| Metric | 2232996:btcusd:double_gx:kama75_60 | 2232996:BTCUSD |
|---|---|---|
| Time in Market | 46.0% | 100.0% |
| Cumulative Return | -10.74% | 72.92% |
| Max Drawdown | -27.32% | -27.95% |
| Sharpe | -0.26 | 1.17 |
| Sortino | -0.38 | 1.8 |
| Payoff Ratio | 0.99 | 1.45 |
| Profit Factor | 0.94 | 1.18 |
| Common Sense Ratio | 0.88 | 1.32 |
| CPC Index | 0.44 | 0.88 |
| Tail Ratio | 0.93 | 1.11 |
| Outlier Win Ratio | 15.05 | 2.83 |
| Outlier Loss Ratio | 3.9 | 2.75 |
| Volatility (ann.) | 24.72% | 49.91% |
| R^2 | 0.27 | 0.27 |
| Calmar | -0.33 | 2.09 |
| Skew | 0.72 | 0.35 |
| Kurtosis | 15.0 | 1.47 |
| Expected Daily % | -0.03% | 0.13% |
| Expected Monthly % | -0.75% | 3.72% |
| Expected Yearly % | -5.52% | 31.5% |
| Kelly Criterion | -5.4% | 17.46% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.15% | -4.14% |
| Expected Shortfall (cVaR) | -2.15% | -4.14% |
| Year | 2232996:BTCUSD | 2232996:btcusd:double_gx:kama75_60 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 46.07 | 2.12 | 0.05 | - |
| 2025 | 18.38 | -12.60 | -0.69 | - |
| Metric | 2232996:btcusd:double_gx:kama75_60 | 2232996:BTCUSD |
|---|---|---|
| MTD | 4.0% | 15.52% |
| 3M | -5.51% | 13.51% |
| 6M | -18.51% | 11.68% |
| YTD | -12.6% | 18.38% |
| 1Y | -8.12% | 58.86% |
| 3Y (ann.) | -9.11% | 58.5% |
| 5Y (ann.) | -9.11% | 58.5% |
| Metric | 2232996:btcusd:double_gx:kama75_60 | 2232996:BTCUSD |
|---|---|---|
| Max Drawdown | -27.32% | -27.95% |
| Longest DD Days | 225.0 | 203.0 |
| Avg. Drawdown | -11.95% | -6.81% |
| Avg. Drawdown Days | 103.0 | 29.0 |
| Recovery Factor | -0.39 | 2.61 |
| Ulcer Index | inf | 1.03 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-11-29 | 2025-05-28 | -27.32 | 180 |
| 2024-04-01 | 2024-11-12 | -16.21 | 225 |
| 2024-03-21 | 2024-03-26 | -2.64 | 5 |
| 2024-11-13 | 2024-11-14 | -1.61 | 1 |
| Metric | 2232996:btcusd:double_gx:kama75_60 | 2232996:BTCUSD |
|---|---|---|
| Best Day | 10.49% | 10.7% |
| Worst Day | -7.85% | -7.85% |
| Best Week | 15.04% | 15.55% |
| Worst Week | -10.84% | -14.34% |
| Best Month | 14.85% | 34.46% |
| Worst Month | -9.47% | -19.77% |
| Best Year | 2.12% | 46.07% |
| Worst Year | -12.6% | 18.38% |
| Avg. Up Day | 1.51% | 2.63% |
| Avg. Down Day | -1.52% | -1.81% |
| Avg. Up Week | 2.5% | 5.58% |
| Avg. Down Week | -2.92% | -5.62% |
| Avg. Up Month | 5.39% | 14.74% |
| Avg. Down Month | -6.95% | -9.5% |
| Win Days % | 47.5% | 51.15% |
| Win Month % | 46.67% | 60.0% |
| Win Week % | 50.79% | 59.38% |
| Win Quarter % | 50.0% | 66.67% |
| Win Year % | 50.0% | 100.0% |