| Metric | 2232996:btcusd:double_gx:kama75_60 | 2232996:BTCUSD |
|---|---|---|
| Time in Market | 38.0% | 100.0% |
| Cumulative Return | -13.83% | 72.92% |
| Max Drawdown | -24.65% | -27.95% |
| Sharpe | -0.58 | 1.17 |
| Sortino | -0.77 | 1.8 |
| Payoff Ratio | 0.88 | 1.52 |
| Profit Factor | 0.87 | 1.18 |
| Common Sense Ratio | 0.89 | 1.32 |
| CPC Index | 0.36 | 0.92 |
| Tail Ratio | 1.02 | 1.11 |
| Outlier Win Ratio | 21.95 | 2.65 |
| Outlier Loss Ratio | 4.27 | 2.67 |
| Volatility (ann.) | 18.65% | 49.91% |
| R^2 | 0.15 | 0.15 |
| Calmar | -0.48 | 2.09 |
| Skew | -0.66 | 0.35 |
| Kurtosis | 9.42 | 1.47 |
| Expected Daily % | -0.03% | 0.13% |
| Expected Monthly % | -0.99% | 3.72% |
| Expected Yearly % | -7.17% | 31.5% |
| Kelly Criterion | -13.57% | 19.01% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.64% | -4.14% |
| Expected Shortfall (cVaR) | -1.64% | -4.14% |
| Year | 2232996:BTCUSD | 2232996:btcusd:double_gx:kama75_60 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 46.07 | 1.40 | 0.03 | - |
| 2025 | 18.38 | -15.02 | -0.82 | - |
| Metric | 2232996:btcusd:double_gx:kama75_60 | 2232996:BTCUSD |
|---|---|---|
| MTD | 1.64% | 15.52% |
| 3M | -9.79% | 13.51% |
| 6M | -18.01% | 11.68% |
| YTD | -15.02% | 18.38% |
| 1Y | -17.65% | 58.86% |
| 3Y (ann.) | -11.77% | 58.5% |
| 5Y (ann.) | -11.77% | 58.5% |
| Metric | 2232996:btcusd:double_gx:kama75_60 | 2232996:BTCUSD |
|---|---|---|
| Max Drawdown | -24.65% | -27.95% |
| Longest DD Days | 209.0 | 203.0 |
| Avg. Drawdown | -7.51% | -6.81% |
| Avg. Drawdown Days | 60.0 | 29.0 |
| Recovery Factor | -0.56 | 2.61 |
| Ulcer Index | inf | 1.03 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-17 | 2025-05-28 | -24.65 | 162 |
| 2024-05-15 | 2024-12-10 | -18.25 | 209 |
| 2024-04-01 | 2024-04-17 | -3.12 | 16 |
| 2024-04-18 | 2024-05-05 | -3.07 | 17 |
| 2024-12-11 | 2024-12-16 | -1.95 | 5 |
| 2024-05-08 | 2024-05-14 | -0.78 | 6 |
| 2024-03-21 | 2024-03-26 | -0.73 | 5 |
| Metric | 2232996:btcusd:double_gx:kama75_60 | 2232996:BTCUSD |
|---|---|---|
| Best Day | 4.08% | 10.7% |
| Worst Day | -5.74% | -7.85% |
| Best Week | 7.18% | 15.55% |
| Worst Week | -5.93% | -14.34% |
| Best Month | 9.22% | 34.46% |
| Worst Month | -11.53% | -19.77% |
| Best Year | 1.4% | 46.07% |
| Worst Year | -15.02% | 18.38% |
| Avg. Up Day | 1.28% | 2.78% |
| Avg. Down Day | -1.46% | -1.83% |
| Avg. Up Week | 1.86% | 5.44% |
| Avg. Down Week | -2.74% | -5.06% |
| Avg. Up Month | 3.76% | 14.56% |
| Avg. Down Month | -4.29% | -9.5% |
| Win Days % | 46.95% | 51.15% |
| Win Month % | 40.0% | 60.0% |
| Win Week % | 45.0% | 59.38% |
| Win Quarter % | 50.0% | 66.67% |
| Win Year % | 50.0% | 100.0% |