| Metric | 2232996:btcusd:double_gx:kama75_60 | 2232996:BTCUSD |
|---|---|---|
| Time in Market | 25.0% | 100.0% |
| Cumulative Return | 34.98% | 297.13% |
| Max Drawdown | -31.59% | -32.34% |
| Sharpe | 0.17 | 0.39 |
| Sortino | 0.25 | 0.55 |
| Payoff Ratio | 1.07 | 1.09 |
| Profit Factor | 1.06 | 1.06 |
| Common Sense Ratio | 1.13 | 1.1 |
| CPC Index | 0.55 | 0.59 |
| Tail Ratio | 1.07 | 1.03 |
| Outlier Win Ratio | 24.62 | 3.56 |
| Outlier Loss Ratio | 3.63 | 3.53 |
| Volatility (ann.) | 5.2% | 10.47% |
| R^2 | 0.25 | 0.25 |
| Calmar | 0.63 | 4.04 |
| Skew | 0.25 | -0.02 |
| Kurtosis | 46.31 | 9.13 |
| Expected Daily % | 0.0% | 0.01% |
| Expected Monthly % | 1.51% | 7.14% |
| Expected Yearly % | 10.51% | 58.36% |
| Kelly Criterion | 1.32% | 6.32% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.45% | -0.89% |
| Expected Shortfall (cVaR) | -0.45% | -0.89% |
| Year | 2232996:BTCUSD | 2232996:btcusd:double_gx:kama75_60 | Multiplier | Won |
|---|---|---|---|---|
| 2023 | 54.10 | 13.40 | 0.25 | - |
| 2024 | 121.00 | 36.46 | 0.30 | - |
| 2025 | 16.61 | -12.77 | -0.77 | - |
| Metric | 2232996:btcusd:double_gx:kama75_60 | 2232996:BTCUSD |
|---|---|---|
| MTD | 3.62% | 15.58% |
| 3M | -1.76% | 22.89% |
| 6M | -18.81% | 17.06% |
| YTD | -12.77% | 16.61% |
| 1Y | -10.0% | 56.92% |
| 3Y (ann.) | 19.94% | 130.75% |
| 5Y (ann.) | 19.94% | 130.75% |
| Metric | 2232996:btcusd:double_gx:kama75_60 | 2232996:BTCUSD |
|---|---|---|
| Max Drawdown | -31.59% | -32.34% |
| Longest DD Days | 253.0 | 236.0 |
| Avg. Drawdown | -2.46% | -2.26% |
| Avg. Drawdown Days | 13.0 | 4.0 |
| Recovery Factor | 1.11 | 9.19 |
| Ulcer Index | 1.02 | 1.0 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-05 | 2025-05-28 | -31.59 | 173 |
| 2024-03-05 | 2024-11-13 | -21.48 | 253 |
| 2023-11-09 | 2024-02-09 | -10.21 | 91 |
| 2024-02-13 | 2024-02-26 | -5.87 | 13 |
| 2024-11-13 | 2024-11-21 | -4.65 | 7 |
| 2024-02-28 | 2024-02-29 | -3.43 | 0 |
| 2023-10-24 | 2023-10-25 | -2.75 | 1 |
| 2024-11-29 | 2024-12-05 | -2.23 | 5 |
| 2024-11-21 | 2024-11-29 | -2.17 | 7 |
| 2023-10-26 | 2023-11-09 | -2.09 | 13 |
| Metric | 2232996:btcusd:double_gx:kama75_60 | 2232996:BTCUSD |
|---|---|---|
| Best Day | 5.23% | 5.23% |
| Worst Day | -4.69% | -4.9% |
| Best Week | 20.6% | 23.06% |
| Worst Week | -7.82% | -12.33% |
| Best Month | 20.57% | 43.77% |
| Worst Month | -12.75% | -17.69% |
| Best Year | 36.46% | 121.0% |
| Worst Year | -12.77% | 16.61% |
| Avg. Up Day | 0.38% | 0.4% |
| Avg. Down Day | -0.35% | -0.36% |
| Avg. Up Week | 4.3% | 7.76% |
| Avg. Down Week | -3.32% | -4.36% |
| Avg. Up Month | 8.48% | 18.42% |
| Avg. Down Month | -6.66% | -8.97% |
| Win Days % | 49.03% | 51.08% |
| Win Month % | 50.0% | 70.0% |
| Win Week % | 50.62% | 57.3% |
| Win Quarter % | 57.14% | 71.43% |
| Win Year % | 66.67% | 100.0% |