| Metric | 2232996:btcusd:double_gx:kama75_60 | 2232996:BTCUSD |
|---|---|---|
| Time in Market | 67.0% | 100.0% |
| Cumulative Return | 9.34% | 72.92% |
| Max Drawdown | -36.9% | -27.95% |
| Sharpe | 0.39 | 1.17 |
| Sortino | 0.6 | 1.8 |
| Payoff Ratio | 1.12 | 1.3 |
| Profit Factor | 1.07 | 1.18 |
| Common Sense Ratio | 1.27 | 1.32 |
| CPC Index | 0.59 | 0.79 |
| Tail Ratio | 1.19 | 1.11 |
| Outlier Win Ratio | 8.13 | 3.3 |
| Outlier Loss Ratio | 3.61 | 2.97 |
| Volatility (ann.) | 34.99% | 49.91% |
| R^2 | 0.49 | 0.49 |
| Calmar | 0.21 | 2.09 |
| Skew | 0.68 | 0.35 |
| Kurtosis | 5.28 | 1.47 |
| Expected Daily % | 0.02% | 0.13% |
| Expected Monthly % | 0.6% | 3.72% |
| Expected Yearly % | 4.57% | 31.5% |
| Kelly Criterion | 3.23% | 13.71% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.98% | -4.14% |
| Expected Shortfall (cVaR) | -2.98% | -4.14% |
| Year | 2232996:BTCUSD | 2232996:btcusd:double_gx:kama75_60 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 46.07 | 24.76 | 0.54 | - |
| 2025 | 18.38 | -12.36 | -0.67 | - |
| Metric | 2232996:btcusd:double_gx:kama75_60 | 2232996:BTCUSD |
|---|---|---|
| MTD | 3.98% | 15.52% |
| 3M | -1.05% | 13.51% |
| 6M | -23.32% | 11.68% |
| YTD | -12.36% | 18.38% |
| 1Y | 14.39% | 58.86% |
| 3Y (ann.) | 7.8% | 58.5% |
| 5Y (ann.) | 7.8% | 58.5% |
| Metric | 2232996:btcusd:double_gx:kama75_60 | 2232996:BTCUSD |
|---|---|---|
| Max Drawdown | -36.9% | -27.95% |
| Longest DD Days | 199.0 | 203.0 |
| Avg. Drawdown | -9.01% | -6.81% |
| Avg. Drawdown Days | 58.0 | 29.0 |
| Recovery Factor | 0.25 | 2.61 |
| Ulcer Index | inf | 1.03 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-11-24 | 2025-05-28 | -36.90 | 185 |
| 2024-04-01 | 2024-10-17 | -17.95 | 199 |
| 2024-10-31 | 2024-11-06 | -3.75 | 6 |
| 2024-03-21 | 2024-03-26 | -2.64 | 5 |
| 2024-03-28 | 2024-03-29 | -1.39 | 1 |
| 2024-11-09 | 2024-11-11 | -0.30 | 2 |
| 2024-10-21 | 2024-10-29 | -0.15 | 8 |
| Metric | 2232996:btcusd:double_gx:kama75_60 | 2232996:BTCUSD |
|---|---|---|
| Best Day | 10.49% | 10.7% |
| Worst Day | -7.85% | -7.85% |
| Best Week | 17.01% | 15.55% |
| Worst Week | -8.99% | -14.34% |
| Best Month | 29.84% | 34.46% |
| Worst Month | -12.45% | -19.77% |
| Best Year | 24.76% | 46.07% |
| Worst Year | -12.36% | 18.38% |
| Avg. Up Day | 1.84% | 2.35% |
| Avg. Down Day | -1.65% | -1.81% |
| Avg. Up Week | 4.08% | 5.72% |
| Avg. Down Week | -3.94% | -5.46% |
| Avg. Up Month | 8.56% | 14.01% |
| Avg. Down Month | -10.21% | -9.25% |
| Win Days % | 48.97% | 51.15% |
| Win Month % | 60.0% | 60.0% |
| Win Week % | 51.56% | 59.38% |
| Win Quarter % | 66.67% | 66.67% |
| Win Year % | 50.0% | 100.0% |