| Metric | 11311771:btcusd:triple_gx:kama20_90_80 | 11311771:BTCUSD |
|---|---|---|
| Time in Market | 20.0% | 100.0% |
| Cumulative Return | 99.47% | 810.05% |
| Max Drawdown | -29.23% | -76.67% |
| Sharpe | 0.82 | 1.17 |
| Sortino | 1.3 | 1.76 |
| Payoff Ratio | 1.3 | 1.15 |
| Profit Factor | 1.37 | 1.2 |
| Common Sense Ratio | 2.06 | 1.31 |
| CPC Index | 0.9 | 0.7 |
| Tail Ratio | 1.51 | 1.1 |
| Outlier Win Ratio | 32.86 | 3.05 |
| Outlier Loss Ratio | 3.95 | 2.9 |
| Volatility (ann.) | 24.43% | 63.55% |
| R^2 | 0.15 | 0.15 |
| Calmar | 0.63 | 0.93 |
| Skew | 1.19 | 0.08 |
| Kurtosis | 39.68 | 3.38 |
| Expected Daily % | 0.05% | 0.15% |
| Expected Monthly % | 1.36% | 4.43% |
| Expected Yearly % | 14.81% | 55.53% |
| Kelly Criterion | 12.27% | 9.04% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.05% | -5.27% |
| Expected Shortfall (cVaR) | -2.05% | -5.27% |
| Year | 11311771:BTCUSD | 11311771:btcusd:triple_gx:kama20_90_80 | Multiplier | Won |
|---|---|---|---|---|
| 2020 | 352.74 | 43.85 | 0.12 | - |
| 2021 | 59.34 | -24.01 | -0.40 | - |
| 2022 | -64.22 | 2.30 | -0.04 | + |
| 2023 | 155.54 | 66.10 | 0.42 | - |
| 2024 | 37.95 | 7.40 | 0.19 | - |
| Metric | 11311771:btcusd:triple_gx:kama20_90_80 | 11311771:BTCUSD |
|---|---|---|
| MTD | -3.85% | -3.85% |
| 3M | 1.65% | 34.56% |
| 6M | 19.21% | 68.94% |
| YTD | 7.4% | 37.95% |
| 1Y | 11.6% | 107.54% |
| 3Y (ann.) | 11.5% | 0.27% |
| 5Y (ann.) | 18.39% | 71.58% |
| Metric | 11311771:btcusd:triple_gx:kama20_90_80 | 11311771:BTCUSD |
|---|---|---|
| Max Drawdown | -29.23% | -76.67% |
| Longest DD Days | 666.0 | 846.0 |
| Avg. Drawdown | -4.8% | -8.89% |
| Avg. Drawdown Days | 59.0 | 35.0 |
| Recovery Factor | 3.4 | 10.57 |
| Ulcer Index | 1.0 | 1.0 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2021-05-15 | 2023-03-12 | -29.23 | 666 |
| 2024-04-23 | 2024-05-01 | -11.68 | 8 |
| 2023-03-24 | 2023-12-05 | -10.88 | 256 |
| 2024-01-09 | 2024-02-07 | -9.10 | 29 |
| 2020-09-20 | 2020-10-10 | -7.78 | 20 |
| 2023-12-26 | 2024-01-08 | -6.41 | 13 |
| 2023-03-22 | 2023-03-23 | -3.21 | 1 |
| 2023-03-18 | 2023-03-19 | -1.72 | 1 |
| 2023-03-15 | 2023-03-16 | -1.56 | 1 |
| 2020-10-13 | 2020-12-16 | -1.29 | 64 |
| Metric | 11311771:btcusd:triple_gx:kama20_90_80 | 11311771:BTCUSD |
|---|---|---|
| Best Day | 12.0% | 19.48% |
| Worst Day | -14.39% | -15.42% |
| Best Week | 35.75% | 38.59% |
| Worst Week | -20.33% | -29.64% |
| Best Month | 32.79% | 47.19% |
| Worst Month | -24.01% | -37.12% |
| Best Year | 66.1% | 352.74% |
| Worst Year | -24.01% | -64.22% |
| Avg. Up Day | 2.12% | 2.13% |
| Avg. Down Day | -1.63% | -1.86% |
| Avg. Up Week | 5.58% | 6.51% |
| Avg. Down Week | -3.08% | -4.47% |
| Avg. Up Month | 11.32% | 23.47% |
| Avg. Down Month | -6.37% | -12.07% |
| Win Days % | 50.35% | 51.41% |
| Win Month % | 60.0% | 58.82% |
| Win Week % | 51.79% | 53.46% |
| Win Quarter % | 61.54% | 61.11% |
| Win Year % | 80.0% | 80.0% |