| Metric | 2232996:btcusd:double_gx:kama75_60 | 2232996:BTCUSD |
|---|---|---|
| Time in Market | 56.0% | 100.0% |
| Cumulative Return | 23.35% | 72.92% |
| Max Drawdown | -27.79% | -27.95% |
| Sharpe | 0.72 | 1.17 |
| Sortino | 1.17 | 1.8 |
| Payoff Ratio | 1.15 | 1.36 |
| Profit Factor | 1.16 | 1.18 |
| Common Sense Ratio | 1.41 | 1.32 |
| CPC Index | 0.66 | 0.82 |
| Tail Ratio | 1.21 | 1.11 |
| Outlier Win Ratio | 10.54 | 3.21 |
| Outlier Loss Ratio | 3.67 | 2.78 |
| Volatility (ann.) | 30.75% | 49.91% |
| R^2 | 0.37 | 0.37 |
| Calmar | 0.69 | 2.09 |
| Skew | 1.07 | 0.35 |
| Kurtosis | 8.32 | 1.47 |
| Expected Daily % | 0.05% | 0.13% |
| Expected Monthly % | 1.41% | 3.72% |
| Expected Yearly % | 11.06% | 31.5% |
| Kelly Criterion | 5.5% | 15.14% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.59% | -4.14% |
| Expected Shortfall (cVaR) | -2.59% | -4.14% |
| Year | 2232996:BTCUSD | 2232996:btcusd:double_gx:kama75_60 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 46.07 | 27.66 | 0.60 | - |
| 2025 | 18.38 | -3.38 | -0.18 | - |
| Metric | 2232996:btcusd:double_gx:kama75_60 | 2232996:BTCUSD |
|---|---|---|
| MTD | 1.89% | 15.52% |
| 3M | 5.84% | 13.51% |
| 6M | -9.33% | 11.68% |
| YTD | -3.38% | 18.38% |
| 1Y | 22.81% | 58.86% |
| 3Y (ann.) | 19.31% | 58.5% |
| 5Y (ann.) | 19.31% | 58.5% |
| Metric | 2232996:btcusd:double_gx:kama75_60 | 2232996:BTCUSD |
|---|---|---|
| Max Drawdown | -27.79% | -27.95% |
| Longest DD Days | 160.0 | 203.0 |
| Avg. Drawdown | -7.58% | -6.81% |
| Avg. Drawdown Days | 39.0 | 29.0 |
| Recovery Factor | 0.84 | 2.61 |
| Ulcer Index | inf | 1.03 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-19 | 2025-05-28 | -27.79 | 160 |
| 2024-06-11 | 2024-10-29 | -18.03 | 140 |
| 2024-03-28 | 2024-05-21 | -14.82 | 54 |
| 2024-10-31 | 2024-11-06 | -3.75 | 6 |
| 2024-12-11 | 2024-12-16 | -2.69 | 5 |
| 2024-03-21 | 2024-03-26 | -2.64 | 5 |
| 2024-05-22 | 2024-06-05 | -2.51 | 14 |
| 2024-11-29 | 2024-12-02 | -1.63 | 3 |
| 2024-12-08 | 2024-12-10 | -1.07 | 2 |
| 2024-12-06 | 2024-12-07 | -0.87 | 1 |
| Metric | 2232996:btcusd:double_gx:kama75_60 | 2232996:BTCUSD |
|---|---|---|
| Best Day | 10.49% | 10.7% |
| Worst Day | -7.85% | -7.85% |
| Best Week | 17.37% | 15.55% |
| Worst Week | -7.09% | -14.34% |
| Best Month | 25.1% | 34.46% |
| Worst Month | -11.51% | -19.77% |
| Best Year | 27.66% | 46.07% |
| Worst Year | -3.38% | 18.38% |
| Avg. Up Day | 1.8% | 2.47% |
| Avg. Down Day | -1.56% | -1.82% |
| Avg. Up Week | 3.53% | 5.48% |
| Avg. Down Week | -3.76% | -5.48% |
| Avg. Up Month | 9.62% | 14.5% |
| Avg. Down Month | -8.47% | -9.25% |
| Win Days % | 49.38% | 51.15% |
| Win Month % | 53.33% | 60.0% |
| Win Week % | 55.56% | 59.38% |
| Win Quarter % | 50.0% | 66.67% |
| Win Year % | 50.0% | 100.0% |