| Metric | 2232996:btcusd:double_gx:kama75_60 | 2232996:BTCUSD |
|---|---|---|
| Time in Market | 21.0% | 100.0% |
| Cumulative Return | 22.63% | 297.13% |
| Max Drawdown | -31.21% | -32.34% |
| Sharpe | 0.13 | 0.39 |
| Sortino | 0.19 | 0.55 |
| Payoff Ratio | 1.08 | 1.11 |
| Profit Factor | 1.05 | 1.06 |
| Common Sense Ratio | 1.14 | 1.1 |
| CPC Index | 0.55 | 0.6 |
| Tail Ratio | 1.08 | 1.03 |
| Outlier Win Ratio | 29.16 | 3.44 |
| Outlier Loss Ratio | 3.56 | 3.44 |
| Volatility (ann.) | 4.79% | 10.47% |
| R^2 | 0.21 | 0.21 |
| Calmar | 0.42 | 4.04 |
| Skew | 0.44 | -0.02 |
| Kurtosis | 58.9 | 9.13 |
| Expected Daily % | 0.0% | 0.01% |
| Expected Monthly % | 1.03% | 7.14% |
| Expected Yearly % | 7.04% | 58.36% |
| Kelly Criterion | 0.64% | 6.87% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.41% | -0.89% |
| Expected Shortfall (cVaR) | -0.41% | -0.89% |
| Year | 2232996:BTCUSD | 2232996:btcusd:double_gx:kama75_60 | Multiplier | Won |
|---|---|---|---|---|
| 2023 | 54.10 | 14.05 | 0.26 | - |
| 2024 | 121.00 | 34.98 | 0.29 | - |
| 2025 | 16.61 | -20.35 | -1.23 | - |
| Metric | 2232996:btcusd:double_gx:kama75_60 | 2232996:BTCUSD |
|---|---|---|
| MTD | 2.72% | 15.58% |
| 3M | -7.58% | 22.89% |
| 6M | -23.8% | 17.06% |
| YTD | -20.35% | 16.61% |
| 1Y | -17.08% | 56.92% |
| 3Y (ann.) | 13.17% | 130.75% |
| 5Y (ann.) | 13.17% | 130.75% |
| Metric | 2232996:btcusd:double_gx:kama75_60 | 2232996:BTCUSD |
|---|---|---|
| Max Drawdown | -31.21% | -32.34% |
| Longest DD Days | 275.0 | 236.0 |
| Avg. Drawdown | -2.31% | -2.26% |
| Avg. Drawdown Days | 14.0 | 4.0 |
| Recovery Factor | 0.73 | 9.19 |
| Ulcer Index | 1.02 | 1.0 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-05 | 2025-05-28 | -31.21 | 173 |
| 2024-03-05 | 2024-12-05 | -22.11 | 275 |
| 2023-11-09 | 2024-01-11 | -9.05 | 62 |
| 2024-02-13 | 2024-02-26 | -4.02 | 13 |
| 2024-02-28 | 2024-02-29 | -3.43 | 1 |
| 2023-10-24 | 2023-10-25 | -2.69 | 1 |
| 2024-03-01 | 2024-03-01 | -1.85 | 0 |
| 2024-01-28 | 2024-02-08 | -1.84 | 11 |
| 2023-10-26 | 2023-11-09 | -1.83 | 13 |
| 2024-02-29 | 2024-03-01 | -1.62 | 0 |
| Metric | 2232996:btcusd:double_gx:kama75_60 | 2232996:BTCUSD |
|---|---|---|
| Best Day | 5.23% | 5.23% |
| Worst Day | -4.69% | -4.9% |
| Best Week | 17.54% | 23.06% |
| Worst Week | -8.08% | -12.33% |
| Best Month | 16.76% | 43.77% |
| Worst Month | -14.04% | -17.69% |
| Best Year | 34.98% | 121.0% |
| Worst Year | -20.35% | 16.61% |
| Avg. Up Day | 0.38% | 0.4% |
| Avg. Down Day | -0.35% | -0.36% |
| Avg. Up Week | 3.62% | 8.37% |
| Avg. Down Week | -2.88% | -4.17% |
| Avg. Up Month | 6.96% | 16.83% |
| Avg. Down Month | -6.85% | -8.97% |
| Win Days % | 48.47% | 51.08% |
| Win Month % | 55.0% | 70.0% |
| Win Week % | 48.15% | 57.3% |
| Win Quarter % | 71.43% | 71.43% |
| Win Year % | 66.67% | 100.0% |