| Metric | 11311771:btcusd:triple_gx:kama20_90_80 | 11311771:BTCUSD |
|---|---|---|
| Time in Market | 21.0% | 100.0% |
| Cumulative Return | 247.75% | 1,186.22% |
| Max Drawdown | -29.23% | -76.67% |
| Sharpe | 1.13 | 1.14 |
| Sortino | 1.91 | 1.72 |
| Payoff Ratio | 1.39 | 1.21 |
| Profit Factor | 1.51 | 1.19 |
| Common Sense Ratio | 2.42 | 1.24 |
| CPC Index | 1.07 | 0.73 |
| Tail Ratio | 1.61 | 1.04 |
| Outlier Win Ratio | 29.16 | 3.14 |
| Outlier Loss Ratio | 3.92 | 2.89 |
| Volatility (ann.) | 24.88% | 61.38% |
| R^2 | 0.16 | 0.16 |
| Calmar | 0.97 | 0.87 |
| Skew | 1.64 | 0.14 |
| Kurtosis | 35.52 | 3.44 |
| Expected Daily % | 0.07% | 0.14% |
| Expected Monthly % | 2.06% | 4.28% |
| Expected Yearly % | 23.09% | 53.07% |
| Kelly Criterion | 16.19% | 10.63% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.06% | -5.09% |
| Expected Shortfall (cVaR) | -2.06% | -5.09% |
| 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 | 121.00 | 112.62 | 0.93 | - |
| 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 | 60.94% | 17.82% |
| 3Y (ann.) | 47.02% | 20.15% |
| 5Y (ann.) | 28.29% | 66.63% |
| 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 | -3.65% | -8.51% |
| Avg. Drawdown Days | 35.0 | 34.0 |
| Recovery Factor | 8.48 | 15.47 |
| Ulcer Index | 1.0 | 1.0 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2021-05-15 | 2023-03-12 | -29.23 | 666 |
| 2025-02-21 | 2025-03-30 | -14.47 | 37 |
| 2024-04-23 | 2024-05-15 | -11.68 | 22 |
| 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 |
| 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 |
| 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 | 112.62% | 352.74% |
| Worst Year | -24.01% | -64.22% |
| Avg. Up Day | 2.19% | 2.2% |
| Avg. Down Day | -1.57% | -1.82% |
| Avg. Up Week | 5.65% | 6.36% |
| Avg. Down Week | -3.05% | -4.52% |
| Avg. Up Month | 12.65% | 19.73% |
| Avg. Down Month | -7.72% | -14.38% |
| Win Days % | 51.21% | 51.07% |
| Win Month % | 68.0% | 59.02% |
| Win Week % | 56.34% | 53.01% |
| Win Quarter % | 68.75% | 61.9% |
| Win Year % | 66.67% | 66.67% |