| Metric | 2232996:btcusd:double_gx:kama75_60 | 2232996:BTCUSD |
|---|---|---|
| Time in Market | 18.0% | 100.0% |
| Cumulative Return | -14.62% | 71.33% |
| Max Drawdown | -25.89% | -31.17% |
| Sharpe | -0.11 | 0.23 |
| Sortino | -0.16 | 0.32 |
| Payoff Ratio | 1.05 | 1.09 |
| Profit Factor | 0.96 | 1.04 |
| Common Sense Ratio | 0.97 | 1.04 |
| CPC Index | 0.47 | 0.57 |
| Tail Ratio | 1.01 | 1.0 |
| Outlier Win Ratio | 35.7 | 3.27 |
| Outlier Loss Ratio | 3.6 | 3.31 |
| Volatility (ann.) | 4.24% | 10.71% |
| R^2 | 0.16 | 0.16 |
| Calmar | -0.48 | 1.84 |
| Skew | 0.4 | -0.07 |
| Kurtosis | 51.78 | 9.1 |
| Expected Daily % | -0.0% | 0.01% |
| Expected Monthly % | -1.05% | 3.65% |
| Expected Yearly % | -7.6% | 30.89% |
| Kelly Criterion | -4.12% | 5.7% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.37% | -0.92% |
| Expected Shortfall (cVaR) | -0.37% | -0.92% |
| Year | 2232996:BTCUSD | 2232996:btcusd:double_gx:kama75_60 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 46.93 | 0.67 | 0.01 | - |
| 2025 | 16.61 | -15.19 | -0.91 | - |
| Metric | 2232996:btcusd:double_gx:kama75_60 | 2232996:BTCUSD |
|---|---|---|
| MTD | 1.27% | 15.58% |
| 3M | -6.21% | 22.89% |
| 6M | -18.31% | 17.06% |
| YTD | -15.19% | 16.61% |
| 1Y | -17.51% | 56.92% |
| 3Y (ann.) | -12.45% | 57.27% |
| 5Y (ann.) | -12.45% | 57.27% |
| Metric | 2232996:btcusd:double_gx:kama75_60 | 2232996:BTCUSD |
|---|---|---|
| Max Drawdown | -25.89% | -31.17% |
| Longest DD Days | 205.0 | 204.0 |
| Avg. Drawdown | -7.04% | -3.46% |
| Avg. Drawdown Days | 48.0 | 9.0 |
| Recovery Factor | -0.56 | 2.29 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-05 | 2025-05-28 | -25.89 | 173 |
| 2024-05-13 | 2024-12-05 | -18.90 | 205 |
| 2024-03-25 | 2024-05-04 | -6.96 | 39 |
| 2024-03-19 | 2024-03-25 | -4.71 | 5 |
| 2024-05-07 | 2024-05-13 | -2.26 | 5 |
| 2024-05-04 | 2024-05-07 | -1.55 | 2 |
| 2024-12-05 | 2024-12-05 | -1.42 | 0 |
| 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 | -3.29% | -4.9% |
| Best Week | 7.18% | 18.93% |
| Worst Week | -8.0% | -12.33% |
| Best Month | 10.63% | 37.42% |
| Worst Month | -11.53% | -17.69% |
| Best Year | 0.67% | 46.93% |
| Worst Year | -15.19% | 16.61% |
| Avg. Up Day | 0.37% | 0.4% |
| Avg. Down Day | -0.35% | -0.36% |
| Avg. Up Week | 2.26% | 6.49% |
| Avg. Down Week | -2.81% | -3.69% |
| Avg. Up Month | 3.63% | 15.79% |
| Avg. Down Month | -5.5% | -10.35% |
| Win Days % | 46.58% | 50.79% |
| Win Month % | 46.67% | 60.0% |
| Win Week % | 46.67% | 53.12% |
| Win Quarter % | 50.0% | 66.67% |
| Win Year % | 50.0% | 100.0% |