| Metric | 2232996:btcusd:double_gx:kama75_60 | 2232996:BTCUSD |
|---|---|---|
| Time in Market | 17.0% | 100.0% |
| Cumulative Return | 26.6% | 297.13% |
| Max Drawdown | -22.04% | -32.34% |
| Sharpe | 0.16 | 0.39 |
| Sortino | 0.25 | 0.55 |
| Payoff Ratio | 1.13 | 1.16 |
| Profit Factor | 1.07 | 1.06 |
| Common Sense Ratio | 0.97 | 1.1 |
| CPC Index | 0.57 | 0.63 |
| Tail Ratio | 0.91 | 1.03 |
| Outlier Win Ratio | 36.64 | 3.3 |
| Outlier Loss Ratio | 3.51 | 3.28 |
| Volatility (ann.) | 4.14% | 10.47% |
| R^2 | 0.16 | 0.16 |
| Calmar | 0.7 | 4.04 |
| Skew | 2.13 | -0.02 |
| Kurtosis | 70.7 | 9.13 |
| Expected Daily % | 0.0% | 0.01% |
| Expected Monthly % | 1.19% | 7.14% |
| Expected Yearly % | 8.18% | 58.36% |
| Kelly Criterion | 1.09% | 9.03% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.35% | -0.89% |
| Expected Shortfall (cVaR) | -0.35% | -0.89% |
| Year | 2232996:BTCUSD | 2232996:btcusd:double_gx:kama75_60 | Multiplier | Won |
|---|---|---|---|---|
| 2023 | 54.10 | 17.17 | 0.32 | - |
| 2024 | 121.00 | 24.81 | 0.20 | - |
| 2025 | 16.61 | -13.43 | -0.81 | - |
| Metric | 2232996:btcusd:double_gx:kama75_60 | 2232996:BTCUSD |
|---|---|---|
| MTD | 1.17% | 15.58% |
| 3M | -4.29% | 22.89% |
| 6M | -14.26% | 17.06% |
| YTD | -13.43% | 16.61% |
| 1Y | -14.92% | 56.92% |
| 3Y (ann.) | 15.37% | 130.75% |
| 5Y (ann.) | 15.37% | 130.75% |
| Metric | 2232996:btcusd:double_gx:kama75_60 | 2232996:BTCUSD |
|---|---|---|
| Max Drawdown | -22.04% | -32.34% |
| Longest DD Days | 379.0 | 236.0 |
| Avg. Drawdown | -1.67% | -2.26% |
| Avg. Drawdown Days | 13.0 | 4.0 |
| Recovery Factor | 1.21 | 9.19 |
| Ulcer Index | 1.02 | 1.0 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-05-13 | 2025-05-28 | -22.04 | 379 |
| 2024-03-25 | 2024-05-04 | -6.46 | 39 |
| 2023-11-14 | 2024-01-02 | -5.83 | 48 |
| 2024-03-11 | 2024-03-25 | -5.52 | 14 |
| 2024-02-28 | 2024-03-04 | -4.06 | 4 |
| 2024-02-13 | 2024-02-28 | -3.06 | 14 |
| 2023-10-24 | 2023-10-25 | -2.15 | 1 |
| 2024-01-28 | 2024-02-08 | -1.58 | 11 |
| 2024-01-13 | 2024-01-28 | -1.58 | 14 |
| 2023-10-26 | 2023-11-08 | -1.51 | 13 |
| Metric | 2232996:btcusd:double_gx:kama75_60 | 2232996:BTCUSD |
|---|---|---|
| Best Day | 5.23% | 5.23% |
| Worst Day | -3.06% | -4.9% |
| Best Week | 13.27% | 23.06% |
| Worst Week | -8.0% | -12.33% |
| Best Month | 16.8% | 43.77% |
| Worst Month | -11.55% | -17.69% |
| Best Year | 24.81% | 121.0% |
| Worst Year | -13.43% | 16.61% |
| Avg. Up Day | 0.39% | 0.41% |
| Avg. Down Day | -0.35% | -0.36% |
| Avg. Up Week | 3.08% | 7.71% |
| Avg. Down Week | -2.6% | -3.91% |
| Avg. Up Month | 6.17% | 18.2% |
| Avg. Down Month | -5.05% | -10.35% |
| Win Days % | 47.64% | 51.08% |
| Win Month % | 55.0% | 70.0% |
| Win Week % | 50.0% | 57.3% |
| Win Quarter % | 42.86% | 71.43% |
| Win Year % | 66.67% | 100.0% |