| Metric | 2232996:btcusd:double_gx:kama75_60 | 2232996:BTCUSD |
|---|---|---|
| Time in Market | 48.0% | 100.0% |
| Cumulative Return | 8.33% | 71.33% |
| Max Drawdown | -37.71% | -31.17% |
| Sharpe | 0.08 | 0.23 |
| Sortino | 0.11 | 0.32 |
| Payoff Ratio | 1.02 | 1.04 |
| Profit Factor | 1.02 | 1.04 |
| Common Sense Ratio | 1.08 | 1.04 |
| CPC Index | 0.51 | 0.55 |
| Tail Ratio | 1.06 | 1.0 |
| Outlier Win Ratio | 12.87 | 3.87 |
| Outlier Loss Ratio | 4.1 | 3.88 |
| Volatility (ann.) | 6.96% | 10.71% |
| R^2 | 0.43 | 0.43 |
| Calmar | 0.18 | 1.84 |
| Skew | -0.5 | -0.07 |
| Kurtosis | 20.67 | 9.1 |
| Expected Daily % | 0.0% | 0.01% |
| Expected Monthly % | 0.54% | 3.65% |
| Expected Yearly % | 4.08% | 30.89% |
| Kelly Criterion | 0.07% | 3.25% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.6% | -0.92% |
| Expected Shortfall (cVaR) | -0.6% | -0.92% |
| Year | 2232996:BTCUSD | 2232996:btcusd:double_gx:kama75_60 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 46.93 | 23.86 | 0.51 | - |
| 2025 | 16.61 | -12.53 | -0.75 | - |
| Metric | 2232996:btcusd:double_gx:kama75_60 | 2232996:BTCUSD |
|---|---|---|
| MTD | 3.6% | 15.58% |
| 3M | 2.87% | 22.89% |
| 6M | -23.6% | 17.06% |
| YTD | -12.53% | 16.61% |
| 1Y | 12.04% | 56.92% |
| 3Y (ann.) | 6.96% | 57.27% |
| 5Y (ann.) | 6.96% | 57.27% |
| Metric | 2232996:btcusd:double_gx:kama75_60 | 2232996:BTCUSD |
|---|---|---|
| Max Drawdown | -37.71% | -31.17% |
| Longest DD Days | 204.0 | 204.0 |
| Avg. Drawdown | -2.74% | -3.46% |
| Avg. Drawdown Days | 11.0 | 9.0 |
| Recovery Factor | 0.22 | 2.29 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-05 | 2025-05-28 | -37.71 | 173 |
| 2024-03-26 | 2024-10-16 | -18.61 | 204 |
| 2024-10-29 | 2024-11-06 | -6.20 | 7 |
| 2024-03-19 | 2024-03-25 | -5.74 | 6 |
| 2024-11-22 | 2024-12-05 | -5.36 | 12 |
| 2024-11-13 | 2024-11-21 | -4.65 | 7 |
| 2024-11-12 | 2024-11-13 | -3.65 | 1 |
| 2024-11-10 | 2024-11-10 | -2.03 | 0 |
| 2024-11-06 | 2024-11-07 | -1.97 | 0 |
| 2024-11-22 | 2024-11-22 | -1.96 | 0 |
| Metric | 2232996:btcusd:double_gx:kama75_60 | 2232996:BTCUSD |
|---|---|---|
| Best Day | 3.42% | 5.11% |
| Worst Day | -4.9% | -4.9% |
| Best Week | 17.37% | 18.93% |
| Worst Week | -8.55% | -12.33% |
| Best Month | 30.79% | 37.42% |
| Worst Month | -15.63% | -17.69% |
| Best Year | 23.86% | 46.93% |
| Worst Year | -12.53% | 16.61% |
| Avg. Up Day | 0.36% | 0.37% |
| Avg. Down Day | -0.35% | -0.36% |
| Avg. Up Week | 4.72% | 6.77% |
| Avg. Down Week | -3.32% | -3.88% |
| Avg. Up Month | 9.07% | 14.0% |
| Avg. Down Month | -10.38% | -9.02% |
| Win Days % | 49.51% | 50.79% |
| Win Month % | 60.0% | 60.0% |
| Win Week % | 43.75% | 53.12% |
| Win Quarter % | 66.67% | 66.67% |
| Win Year % | 50.0% | 100.0% |