| Metric | 11311771:btcusd:triple_gx:kama20_90_80 | 11311771:BTCUSD |
|---|---|---|
| Time in Market | 98.0% | 95.0% |
| Cumulative Return | 247.75% | 1,221.88% |
| Max Drawdown | -25.27% | -66.02% |
| Sharpe | 6.92 | -2.89 |
| Sortino | 16.07 | -3.0 |
| Payoff Ratio | 5.0 | 0.25 |
| Profit Factor | 3.99 | 0.38 |
| Common Sense Ratio | 14.25 | 3.39 |
| CPC Index | 12.35 | 0.42 |
| Tail Ratio | 3.57 | 1.59 |
| Outlier Win Ratio | 60.08 | 1.86 |
| Outlier Loss Ratio | 1373.68 | 5.6 |
| Volatility (ann.) | 191.33% | 514.8% |
| R^2 | 0.08 | 0.08 |
| Calmar | 1.14 | -0.34 |
| Skew | 0.64 | -5.37 |
| Kurtosis | 2.16 | 32.62 |
| Expected Daily % | 3.16% | NaN% |
| Expected Monthly % | 5.33% | NaN% |
| Expected Yearly % | 23.09% | NaN% |
| Kelly Criterion | 28.46% | -49.86% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -12.85% | -2466.39% |
| Expected Shortfall (cVaR) | -12.85% | -2060.86% |
| Year | 11311771:BTCUSD | 11311771:btcusd:triple_gx:kama20_90_80 | Multiplier | Won |
|---|---|---|---|---|
| 2020 | 261.32 | 43.85 | 0.17 | - |
| 2021 | 54.17 | -24.01 | -0.44 | - |
| 2022 | -55.45 | -1.65 | 0.03 | + |
| 2023 | 165.80 | 72.77 | 0.44 | - |
| 2024 | 151.18 | 112.62 | 0.74 | - |
| 2025 | -20.22 | -11.94 | 0.59 | + |
| Metric | 11311771:btcusd:triple_gx:kama20_90_80 | 11311771:BTCUSD |
|---|---|---|
| MTD | -11.94% | -20.22% |
| 3M | -8.19% | 29.87% |
| 6M | 8.64% | 37.17% |
| YTD | -11.94% | -20.22% |
| 1Y | 60.94% | 77.2% |
| 3Y (ann.) | 59.4% | 41.64% |
| 5Y (ann.) | 28.84% | 9.72% |
| Metric | 11311771:btcusd:triple_gx:kama20_90_80 | 11311771:BTCUSD |
|---|---|---|
| Max Drawdown | -25.27% | -66.02% |
| Longest DD Days | 681.0 | 986.0 |
| Avg. Drawdown | -3.67% | -27.43% |
| Avg. Drawdown Days | 79.0 | 296.0 |
| Recovery Factor | 9.8 | -1.8 |
| Ulcer Index | 0.95 | 1.42 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2021-05-15 | 2023-03-27 | -25.27 | 681 |
| 2025-02-11 | 2025-02-27 | -11.94 | 16 |
| 2023-06-09 | 2023-12-05 | -6.56 | 179 |
| 2023-12-24 | 2024-01-09 | -2.35 | 16 |
| 2024-04-19 | 2024-04-24 | -0.18 | 5 |
| 2024-08-05 | 2024-08-08 | -0.18 | 3 |
| 2020-09-08 | 2020-10-13 | -0.18 | 35 |
| 2024-01-15 | 2024-02-10 | -0.18 | 26 |
| 2024-04-28 | 2024-05-22 | -0.18 | 24 |
| 2024-07-07 | 2024-07-29 | -0.18 | 22 |
| Metric | 11311771:btcusd:triple_gx:kama20_90_80 | 11311771:BTCUSD |
|---|---|---|
| Best Day | 33.03% | 1575.11% |
| Worst Day | -23.87% | -8279.59% |
| Best Week | 33.03% | 1575.11% |
| Worst Week | -23.87% | -8279.59% |
| Best Month | 32.79% | 1575.11% |
| Worst Month | -24.01% | -657.44% |
| Best Year | 112.62% | 172.22% |
| Worst Year | -24.01% | -354.38% |
| Avg. Up Day | 33.03% | 1434.75% |
| Avg. Down Day | -1.88% | -693.68% |
| Avg. Up Week | 26.32% | 746.83% |
| Avg. Down Week | -2.0% | -726.75% |
| Avg. Up Month | 17.43% | 126.9% |
| Avg. Down Month | -7.28% | -178.37% |
| Win Days % | 35.9% | 26.32% |
| Win Month % | 60.87% | 40.91% |
| Win Week % | 38.89% | 25.71% |
| Win Quarter % | 53.33% | 28.57% |
| Win Year % | 50.0% | 16.67% |