| Metric | 11367868:btcusd:triple_gx:kama150_150_140 | 11367868:BTCUSD |
|---|---|---|
| Time in Market | 69.0% | 100.0% |
| Cumulative Return | 316.0% | 773.94% |
| Max Drawdown | -75.45% | -76.67% |
| Sharpe | 0.84 | 1.04 |
| Sortino | 1.26 | 1.56 |
| Payoff Ratio | 1.15 | 1.13 |
| Profit Factor | 1.17 | 1.17 |
| Common Sense Ratio | 1.33 | 1.21 |
| CPC Index | 0.68 | 0.67 |
| Tail Ratio | 1.13 | 1.03 |
| Outlier Win Ratio | 8.01 | 4.13 |
| Outlier Loss Ratio | 4.12 | 3.92 |
| Volatility (ann.) | 50.52% | 61.01% |
| R^2 | 0.68 | 0.68 |
| Calmar | 0.45 | 0.74 |
| Skew | 0.27 | 0.11 |
| Kurtosis | 7.87 | 3.52 |
| Expected Daily % | 0.08% | 0.12% |
| Expected Monthly % | 2.45% | 3.74% |
| Expected Yearly % | 26.82% | 43.52% |
| Kelly Criterion | 6.82% | 7.11% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -4.23% | -5.08% |
| Expected Shortfall (cVaR) | -4.23% | -5.08% |
| Year | 11367868:BTCUSD | 11367868:btcusd:triple_gx:kama150_150_140 | Multiplier | Won |
|---|---|---|---|---|
| 2020 | 207.62 | 136.39 | 0.66 | - |
| 2021 | 59.34 | 28.82 | 0.49 | - |
| 2022 | -64.22 | -54.32 | 0.85 | + |
| 2023 | 155.54 | 49.73 | 0.32 | - |
| 2024 | 121.00 | 126.38 | 1.04 | + |
| 2025 | -11.78 | -11.78 | 1.00 | + |
| Metric | 11367868:btcusd:triple_gx:kama150_150_140 | 11367868:BTCUSD |
|---|---|---|
| MTD | -2.3% | -2.3% |
| 3M | -12.54% | -12.54% |
| 6M | 25.19% | 25.19% |
| YTD | -11.78% | -11.78% |
| 1Y | 17.2% | 17.82% |
| 3Y (ann.) | 17.29% | 20.15% |
| 5Y (ann.) | 34.26% | 56.53% |
| Metric | 11367868:btcusd:triple_gx:kama150_150_140 | 11367868:BTCUSD |
|---|---|---|
| Max Drawdown | -75.45% | -76.67% |
| Longest DD Days | 1286.0 | 846.0 |
| Avg. Drawdown | -8.45% | -9.2% |
| Avg. Drawdown Days | 54.0 | 39.0 |
| Recovery Factor | 4.19 | 10.09 |
| Ulcer Index | inf | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2021-05-16 | 2024-11-22 | -75.45 | 1286 |
| 2025-01-22 | 2025-03-30 | -26.00 | 67 |
| 2021-01-09 | 2021-02-08 | -25.23 | 30 |
| 2021-02-22 | 2021-03-11 | -21.27 | 17 |
| 2020-08-18 | 2020-10-21 | -17.52 | 64 |
| 2024-12-18 | 2025-01-21 | -12.80 | 34 |
| 2020-11-25 | 2020-11-30 | -10.45 | 5 |
| 2020-12-01 | 2020-12-16 | -8.43 | 15 |
| 2020-06-23 | 2020-07-27 | -8.19 | 34 |
| 2024-11-23 | 2024-12-06 | -7.17 | 13 |
| Metric | 11367868:btcusd:triple_gx:kama150_150_140 | 11367868:BTCUSD |
|---|---|---|
| Best Day | 19.48% | 19.48% |
| Worst Day | -15.42% | -15.42% |
| Best Week | 38.59% | 38.59% |
| Worst Week | -22.36% | -29.64% |
| Best Month | 44.96% | 47.19% |
| Worst Month | -26.23% | -37.12% |
| Best Year | 136.39% | 207.62% |
| Worst Year | -54.32% | -64.22% |
| Avg. Up Day | 2.29% | 2.3% |
| Avg. Down Day | -1.99% | -2.04% |
| Avg. Up Week | 7.27% | 7.45% |
| Avg. Down Week | -4.94% | -5.28% |
| Avg. Up Month | 16.04% | 18.83% |
| Avg. Down Month | -10.06% | -11.6% |
| Win Days % | 50.08% | 50.77% |
| Win Month % | 52.94% | 57.63% |
| Win Week % | 48.68% | 52.14% |
| Win Quarter % | 45.0% | 55.0% |
| Win Year % | 66.67% | 66.67% |