| 2024-12-17 | 2025-01-17 | -15.21 | 31 |
| 2024-12-05 | 2024-12-15 | -8.80 | 10 |
| 2025-01-20 | 2025-01-29 | -6.58 | 9 |
| 2024-11-22 | 2024-12-05 | -6.47 | 12 |
| 2025-01-19 | 2025-01-20 | -6.14 | 0 |
| 2024-11-13 | 2024-11-19 | -6.05 | 5 |
| 2024-11-12 | 2024-11-13 | -3.65 | 1 |
| Metric | 3922795:btcusd:double_slow_high_gx:kama80_50 | 3922795:BTCUSD |
|---|---|---|
| Best Day | 4.96% | 4.96% |
| Worst Day | -4.9% | -4.9% |
| Best Week | 18.8% | 18.93% |
| Worst Week | -11.3% | -12.33% |
| Best Month | 34.77% | 37.42% |
| Worst Month | -16.85% | -17.69% |
| Best Year | 35.3% | 38.3% |
| Worst Year | -8.87% | -7.65% |
| Avg. Up Day | 0.38% | 0.38% |
| Avg. Down Day | -0.38% | -0.39% |
| Avg. Up Week | 5.48% | 6.08% |
| Avg. Down Week | -4.54% | -4.91% |
| Avg. Up Month | 13.13% | 13.69% |
| Avg. Down Month | -11.71% | -11.19% |
| Win Days % | 50.55% | 50.9% |
| Win Month % | 60.0% | 60.0% |
| Win Week % | 53.49% | 52.27% |
| Win Quarter % | 25.0% | 50.0% |
| Win Year % | 50.0% | 50.0% |