| Metric | 11348314:btcusd:triple_gx:kama90_90_80 | 11348314:BTCUSD |
|---|---|---|
| Time in Market | 55.0% | 100.0% |
| Cumulative Return | 376.48% | 95.02% |
| Max Drawdown | -21.14% | -66.98% |
| Sharpe | 1.31 | 0.59 |
| Sortino | 2.15 | 0.86 |
| Payoff Ratio | 1.3 | 1.25 |
| Profit Factor | 1.31 | 1.09 |
| Common Sense Ratio | 1.69 | 1.22 |
| CPC Index | 0.85 | 0.68 |
| Tail Ratio | 1.29 | 1.12 |
| Outlier Win Ratio | 10.2 | 3.8 |
| Outlier Loss Ratio | 4.17 | 3.48 |
| Volatility (ann.) | 35.05% | 52.09% |
| R^2 | 0.46 | 0.46 |
| Calmar | 2.3 | 0.28 |
| Skew | 0.98 | 0.03 |
| Kurtosis | 8.1 | 4.35 |
| Expected Daily % | 0.11% | 0.05% |
| Expected Monthly % | 3.24% | 1.37% |
| Expected Yearly % | 36.65% | 14.29% |
| Kelly Criterion | 11.46% | 9.07% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.89% | -4.4% |
| Expected Shortfall (cVaR) | -2.89% | -4.4% |
| Year | 11348314:BTCUSD | 11348314:btcusd:triple_gx:kama90_90_80 | Multiplier | Won |
|---|---|---|---|---|
| 2021 | -0.62 | -0.62 | 1.00 | - |
| 2022 | -64.22 | -1.61 | 0.03 | + |
| 2023 | 155.54 | 67.84 | 0.44 | - |
| 2024 | 121.00 | 174.50 | 1.44 | + |
| 2025 | -2.89 | 5.78 | -2.00 | + |
| Metric | 11348314:btcusd:triple_gx:kama90_90_80 | 11348314:BTCUSD |
|---|---|---|
| MTD | 0.0% | 0.3% |
| 3M | -0.82% | -17.75% |
| 6M | 10.41% | -14.17% |
| YTD | 5.78% | -2.89% |
| 1Y | -1.18% | -9.28% |
| 3Y (ann.) | 68.42% | 75.17% |
| 5Y (ann.) | 48.55% | 18.45% |
| Metric | 11348314:btcusd:triple_gx:kama90_90_80 | 11348314:BTCUSD |
|---|---|---|
| Max Drawdown | -21.14% | -66.98% |
| Longest DD Days | 320.0 | 769.0 |
| Avg. Drawdown | -5.56% | -9.44% |
| Avg. Drawdown Days | 29.0 | 55.0 |
| Recovery Factor | 17.81 | 1.42 |
| Ulcer Index | 1.01 | 1.02 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2023-07-04 | 2024-01-02 | -21.14 | 182 |
| 2024-07-29 | 2024-09-18 | -20.83 | 51 |
| 2025-01-22 | 2025-12-08 | -19.44 | 320 |
| 2024-03-12 | 2024-07-13 | -19.19 | 123 |
| 2023-02-21 | 2023-03-16 | -18.60 | 23 |
| 2022-09-13 | 2023-01-12 | -17.58 | 121 |
| 2023-05-06 | 2023-06-21 | -14.94 | 46 |
| 2022-01-02 | 2022-09-09 | -12.94 | 250 |
| 2024-12-18 | 2025-01-21 | -12.80 | 34 |
| 2023-01-30 | 2023-02-15 | -8.91 | 16 |
| Metric | 11348314:btcusd:triple_gx:kama90_90_80 | 11348314:BTCUSD |
|---|---|---|
| Best Day | 11.69% | 14.52% |
| Worst Day | -9.95% | -15.42% |
| Best Week | 35.75% | 35.75% |
| Worst Week | -12.68% | -29.64% |
| Best Month | 37.42% | 43.77% |
| Worst Month | -14.98% | -37.12% |
| Best Year | 174.5% | 155.54% |
| Worst Year | -1.61% | -64.22% |
| Avg. Up Day | 1.94% | 1.94% |
| Avg. Down Day | -1.49% | -1.56% |
| Avg. Up Week | 5.47% | 5.76% |
| Avg. Down Week | -3.18% | -3.62% |
| Avg. Up Month | 13.81% | 13.85% |
| Avg. Down Month | -6.46% | -9.59% |
| Win Days % | 49.87% | 49.55% |
| Win Month % | 58.82% | 57.14% |
| Win Week % | 53.12% | 50.48% |
| Win Quarter % | 62.5% | 47.06% |
| Win Year % | 60.0% | 40.0% |