| Metric | 11311771:btcusd:triple_gx:kama20_90_80 | 11311771:BTCUSD |
|---|---|---|
| Time in Market | 26.0% | 100.0% |
| Cumulative Return | 61.47% | 30.91% |
| Max Drawdown | -14.47% | -26.0% |
| Sharpe | 2.16 | 0.84 |
| Sortino | 4.65 | 1.31 |
| Payoff Ratio | 1.69 | 1.39 |
| Profit Factor | 1.94 | 1.13 |
| Common Sense Ratio | 3.15 | 1.26 |
| CPC Index | 1.73 | 0.78 |
| Tail Ratio | 1.62 | 1.12 |
| Outlier Win Ratio | 20.09 | 3.55 |
| Outlier Loss Ratio | 3.25 | 2.5 |
| Volatility (ann.) | 25.88% | 50.29% |
| R^2 | 0.27 | 0.27 |
| Calmar | 4.81 | 1.33 |
| Skew | 3.24 | 0.6 |
| Kurtosis | 23.91 | 2.5 |
| Expected Daily % | 0.14% | 0.08% |
| Expected Monthly % | 4.45% | 2.48% |
| Expected Yearly % | 27.07% | 14.41% |
| Kelly Criterion | 25.06% | 12.83% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.08% | -4.21% |
| Expected Shortfall (cVaR) | -2.08% | -4.21% |
| Year | 11311771:BTCUSD | 11311771:btcusd:triple_gx:kama20_90_80 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 48.38 | 83.37 | 1.72 | + |
| 2025 | -11.78 | -11.94 | 1.01 | - |
| Metric | 11311771:btcusd:triple_gx:kama20_90_80 | 11311771:BTCUSD |
|---|---|---|
| MTD | 0.0% | -2.3% |
| 3M | -11.94% | -12.54% |
| 6M | -8.19% | 25.19% |
| YTD | -11.94% | -11.78% |
| 1Y | 61.47% | 30.91% |
| 3Y (ann.) | 69.62% | 34.58% |
| 5Y (ann.) | 69.62% | 34.58% |
| Metric | 11311771:btcusd:triple_gx:kama20_90_80 | 11311771:BTCUSD |
|---|---|---|
| Max Drawdown | -14.47% | -26.0% |
| Longest DD Days | 49.0 | 161.0 |
| Avg. Drawdown | -2.58% | -6.87% |
| Avg. Drawdown Days | 8.0 | 22.0 |
| Recovery Factor | 4.25 | 1.19 |
| Ulcer Index | 1.01 | 1.04 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-02-21 | 2025-03-30 | -14.47 | 37 |
| 2024-05-06 | 2024-05-15 | -5.11 | 9 |
| 2024-07-22 | 2024-07-28 | -4.11 | 6 |
| 2024-09-14 | 2024-09-18 | -3.86 | 4 |
| 2024-05-21 | 2024-07-09 | -3.60 | 49 |
| 2024-07-29 | 2024-08-06 | -2.51 | 8 |
| 2025-02-13 | 2025-02-20 | -2.30 | 7 |
| 2024-09-25 | 2024-09-26 | -1.78 | 1 |
| 2024-07-17 | 2024-07-19 | -1.70 | 2 |
| 2024-08-07 | 2024-08-08 | -1.61 | 1 |
| Metric | 11311771:btcusd:triple_gx:kama20_90_80 | 11311771:BTCUSD |
|---|---|---|
| Best Day | 11.69% | 11.89% |
| Worst Day | -5.05% | -8.6% |
| Best Week | 15.19% | 18.93% |
| Worst Week | -12.13% | -12.33% |
| Best Month | 19.12% | 37.42% |
| Worst Month | -11.94% | -17.69% |
| Best Year | 83.37% | 48.38% |
| Worst Year | -11.94% | -11.78% |
| Avg. Up Day | 2.33% | 2.35% |
| Avg. Down Day | -1.38% | -1.69% |
| Avg. Up Week | 5.86% | 5.94% |
| Avg. Down Week | -4.69% | -6.67% |
| Avg. Up Month | 15.7% | 5.9% |
| Avg. Down Month | -11.94% | -17.69% |
| Win Days % | 52.94% | 49.24% |
| Win Month % | 83.33% | 54.55% |
| Win Week % | 73.33% | 51.02% |
| Win Quarter % | 75.0% | 50.0% |
| Win Year % | 50.0% | 50.0% |