| Metric | 2233080:btcusd:double_gx:kama105_65 | 2233080:BTCUSD |
|---|---|---|
| Time in Market | 21.0% | 100.0% |
| Cumulative Return | 92.65% | 293.65% |
| Max Drawdown | -33.03% | -32.34% |
| Sharpe | 0.39 | 0.38 |
| Sortino | 0.58 | 0.55 |
| Payoff Ratio | 1.08 | 1.1 |
| Profit Factor | 1.15 | 1.06 |
| Common Sense Ratio | 1.39 | 1.1 |
| CPC Index | 0.63 | 0.6 |
| Tail Ratio | 1.21 | 1.03 |
| Outlier Win Ratio | 29.93 | 3.43 |
| Outlier Loss Ratio | 3.62 | 3.32 |
| Volatility (ann.) | 4.47% | 10.48% |
| R^2 | 0.18 | 0.18 |
| Calmar | 1.48 | 4.01 |
| Skew | -0.16 | -0.02 |
| Kurtosis | 50.05 | 9.12 |
| Expected Daily % | 0.0% | 0.01% |
| Expected Monthly % | 3.33% | 7.09% |
| Expected Yearly % | 24.43% | 57.9% |
| Kelly Criterion | 5.39% | 6.71% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.38% | -0.89% |
| Expected Shortfall (cVaR) | -0.38% | -0.89% |
| Year | 2233080:BTCUSD | 2233080:btcusd:double_gx:kama105_65 | Multiplier | Won |
|---|---|---|---|---|
| 2023 | 52.75 | 20.47 | 0.39 | - |
| 2024 | 121.00 | 92.88 | 0.77 | - |
| 2025 | 16.61 | -17.09 | -1.03 | - |
| Metric | 2233080:btcusd:double_gx:kama105_65 | 2233080:BTCUSD |
|---|---|---|
| MTD | 6.31% | 15.58% |
| 3M | -10.56% | 22.89% |
| 6M | -22.82% | 17.06% |
| YTD | -17.09% | 16.61% |
| 1Y | 3.43% | 56.92% |
| 3Y (ann.) | 48.92% | 129.84% |
| 5Y (ann.) | 48.92% | 129.84% |
| Metric | 2233080:btcusd:double_gx:kama105_65 | 2233080:BTCUSD |
|---|---|---|
| Max Drawdown | -33.03% | -32.34% |
| Longest DD Days | 179.0 | 236.0 |
| Avg. Drawdown | -1.38% | -2.28% |
| Avg. Drawdown Days | 6.0 | 5.0 |
| Recovery Factor | 2.8 | 9.08 |
| Ulcer Index | inf | 1.0 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-11-29 | 2025-05-28 | -33.03 | 179 |
| 2024-06-17 | 2024-10-14 | -8.87 | 118 |
| 2024-04-17 | 2024-05-20 | -6.26 | 33 |
| 2023-12-14 | 2024-01-02 | -5.38 | 18 |
| 2024-10-16 | 2024-10-29 | -4.48 | 12 |
| 2023-11-09 | 2023-12-02 | -4.01 | 23 |
| 2024-11-06 | 2024-11-11 | -3.03 | 4 |
| 2024-03-23 | 2024-03-25 | -2.83 | 1 |
| 2024-06-14 | 2024-06-17 | -2.81 | 3 |
| 2023-10-24 | 2023-11-09 | -2.75 | 15 |
| Metric | 2233080:btcusd:double_gx:kama105_65 | 2233080:BTCUSD |
|---|---|---|
| Best Day | 2.92% | 5.23% |
| Worst Day | -4.69% | -4.9% |
| Best Week | 14.54% | 23.06% |
| Worst Week | -11.06% | -12.33% |
| Best Month | 26.05% | 43.77% |
| Worst Month | -14.6% | -17.69% |
| Best Year | 92.88% | 121.0% |
| Worst Year | -17.09% | 16.61% |
| Avg. Up Day | 0.36% | 0.37% |
| Avg. Down Day | -0.33% | -0.34% |
| Avg. Up Week | 3.78% | 7.16% |
| Avg. Down Week | -1.88% | -4.03% |
| Avg. Up Month | 10.26% | 18.24% |
| Avg. Down Month | -7.99% | -7.67% |
| Win Days % | 50.84% | 51.05% |
| Win Month % | 65.0% | 70.0% |
| Win Week % | 58.33% | 57.3% |
| Win Quarter % | 71.43% | 71.43% |
| Win Year % | 66.67% | 100.0% |