| Metric | 2232996:btcusd:double_gx:kama75_60 | 2232996:BTCUSD |
|---|---|---|
| Time in Market | 36.0% | 100.0% |
| Cumulative Return | 21.39% | 71.33% |
| Max Drawdown | -30.82% | -31.17% |
| Sharpe | 0.14 | 0.23 |
| Sortino | 0.21 | 0.32 |
| Payoff Ratio | 1.05 | 1.06 |
| Profit Factor | 1.04 | 1.04 |
| Common Sense Ratio | 1.15 | 1.04 |
| CPC Index | 0.53 | 0.56 |
| Tail Ratio | 1.11 | 1.0 |
| Outlier Win Ratio | 17.79 | 3.7 |
| Outlier Loss Ratio | 3.96 | 3.65 |
| Volatility (ann.) | 5.95% | 10.71% |
| R^2 | 0.31 | 0.31 |
| Calmar | 0.57 | 1.84 |
| Skew | -0.25 | -0.07 |
| Kurtosis | 27.31 | 9.1 |
| Expected Daily % | 0.0% | 0.01% |
| Expected Monthly % | 1.3% | 3.65% |
| Expected Yearly % | 10.18% | 30.89% |
| Kelly Criterion | 0.69% | 4.48% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.51% | -0.92% |
| Expected Shortfall (cVaR) | -0.51% | -0.92% |
| Year | 2232996:BTCUSD | 2232996:btcusd:double_gx:kama75_60 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 46.93 | 25.36 | 0.54 | - |
| 2025 | 16.61 | -3.17 | -0.19 | - |
| Metric | 2232996:btcusd:double_gx:kama75_60 | 2232996:BTCUSD |
|---|---|---|
| MTD | 2.54% | 15.58% |
| 3M | 10.8% | 22.89% |
| 6M | -8.41% | 17.06% |
| YTD | -3.17% | 16.61% |
| 1Y | 18.91% | 56.92% |
| 3Y (ann.) | 17.71% | 57.27% |
| 5Y (ann.) | 17.71% | 57.27% |
| Metric | 2232996:btcusd:double_gx:kama75_60 | 2232996:BTCUSD |
|---|---|---|
| Max Drawdown | -30.82% | -31.17% |
| Longest DD Days | 161.0 | 204.0 |
| Avg. Drawdown | -3.04% | -3.46% |
| Avg. Drawdown Days | 11.0 | 9.0 |
| Recovery Factor | 0.69 | 2.29 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-17 | 2025-05-28 | -30.82 | 161 |
| 2024-06-10 | 2024-10-29 | -17.83 | 140 |
| 2024-03-26 | 2024-05-20 | -15.44 | 55 |
| 2024-12-05 | 2024-12-17 | -6.46 | 11 |
| 2024-10-29 | 2024-11-11 | -6.20 | 12 |
| 2024-03-19 | 2024-03-25 | -5.74 | 6 |
| 2024-11-13 | 2024-11-21 | -4.65 | 7 |
| 2024-11-12 | 2024-11-13 | -3.65 | 1 |
| 2024-05-21 | 2024-06-04 | -3.30 | 14 |
| 2024-11-22 | 2024-11-29 | -2.59 | 6 |
| Metric | 2232996:btcusd:double_gx:kama75_60 | 2232996:BTCUSD |
|---|---|---|
| Best Day | 3.42% | 5.11% |
| Worst Day | -4.69% | -4.9% |
| Best Week | 17.37% | 18.93% |
| Worst Week | -7.96% | -12.33% |
| Best Month | 23.29% | 37.42% |
| Worst Month | -13.16% | -17.69% |
| Best Year | 25.36% | 46.93% |
| Worst Year | -3.17% | 16.61% |
| Avg. Up Day | 0.36% | 0.37% |
| Avg. Down Day | -0.35% | -0.35% |
| Avg. Up Week | 3.52% | 6.27% |
| Avg. Down Week | -3.85% | -4.33% |
| Avg. Up Month | 10.77% | 16.11% |
| Avg. Down Month | -7.53% | -9.02% |
| Win Days % | 49.24% | 50.79% |
| Win Month % | 46.67% | 60.0% |
| Win Week % | 55.56% | 53.12% |
| Win Quarter % | 50.0% | 66.67% |
| Win Year % | 50.0% | 100.0% |