| Metric | 11314778:btcusd:triple_gx:kama95_130_90 | 11314778:BTCUSD |
|---|---|---|
| Time in Market | 35.0% | 100.0% |
| Cumulative Return | -1.2% | 38.97% |
| Max Drawdown | -27.4% | -26.0% |
| Sharpe | 0.1 | 0.98 |
| Sortino | 0.14 | 1.54 |
| Payoff Ratio | 1.1 | 1.06 |
| Profit Factor | 1.03 | 1.15 |
| Common Sense Ratio | 1.19 | 1.29 |
| CPC Index | 0.54 | 0.61 |
| Tail Ratio | 1.17 | 1.12 |
| Outlier Win Ratio | 16.39 | 3.2 |
| Outlier Loss Ratio | 3.05 | 3.13 |
| Volatility (ann.) | 29.31% | 50.48% |
| R^2 | 0.34 | 0.34 |
| Calmar | -0.05 | 1.71 |
| Skew | 0.03 | 0.59 |
| Kurtosis | 10.64 | 2.47 |
| Expected Daily % | -0.0% | 0.1% |
| Expected Monthly % | -0.11% | 3.04% |
| Expected Yearly % | -0.6% | 17.89% |
| Kelly Criterion | 1.18% | 2.39% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.52% | -4.21% |
| Expected Shortfall (cVaR) | -2.52% | -4.21% |
| Year | 11314778:BTCUSD | 11314778:btcusd:triple_gx:kama95_130_90 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 48.38 | 12.18 | 0.25 | - |
| 2025 | -6.34 | -11.93 | 1.88 | - |
| Metric | 11314778:btcusd:triple_gx:kama95_130_90 | 11314778:BTCUSD |
|---|---|---|
| MTD | -0.57% | 3.72% |
| 3M | -13.54% | -8.05% |
| 6M | -1.2% | 37.53% |
| YTD | -11.93% | -6.34% |
| 1Y | -1.2% | 38.97% |
| 3Y (ann.) | -1.34% | 44.56% |
| 5Y (ann.) | -1.34% | 44.56% |
| Metric | 11314778:btcusd:triple_gx:kama95_130_90 | 11314778:BTCUSD |
|---|---|---|
| Max Drawdown | -27.4% | -26.0% |
| Longest DD Days | 97.0 | 161.0 |
| Avg. Drawdown | -3.94% | -6.87% |
| Avg. Drawdown Days | 11.0 | 21.0 |
| Recovery Factor | -0.04 | 1.5 |
| Ulcer Index | inf | 1.04 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-18 | 2025-03-25 | -27.40 | 97 |
| 2024-12-09 | 2024-12-11 | -4.46 | 2 |
| 2024-11-14 | 2024-11-15 | -3.48 | 1 |
| 2024-12-05 | 2024-12-06 | -1.72 | 1 |
| 2024-11-30 | 2024-12-04 | -1.67 | 4 |
| 2024-11-23 | 2024-11-27 | -1.61 | 4 |
| 2024-11-16 | 2024-11-19 | -1.29 | 3 |
| 2024-12-12 | 2024-12-13 | -1.16 | 1 |
| 2024-11-28 | 2024-11-29 | -0.30 | 1 |
| 2024-11-12 | 2024-11-13 | -0.18 | 1 |
| Metric | 11314778:btcusd:triple_gx:kama95_130_90 | 11314778:BTCUSD |
|---|---|---|
| Best Day | 9.59% | 11.89% |
| Worst Day | -8.6% | -8.6% |
| Best Week | 8.75% | 18.93% |
| Worst Week | -12.33% | -12.33% |
| Best Month | 15.92% | 37.42% |
| Worst Month | -13.89% | -17.69% |
| Best Year | 12.18% | 48.38% |
| Worst Year | -11.93% | -6.34% |
| Avg. Up Day | 1.99% | 1.99% |
| Avg. Down Day | -1.81% | -1.88% |
| Avg. Up Week | 3.49% | 5.71% |
| Avg. Down Week | -3.87% | -4.07% |
| Avg. Up Month | 9.39% | 23.56% |
| Avg. Down Month | -8.56% | -10.46% |
| Win Days % | 48.21% | 49.69% |
| Win Month % | 40.0% | 63.64% |
| Win Week % | 52.63% | 52.08% |
| Win Quarter % | 50.0% | 50.0% |
| Win Year % | 50.0% | 50.0% |