| Metric | 2233080:btcusd:double_gx:kama105_65 | 2233080:BTCUSD |
|---|---|---|
| Time in Market | 31.0% | 100.0% |
| Cumulative Return | 155.78% | 293.65% |
| Max Drawdown | -32.24% | -32.34% |
| Sharpe | 0.47 | 0.38 |
| Sortino | 0.7 | 0.55 |
| Payoff Ratio | 1.1 | 1.12 |
| Profit Factor | 1.14 | 1.06 |
| Common Sense Ratio | 1.34 | 1.1 |
| CPC Index | 0.64 | 0.61 |
| Tail Ratio | 1.17 | 1.03 |
| Outlier Win Ratio | 20.4 | 3.65 |
| Outlier Loss Ratio | 3.89 | 3.53 |
| Volatility (ann.) | 5.37% | 10.48% |
| R^2 | 0.26 | 0.26 |
| Calmar | 2.39 | 4.01 |
| Skew | 0.07 | -0.02 |
| Kurtosis | 30.01 | 9.12 |
| Expected Daily % | 0.01% | 0.01% |
| Expected Monthly % | 4.81% | 7.09% |
| Expected Yearly % | 36.76% | 57.9% |
| Kelly Criterion | 5.63% | 7.34% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.46% | -0.89% |
| Expected Shortfall (cVaR) | -0.46% | -0.89% |
| Year | 2233080:BTCUSD | 2233080:btcusd:double_gx:kama105_65 | Multiplier | Won |
|---|---|---|---|---|
| 2023 | 52.75 | 25.17 | 0.48 | - |
| 2024 | 121.00 | 137.87 | 1.14 | + |
| 2025 | 16.61 | -14.09 | -0.85 | - |
| Metric | 2233080:btcusd:double_gx:kama105_65 | 2233080:BTCUSD |
|---|---|---|
| MTD | 5.66% | 15.58% |
| 3M | -3.16% | 22.89% |
| 6M | -20.07% | 17.06% |
| YTD | -14.09% | 16.61% |
| 1Y | 12.18% | 56.92% |
| 3Y (ann.) | 76.89% | 129.84% |
| 5Y (ann.) | 76.89% | 129.84% |
| Metric | 2233080:btcusd:double_gx:kama105_65 | 2233080:BTCUSD |
|---|---|---|
| Max Drawdown | -32.24% | -32.34% |
| Longest DD Days | 173.0 | 236.0 |
| Avg. Drawdown | -1.62% | -2.28% |
| Avg. Drawdown Days | 5.0 | 5.0 |
| Recovery Factor | 4.83 | 9.08 |
| Ulcer Index | inf | 1.0 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-05 | 2025-05-28 | -32.24 | 173 |
| 2024-06-17 | 2024-08-23 | -12.68 | 67 |
| 2024-01-02 | 2024-02-09 | -7.86 | 37 |
| 2024-04-17 | 2024-05-06 | -6.26 | 19 |
| 2023-12-14 | 2024-01-02 | -6.07 | 18 |
| 2024-05-06 | 2024-05-15 | -4.89 | 9 |
| 2024-09-12 | 2024-10-07 | -4.81 | 24 |
| 2024-10-07 | 2024-10-14 | -4.12 | 6 |
| 2024-11-12 | 2024-11-15 | -4.09 | 3 |
| 2023-11-09 | 2023-11-20 | -4.01 | 11 |
| Metric | 2233080:btcusd:double_gx:kama105_65 | 2233080:BTCUSD |
|---|---|---|
| Best Day | 2.92% | 5.23% |
| Worst Day | -4.69% | -4.9% |
| Best Week | 17.13% | 23.06% |
| Worst Week | -6.29% | -12.33% |
| Best Month | 36.12% | 43.77% |
| Worst Month | -9.18% | -17.69% |
| Best Year | 137.87% | 121.0% |
| Worst Year | -14.09% | 16.61% |
| Avg. Up Day | 0.36% | 0.37% |
| Avg. Down Day | -0.33% | -0.33% |
| Avg. Up Week | 4.52% | 8.11% |
| Avg. Down Week | -2.26% | -4.33% |
| Avg. Up Month | 11.1% | 17.87% |
| Avg. Down Month | -6.38% | -7.53% |
| Win Days % | 50.51% | 51.05% |
| Win Month % | 65.0% | 70.0% |
| Win Week % | 56.41% | 57.3% |
| Win Quarter % | 85.71% | 71.43% |
| Win Year % | 66.67% | 100.0% |