| Metric | 2232996:btcusd:double_gx:kama75_60 | 2232996:BTCUSD |
|---|---|---|
| Time in Market | 18.0% | 100.0% |
| Cumulative Return | -12.63% | 71.33% |
| Max Drawdown | -22.04% | -31.17% |
| Sharpe | -0.09 | 0.23 |
| Sortino | -0.14 | 0.32 |
| Payoff Ratio | 1.06 | 1.1 |
| Profit Factor | 0.96 | 1.04 |
| Common Sense Ratio | 0.9 | 1.04 |
| CPC Index | 0.48 | 0.58 |
| Tail Ratio | 0.93 | 1.0 |
| Outlier Win Ratio | 37.29 | 3.27 |
| Outlier Loss Ratio | 3.58 | 3.27 |
| Volatility (ann.) | 4.13% | 10.71% |
| R^2 | 0.15 | 0.15 |
| Calmar | -0.49 | 1.84 |
| Skew | 0.72 | -0.07 |
| Kurtosis | 52.56 | 9.1 |
| Expected Daily % | -0.0% | 0.01% |
| Expected Monthly % | -0.9% | 3.65% |
| Expected Yearly % | -6.53% | 30.89% |
| Kelly Criterion | -3.78% | 6.09% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.36% | -0.92% |
| Expected Shortfall (cVaR) | -0.36% | -0.92% |
| Year | 2232996:BTCUSD | 2232996:btcusd:double_gx:kama75_60 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 46.93 | 0.92 | 0.02 | - |
| 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.) | -10.74% | 57.27% |
| 5Y (ann.) | -10.74% | 57.27% |
| Metric | 2232996:btcusd:double_gx:kama75_60 | 2232996:BTCUSD |
|---|---|---|
| Max Drawdown | -22.04% | -31.17% |
| Longest DD Days | 379.0 | 204.0 |
| Avg. Drawdown | -5.41% | -3.46% |
| Avg. Drawdown Days | 61.0 | 9.0 |
| Recovery Factor | -0.57 | 2.29 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-05-13 | 2025-05-28 | -22.04 | 379 |
| 2024-03-25 | 2024-05-04 | -6.46 | 39 |
| 2024-03-19 | 2024-03-25 | -4.71 | 5 |
| 2024-05-07 | 2024-05-13 | -1.48 | 5 |
| 2024-05-04 | 2024-05-07 | -1.46 | 2 |
| 2024-03-19 | 2024-03-19 | -1.16 | 0 |
| 2024-05-13 | 2024-05-13 | -0.56 | 0 |
| Metric | 2232996:btcusd:double_gx:kama75_60 | 2232996:BTCUSD |
|---|---|---|
| Best Day | 3.42% | 5.11% |
| Worst Day | -3.06% | -4.9% |
| Best Week | 7.3% | 18.93% |
| Worst Week | -8.0% | -12.33% |
| Best Month | 10.74% | 37.42% |
| Worst Month | -11.55% | -17.69% |
| Best Year | 0.92% | 46.93% |
| Worst Year | -13.43% | 16.61% |
| Avg. Up Day | 0.37% | 0.39% |
| Avg. Down Day | -0.35% | -0.36% |
| Avg. Up Week | 2.37% | 6.8% |
| Avg. Down Week | -2.59% | -3.69% |
| Avg. Up Month | 3.53% | 15.79% |
| Avg. Down Month | -5.05% | -10.35% |
| Win Days % | 46.62% | 50.79% |
| Win Month % | 46.67% | 60.0% |
| Win Week % | 45.0% | 53.12% |
| Win Quarter % | 33.33% | 66.67% |
| Win Year % | 50.0% | 100.0% |