| Metric | 2232996:btcusd:double_gx:kama75_60 | 2232996:BTCUSD |
|---|---|---|
| Time in Market | 30.0% | 100.0% |
| Cumulative Return | 71.38% | 297.13% |
| Max Drawdown | -28.49% | -32.34% |
| Sharpe | 0.27 | 0.39 |
| Sortino | 0.39 | 0.55 |
| Payoff Ratio | 1.07 | 1.09 |
| Profit Factor | 1.08 | 1.06 |
| Common Sense Ratio | 1.25 | 1.1 |
| CPC Index | 0.57 | 0.59 |
| Tail Ratio | 1.16 | 1.03 |
| Outlier Win Ratio | 20.69 | 3.71 |
| Outlier Loss Ratio | 3.73 | 3.63 |
| Volatility (ann.) | 5.7% | 10.47% |
| R^2 | 0.3 | 0.3 |
| Calmar | 1.36 | 4.04 |
| Skew | 0.2 | -0.02 |
| Kurtosis | 36.1 | 9.13 |
| Expected Daily % | 0.0% | 0.01% |
| Expected Monthly % | 2.73% | 7.14% |
| Expected Yearly % | 19.67% | 58.36% |
| Kelly Criterion | 2.6% | 6.05% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.49% | -0.89% |
| Expected Shortfall (cVaR) | -0.49% | -0.89% |
| Year | 2232996:BTCUSD | 2232996:btcusd:double_gx:kama75_60 | Multiplier | Won |
|---|---|---|---|---|
| 2023 | 54.10 | 24.80 | 0.46 | - |
| 2024 | 121.00 | 48.73 | 0.40 | - |
| 2025 | 16.61 | -7.67 | -0.46 | - |
| Metric | 2232996:btcusd:double_gx:kama75_60 | 2232996:BTCUSD |
|---|---|---|
| MTD | 3.43% | 15.58% |
| 3M | 3.75% | 22.89% |
| 6M | -7.2% | 17.06% |
| YTD | -7.67% | 16.61% |
| 1Y | 12.55% | 56.92% |
| 3Y (ann.) | 38.63% | 130.75% |
| 5Y (ann.) | 38.63% | 130.75% |
| Metric | 2232996:btcusd:double_gx:kama75_60 | 2232996:BTCUSD |
|---|---|---|
| Max Drawdown | -28.49% | -32.34% |
| Longest DD Days | 252.0 | 236.0 |
| Avg. Drawdown | -2.37% | -2.26% |
| Avg. Drawdown Days | 10.0 | 4.0 |
| Recovery Factor | 2.51 | 9.19 |
| Ulcer Index | 1.02 | 1.0 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-23 | 2025-05-28 | -28.49 | 155 |
| 2024-03-05 | 2024-11-12 | -26.80 | 252 |
| 2023-12-05 | 2024-02-14 | -8.07 | 70 |
| 2023-11-09 | 2023-12-05 | -7.77 | 25 |
| 2024-12-05 | 2024-12-16 | -6.46 | 10 |
| 2024-02-14 | 2024-02-26 | -4.93 | 12 |
| 2024-11-13 | 2024-11-21 | -4.65 | 7 |
| 2024-11-12 | 2024-11-13 | -4.02 | 1 |
| 2024-02-28 | 2024-02-29 | -3.43 | 0 |
| 2023-10-24 | 2023-10-25 | -2.75 | 1 |
| Metric | 2232996:btcusd:double_gx:kama75_60 | 2232996:BTCUSD |
|---|---|---|
| Best Day | 5.23% | 5.23% |
| Worst Day | -4.69% | -4.9% |
| Best Week | 22.4% | 23.06% |
| Worst Week | -7.84% | -12.33% |
| Best Month | 27.17% | 43.77% |
| Worst Month | -12.76% | -17.69% |
| Best Year | 48.73% | 121.0% |
| Worst Year | -7.67% | 16.61% |
| Avg. Up Day | 0.38% | 0.39% |
| Avg. Down Day | -0.35% | -0.36% |
| Avg. Up Week | 3.86% | 7.27% |
| Avg. Down Week | -3.31% | -4.15% |
| Avg. Up Month | 10.74% | 19.54% |
| Avg. Down Month | -9.93% | -10.47% |
| Win Days % | 49.72% | 51.08% |
| Win Month % | 60.0% | 70.0% |
| Win Week % | 58.33% | 57.3% |
| Win Quarter % | 71.43% | 71.43% |
| Win Year % | 66.67% | 100.0% |