| Metric | 2232996:btcusd:double_gx:kama75_60 | 2232996:BTCUSD |
|---|---|---|
| Time in Market | 31.0% | 100.0% |
| Cumulative Return | 7.79% | 71.33% |
| Max Drawdown | -28.49% | -31.17% |
| Sharpe | 0.08 | 0.23 |
| Sortino | 0.11 | 0.32 |
| Payoff Ratio | 1.04 | 1.06 |
| Profit Factor | 1.02 | 1.04 |
| Common Sense Ratio | 1.12 | 1.04 |
| CPC Index | 0.52 | 0.56 |
| Tail Ratio | 1.1 | 1.0 |
| Outlier Win Ratio | 20.89 | 3.59 |
| Outlier Loss Ratio | 3.88 | 3.59 |
| Volatility (ann.) | 5.55% | 10.71% |
| R^2 | 0.27 | 0.27 |
| Calmar | 0.23 | 1.84 |
| Skew | -0.37 | -0.07 |
| Kurtosis | 33.87 | 9.1 |
| Expected Daily % | 0.0% | 0.01% |
| Expected Monthly % | 0.5% | 3.65% |
| Expected Yearly % | 3.82% | 30.89% |
| Kelly Criterion | -0.16% | 4.23% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.48% | -0.92% |
| Expected Shortfall (cVaR) | -0.48% | -0.92% |
| Year | 2232996:BTCUSD | 2232996:btcusd:double_gx:kama75_60 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 46.93 | 16.74 | 0.36 | - |
| 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.) | 6.51% | 57.27% |
| 5Y (ann.) | 6.51% | 57.27% |
| Metric | 2232996:btcusd:double_gx:kama75_60 | 2232996:BTCUSD |
|---|---|---|
| Max Drawdown | -28.49% | -31.17% |
| Longest DD Days | 230.0 | 204.0 |
| Avg. Drawdown | -4.24% | -3.46% |
| Avg. Drawdown Days | 20.0 | 9.0 |
| Recovery Factor | 0.27 | 2.29 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-23 | 2025-05-28 | -28.49 | 155 |
| 2024-03-26 | 2024-11-11 | -21.78 | 230 |
| 2024-12-05 | 2024-12-16 | -6.46 | 10 |
| 2024-03-19 | 2024-03-25 | -5.74 | 6 |
| 2024-11-13 | 2024-11-21 | -4.65 | 7 |
| 2024-11-12 | 2024-11-13 | -4.02 | 1 |
| 2024-11-22 | 2024-11-29 | -2.26 | 7 |
| 2024-11-29 | 2024-12-05 | -2.01 | 5 |
| 2024-12-16 | 2024-12-16 | -1.80 | 0 |
| 2024-03-25 | 2024-03-26 | -1.69 | 0 |
| Metric | 2232996:btcusd:double_gx:kama75_60 | 2232996:BTCUSD |
|---|---|---|
| Best Day | 3.42% | 5.11% |
| Worst Day | -4.69% | -4.9% |
| Best Week | 13.17% | 18.93% |
| Worst Week | -7.84% | -12.33% |
| Best Month | 17.9% | 37.42% |
| Worst Month | -12.76% | -17.69% |
| Best Year | 16.74% | 46.93% |
| Worst Year | -7.67% | 16.61% |
| Avg. Up Day | 0.36% | 0.37% |
| Avg. Down Day | -0.35% | -0.35% |
| Avg. Up Week | 3.14% | 6.47% |
| Avg. Down Week | -3.39% | -4.07% |
| Avg. Up Month | 7.62% | 15.55% |
| Avg. Down Month | -9.93% | -10.47% |
| Win Days % | 49.05% | 50.79% |
| Win Month % | 60.0% | 60.0% |
| Win Week % | 55.74% | 53.12% |
| Win Quarter % | 66.67% | 66.67% |
| Win Year % | 50.0% | 100.0% |