| Metric | 11299132:btcusd:triple_gx:kama245_15_25 | 11299132:BTCUSD |
|---|---|---|
| Time in Market | 24.0% | 100.0% |
| Cumulative Return | -4.26% | 38.97% |
| Max Drawdown | -17.05% | -26.0% |
| Sharpe | -0.14 | 0.98 |
| Sortino | -0.21 | 1.54 |
| Payoff Ratio | 1.13 | 1.1 |
| Profit Factor | 0.96 | 1.15 |
| Common Sense Ratio | 0.71 | 1.29 |
| CPC Index | 0.48 | 0.63 |
| Tail Ratio | 0.75 | 1.12 |
| Outlier Win Ratio | 32.66 | 3.13 |
| Outlier Loss Ratio | 3.43 | 2.71 |
| Volatility (ann.) | 19.93% | 50.48% |
| R^2 | 0.15 | 0.15 |
| Calmar | -0.28 | 1.71 |
| Skew | 0.76 | 0.59 |
| Kurtosis | 16.96 | 2.47 |
| Expected Daily % | -0.01% | 0.1% |
| Expected Monthly % | -0.4% | 3.04% |
| Expected Yearly % | -2.15% | 17.89% |
| Kelly Criterion | -4.11% | 4.11% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.72% | -4.21% |
| Expected Shortfall (cVaR) | -1.72% | -4.21% |
| Year | 11299132:BTCUSD | 11299132:btcusd:triple_gx:kama245_15_25 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 48.38 | -3.93 | -0.08 | - |
| 2025 | -6.34 | -0.34 | 0.05 | + |
| Metric | 11299132:btcusd:triple_gx:kama245_15_25 | 11299132:BTCUSD |
|---|---|---|
| MTD | 0.0% | 3.72% |
| 3M | 0.26% | -8.05% |
| 6M | 9.23% | 37.53% |
| YTD | -0.34% | -6.34% |
| 1Y | -4.26% | 38.97% |
| 3Y (ann.) | -4.76% | 44.56% |
| 5Y (ann.) | -4.76% | 44.56% |
| Metric | 11299132:btcusd:triple_gx:kama245_15_25 | 11299132:BTCUSD |
|---|---|---|
| Max Drawdown | -17.05% | -26.0% |
| Longest DD Days | 235.0 | 161.0 |
| Avg. Drawdown | -9.93% | -6.87% |
| Avg. Drawdown Days | 78.0 | 21.0 |
| Recovery Factor | -0.25 | 1.5 |
| Ulcer Index | inf | 1.04 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-05-16 | 2025-01-06 | -17.05 | 235 |
| 2025-01-21 | 2025-03-25 | -10.76 | 63 |
| 2025-01-07 | 2025-01-17 | -9.52 | 10 |
| 2024-05-13 | 2024-05-15 | -2.39 | 2 |
| Metric | 11299132:btcusd:triple_gx:kama245_15_25 | 11299132:BTCUSD |
|---|---|---|
| Best Day | 7.64% | 11.89% |
| Worst Day | -5.22% | -8.6% |
| Best Week | 9.93% | 18.93% |
| Worst Week | -8.04% | -12.33% |
| Best Month | 9.6% | 37.42% |
| Worst Month | -15.16% | -17.69% |
| Best Year | -0.34% | 48.38% |
| Worst Year | -3.93% | -6.34% |
| Avg. Up Day | 1.64% | 1.66% |
| Avg. Down Day | -1.45% | -1.5% |
| Avg. Up Week | 3.92% | 5.06% |
| Avg. Down Week | -4.48% | -5.15% |
| Avg. Up Month | 6.12% | 8.47% |
| Avg. Down Month | -11.83% | -12.4% |
| Win Days % | 44.74% | 49.69% |
| Win Month % | 60.0% | 63.64% |
| Win Week % | 50.0% | 52.08% |
| Win Quarter % | 33.33% | 50.0% |
| Win Year % | 0.0% | 50.0% |