| Metric | 11311786:btcusd:triple_gx:kama90_90_80 | 11311786:BTCUSD |
|---|---|---|
| Time in Market | 48.0% | 100.0% |
| Cumulative Return | 230.53% | 95.02% |
| Max Drawdown | -26.66% | -66.98% |
| Sharpe | 1.08 | 0.59 |
| Sortino | 1.77 | 0.86 |
| Payoff Ratio | 1.31 | 1.26 |
| Profit Factor | 1.27 | 1.09 |
| Common Sense Ratio | 1.62 | 1.22 |
| CPC Index | 0.81 | 0.68 |
| Tail Ratio | 1.27 | 1.12 |
| Outlier Win Ratio | 12.4 | 3.8 |
| Outlier Loss Ratio | 4.13 | 3.47 |
| Volatility (ann.) | 33.24% | 52.09% |
| R^2 | 0.41 | 0.41 |
| Calmar | 1.33 | 0.28 |
| Skew | 1.09 | 0.03 |
| Kurtosis | 10.23 | 4.35 |
| Expected Daily % | 0.08% | 0.05% |
| Expected Monthly % | 2.47% | 1.37% |
| Expected Yearly % | 27.01% | 14.29% |
| Kelly Criterion | 9.59% | 9.37% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.76% | -4.4% |
| Expected Shortfall (cVaR) | -2.76% | -4.4% |
| Year | 11311786:BTCUSD | 11311786:btcusd:triple_gx:kama90_90_80 | Multiplier | Won |
|---|---|---|---|---|
| 2021 | -0.62 | -0.62 | 1.00 | - |
| 2022 | -64.22 | -8.88 | 0.14 | + |
| 2023 | 155.54 | 52.64 | 0.34 | - |
| 2024 | 121.00 | 153.97 | 1.27 | + |
| 2025 | -2.89 | -5.84 | 2.02 | - |
| Metric | 11311786:btcusd:triple_gx:kama90_90_80 | 11311786:BTCUSD |
|---|---|---|
| MTD | 0.0% | 0.3% |
| 3M | -2.52% | -17.75% |
| 6M | 9.78% | -14.17% |
| YTD | -5.84% | -2.89% |
| 1Y | -10.56% | -9.28% |
| 3Y (ann.) | 52.96% | 75.17% |
| 5Y (ann.) | 35.4% | 18.45% |
| Metric | 11311786:btcusd:triple_gx:kama90_90_80 | 11311786:BTCUSD |
|---|---|---|
| Max Drawdown | -26.66% | -66.98% |
| Longest DD Days | 375.0 | 769.0 |
| Avg. Drawdown | -5.68% | -9.44% |
| Avg. Drawdown Days | 35.0 | 55.0 |
| Recovery Factor | 8.65 | 1.42 |
| Ulcer Index | 1.01 | 1.02 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-18 | 2025-12-08 | -26.66 | 355 |
| 2024-07-29 | 2024-09-18 | -20.83 | 51 |
| 2022-01-02 | 2023-01-12 | -19.72 | 375 |
| 2023-04-01 | 2023-12-05 | -19.45 | 248 |
| 2024-03-12 | 2024-07-13 | -19.19 | 123 |
| 2023-02-21 | 2023-03-16 | -18.60 | 23 |
| 2024-01-09 | 2024-02-07 | -9.10 | 29 |
| 2023-01-30 | 2023-02-15 | -8.91 | 16 |
| 2024-09-29 | 2024-10-14 | -8.47 | 15 |
| 2023-12-09 | 2024-01-08 | -7.69 | 30 |
| Metric | 11311786:btcusd:triple_gx:kama90_90_80 | 11311786:BTCUSD |
|---|---|---|
| Best Day | 11.69% | 14.52% |
| Worst Day | -9.95% | -15.42% |
| Best Week | 35.75% | 35.75% |
| Worst Week | -12.13% | -29.64% |
| Best Month | 37.42% | 43.77% |
| Worst Month | -14.98% | -37.12% |
| Best Year | 153.97% | 155.54% |
| Worst Year | -8.88% | -64.22% |
| Avg. Up Day | 2.0% | 2.0% |
| Avg. Down Day | -1.52% | -1.59% |
| Avg. Up Week | 5.41% | 5.78% |
| Avg. Down Week | -3.51% | -3.74% |
| Avg. Up Month | 13.19% | 14.4% |
| Avg. Down Month | -5.63% | -9.76% |
| Win Days % | 48.66% | 49.55% |
| Win Month % | 50.0% | 57.14% |
| Win Week % | 53.57% | 50.48% |
| Win Quarter % | 47.06% | 47.06% |
| Win Year % | 40.0% | 40.0% |