| Metric | 2232996:btcusd:double_gx:kama75_60 | 2232996:BTCUSD |
|---|---|---|
| Time in Market | 52.0% | 100.0% |
| Cumulative Return | 8.08% | 72.92% |
| Max Drawdown | -24.86% | -27.95% |
| Sharpe | 0.37 | 1.17 |
| Sortino | 0.58 | 1.8 |
| Payoff Ratio | 1.18 | 1.5 |
| Profit Factor | 1.08 | 1.18 |
| Common Sense Ratio | 1.34 | 1.32 |
| CPC Index | 0.59 | 0.91 |
| Tail Ratio | 1.24 | 1.11 |
| Outlier Win Ratio | 12.44 | 3.25 |
| Outlier Loss Ratio | 3.94 | 2.78 |
| Volatility (ann.) | 28.76% | 49.91% |
| R^2 | 0.32 | 0.32 |
| Calmar | 0.27 | 2.09 |
| Skew | 1.1 | 0.35 |
| Kurtosis | 10.33 | 1.47 |
| Expected Daily % | 0.02% | 0.13% |
| Expected Monthly % | 0.52% | 3.72% |
| Expected Yearly % | 3.96% | 31.5% |
| Kelly Criterion | 0.98% | 18.59% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.45% | -4.14% |
| Expected Shortfall (cVaR) | -2.45% | -4.14% |
| Year | 2232996:BTCUSD | 2232996:btcusd:double_gx:kama75_60 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 46.07 | 13.91 | 0.30 | - |
| 2025 | 18.38 | -5.12 | -0.28 | - |
| Metric | 2232996:btcusd:double_gx:kama75_60 | 2232996:BTCUSD |
|---|---|---|
| MTD | 3.12% | 15.52% |
| 3M | 1.36% | 13.51% |
| 6M | -8.21% | 11.68% |
| YTD | -5.12% | 18.38% |
| 1Y | 14.65% | 58.86% |
| 3Y (ann.) | 6.75% | 58.5% |
| 5Y (ann.) | 6.75% | 58.5% |
| Metric | 2232996:btcusd:double_gx:kama75_60 | 2232996:BTCUSD |
|---|---|---|
| Max Drawdown | -24.86% | -27.95% |
| Longest DD Days | 229.0 | 203.0 |
| Avg. Drawdown | -9.43% | -6.81% |
| Avg. Drawdown Days | 67.0 | 29.0 |
| Recovery Factor | 0.33 | 2.61 |
| Ulcer Index | inf | 1.03 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-23 | 2025-05-28 | -24.86 | 156 |
| 2024-03-28 | 2024-11-12 | -22.22 | 229 |
| 2024-12-11 | 2024-12-16 | -2.69 | 5 |
| 2024-03-21 | 2024-03-26 | -2.64 | 5 |
| 2024-11-13 | 2024-11-14 | -2.35 | 1 |
| 2024-11-29 | 2024-12-07 | -1.84 | 8 |
| Metric | 2232996:btcusd:double_gx:kama75_60 | 2232996:BTCUSD |
|---|---|---|
| Best Day | 10.49% | 10.7% |
| Worst Day | -7.85% | -7.85% |
| Best Week | 14.18% | 15.55% |
| Worst Week | -9.26% | -14.34% |
| Best Month | 17.93% | 34.46% |
| Worst Month | -13.03% | -19.77% |
| Best Year | 13.91% | 46.07% |
| Worst Year | -5.12% | 18.38% |
| Avg. Up Day | 1.78% | 2.63% |
| Avg. Down Day | -1.51% | -1.76% |
| Avg. Up Week | 3.05% | 5.59% |
| Avg. Down Week | -3.28% | -5.62% |
| Avg. Up Month | 7.08% | 14.61% |
| Avg. Down Month | -8.91% | -9.25% |
| Win Days % | 46.46% | 51.15% |
| Win Month % | 60.0% | 60.0% |
| Win Week % | 52.38% | 59.38% |
| Win Quarter % | 66.67% | 66.67% |
| Win Year % | 50.0% | 100.0% |