| Metric | 11313188:btcusd:triple_gx:kama90_90_85 | 11313188:BTCUSD |
|---|---|---|
| Time in Market | 54.0% | 100.0% |
| Cumulative Return | 150.0% | 95.02% |
| Max Drawdown | -45.06% | -66.98% |
| Sharpe | 0.82 | 0.59 |
| Sortino | 1.27 | 0.86 |
| Payoff Ratio | 1.21 | 1.2 |
| Profit Factor | 1.18 | 1.09 |
| Common Sense Ratio | 1.37 | 1.22 |
| CPC Index | 0.7 | 0.65 |
| Tail Ratio | 1.16 | 1.12 |
| Outlier Win Ratio | 10.44 | 3.88 |
| Outlier Loss Ratio | 3.97 | 3.65 |
| Volatility (ann.) | 36.76% | 52.09% |
| R^2 | 0.5 | 0.5 |
| Calmar | 0.58 | 0.28 |
| Skew | 0.69 | 0.03 |
| Kurtosis | 8.24 | 4.35 |
| Expected Daily % | 0.06% | 0.05% |
| Expected Monthly % | 1.89% | 1.37% |
| Expected Yearly % | 20.11% | 14.29% |
| Kelly Criterion | 6.65% | 7.46% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -3.08% | -4.4% |
| Expected Shortfall (cVaR) | -3.08% | -4.4% |
| Year | 11313188:BTCUSD | 11313188:btcusd:triple_gx:kama90_90_85 | Multiplier | Won |
|---|---|---|---|---|
| 2021 | -0.62 | -0.62 | 1.00 | - |
| 2022 | -64.22 | -40.45 | 0.63 | + |
| 2023 | 155.54 | 78.74 | 0.51 | - |
| 2024 | 121.00 | 140.48 | 1.16 | + |
| 2025 | -2.89 | -1.71 | 0.59 | + |
| Metric | 11313188:btcusd:triple_gx:kama90_90_85 | 11313188:BTCUSD |
|---|---|---|
| MTD | 0.0% | 0.3% |
| 3M | 6.35% | -17.75% |
| 6M | 19.88% | -14.17% |
| YTD | -1.71% | -2.89% |
| 1Y | -7.54% | -9.28% |
| 3Y (ann.) | 60.59% | 75.17% |
| 5Y (ann.) | 26.14% | 18.45% |
| Metric | 11313188:btcusd:triple_gx:kama90_90_85 | 11313188:BTCUSD |
|---|---|---|
| Max Drawdown | -45.06% | -66.98% |
| Longest DD Days | 701.0 | 769.0 |
| Avg. Drawdown | -7.03% | -9.44% |
| Avg. Drawdown Days | 47.0 | 55.0 |
| Recovery Factor | 3.33 | 1.42 |
| Ulcer Index | 1.02 | 1.02 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2022-01-02 | 2023-12-04 | -45.06 | 701 |
| 2025-01-22 | 2025-12-08 | -31.53 | 320 |
| 2024-03-12 | 2024-07-19 | -22.35 | 129 |
| 2024-07-29 | 2024-09-20 | -20.83 | 53 |
| 2024-12-18 | 2025-01-21 | -11.59 | 34 |
| 2024-01-09 | 2024-02-07 | -9.33 | 29 |
| 2024-09-29 | 2024-10-14 | -8.47 | 15 |
| 2024-11-23 | 2024-12-06 | -7.17 | 13 |
| 2024-10-30 | 2024-11-06 | -6.76 | 7 |
| 2023-12-09 | 2024-01-01 | -6.71 | 23 |
| Metric | 11313188:btcusd:triple_gx:kama90_90_85 | 11313188:BTCUSD |
|---|---|---|
| Best Day | 11.89% | 14.52% |
| Worst Day | -10.43% | -15.42% |
| Best Week | 35.75% | 35.75% |
| Worst Week | -15.37% | -29.64% |
| Best Month | 37.62% | 43.77% |
| Worst Month | -19.35% | -37.12% |
| Best Year | 140.48% | 155.54% |
| Worst Year | -40.45% | -64.22% |
| Avg. Up Day | 2.01% | 2.02% |
| Avg. Down Day | -1.66% | -1.68% |
| Avg. Up Week | 5.54% | 6.03% |
| Avg. Down Week | -4.3% | -4.32% |
| Avg. Up Month | 14.88% | 14.77% |
| Avg. Down Month | -8.86% | -9.66% |
| Win Days % | 48.9% | 49.55% |
| Win Month % | 50.0% | 57.14% |
| Win Week % | 52.71% | 50.48% |
| Win Quarter % | 52.94% | 47.06% |
| Win Year % | 40.0% | 40.0% |