| Metric | 11515658:btcusd:triple_med_gx:kama20_10 | 11515658:BTCUSD |
|---|---|---|
| Time in Market | 13.0% | 100.0% |
| Cumulative Return | 9.13% | 108.98% |
| Max Drawdown | -26.94% | -67.18% |
| Sharpe | 0.12 | 0.35 |
| Sortino | 0.19 | 0.5 |
| Payoff Ratio | 1.24 | 1.22 |
| Profit Factor | 1.06 | 1.06 |
| Common Sense Ratio | 0.21 | 1.03 |
| CPC Index | 0.57 | 0.66 |
| Tail Ratio | 0.2 | 0.97 |
| Outlier Win Ratio | 52.55 | 3.16 |
| Outlier Loss Ratio | 4.06 | 3.17 |
| Volatility (ann.) | 8.94% | 26.82% |
| R^2 | 0.11 | 0.11 |
| Calmar | 0.1 | 0.38 |
| Skew | 2.77 | 0.16 |
| Kurtosis | 97.82 | 6.11 |
| Expected Daily % | 0.0% | 0.02% |
| Expected Monthly % | 0.22% | 1.91% |
| Expected Yearly % | 2.21% | 20.23% |
| Kelly Criterion | -2.56% | 10.79% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.77% | -2.28% |
| Expected Shortfall (cVaR) | -0.77% | -2.28% |
| Year | 11515658:BTCUSD | 11515658:btcusd:triple_med_gx:kama20_10 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -60.74 | 7.15 | -0.12 | + |
| 2023 | 155.54 | 3.94 | 0.03 | - |
| 2024 | 121.00 | 6.23 | 0.05 | - |
| 2025 | -5.74 | -7.75 | 1.35 | - |
| Metric | 11515658:btcusd:triple_med_gx:kama20_10 | 11515658:BTCUSD |
|---|---|---|
| MTD | -3.21% | 4.38% |
| 3M | -7.75% | -10.75% |
| 6M | -10.64% | 38.92% |
| YTD | -7.75% | -5.74% |
| 1Y | -11.05% | 25.9% |
| 3Y (ann.) | -1.43% | 25.65% |
| 5Y (ann.) | 2.76% | 25.83% |
| Metric | 11515658:btcusd:triple_med_gx:kama20_10 | 11515658:BTCUSD |
|---|---|---|
| Max Drawdown | -26.94% | -67.18% |
| Longest DD Days | 734.0 | 683.0 |
| Avg. Drawdown | -4.42% | -7.39% |
| Avg. Drawdown Days | 66.0 | 35.0 |
| Recovery Factor | 0.34 | 1.62 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-07-22 | 2025-03-26 | -26.94 | 247 |
| 2022-03-01 | 2024-03-04 | -19.18 | 734 |
| 2024-03-05 | 2024-03-10 | -6.30 | 5 |
| 2022-01-12 | 2022-02-24 | -4.61 | 43 |
| 2022-02-27 | 2022-02-28 | -4.53 | 1 |
| 2022-02-26 | 2022-02-27 | -1.87 | 0 |
| 2024-07-15 | 2024-07-21 | -1.66 | 6 |
| 2024-03-10 | 2024-03-11 | -1.61 | 0 |
| 2024-03-11 | 2024-04-08 | -1.16 | 27 |
| 2024-05-05 | 2024-05-05 | -0.86 | 0 |
| Metric | 11515658:btcusd:triple_med_gx:kama20_10 | 11515658:BTCUSD |
|---|---|---|
| Best Day | 8.99% | 9.33% |
| Worst Day | -6.51% | -9.32% |
| Best Week | 9.65% | 35.75% |
| Worst Week | -7.85% | -29.64% |
| Best Month | 17.11% | 43.77% |
| Worst Month | -8.91% | -37.12% |
| Best Year | 7.15% | 155.54% |
| Worst Year | -7.75% | -60.74% |
| Avg. Up Day | 0.97% | 0.99% |
| Avg. Down Day | -0.78% | -0.82% |
| Avg. Up Week | 1.98% | 8.52% |
| Avg. Down Week | -2.39% | -5.76% |
| Avg. Up Month | 4.1% | 16.41% |
| Avg. Down Month | -3.06% | -11.94% |
| Win Days % | 43.29% | 51.05% |
| Win Month % | 47.06% | 58.97% |
| Win Week % | 50.0% | 49.71% |
| Win Quarter % | 53.85% | 53.85% |
| Win Year % | 75.0% | 50.0% |