| Metric | 2233080:btcusd:double_gx:kama105_65 | 2233080:BTCUSD |
|---|---|---|
| Time in Market | 33.0% | 100.0% |
| Cumulative Return | 181.67% | 293.65% |
| Max Drawdown | -28.34% | -32.34% |
| Sharpe | 0.5 | 0.38 |
| Sortino | 0.74 | 0.55 |
| Payoff Ratio | 1.1 | 1.12 |
| Profit Factor | 1.15 | 1.06 |
| Common Sense Ratio | 1.39 | 1.1 |
| CPC Index | 0.64 | 0.61 |
| Tail Ratio | 1.21 | 1.03 |
| Outlier Win Ratio | 18.88 | 3.68 |
| Outlier Loss Ratio | 3.93 | 3.57 |
| Volatility (ann.) | 5.57% | 10.48% |
| R^2 | 0.28 | 0.28 |
| Calmar | 3.09 | 4.01 |
| Skew | -0.0 | -0.02 |
| Kurtosis | 28.48 | 9.12 |
| Expected Daily % | 0.01% | 0.01% |
| Expected Monthly % | 5.31% | 7.09% |
| Expected Yearly % | 41.23% | 57.9% |
| Kelly Criterion | 5.9% | 7.26% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.47% | -0.89% |
| Expected Shortfall (cVaR) | -0.47% | -0.89% |
| Year | 2233080:BTCUSD | 2233080:btcusd:double_gx:kama105_65 | Multiplier | Won |
|---|---|---|---|---|
| 2023 | 52.75 | 25.17 | 0.48 | - |
| 2024 | 121.00 | 136.90 | 1.13 | + |
| 2025 | 16.61 | -5.01 | -0.30 | - |
| Metric | 2233080:btcusd:double_gx:kama105_65 | 2233080:BTCUSD |
|---|---|---|
| MTD | 5.14% | 15.58% |
| 3M | 4.92% | 22.89% |
| 6M | -12.25% | 17.06% |
| YTD | -5.01% | 16.61% |
| 1Y | 16.61% | 56.92% |
| 3Y (ann.) | 87.56% | 129.84% |
| 5Y (ann.) | 87.56% | 129.84% |
| Metric | 2233080:btcusd:double_gx:kama105_65 | 2233080:BTCUSD |
|---|---|---|
| Max Drawdown | -28.34% | -32.34% |
| Longest DD Days | 179.0 | 236.0 |
| Avg. Drawdown | -1.57% | -2.28% |
| Avg. Drawdown Days | 4.0 | 5.0 |
| Recovery Factor | 6.41 | 9.08 |
| Ulcer Index | inf | 1.0 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-11-29 | 2025-05-28 | -28.34 | 179 |
| 2024-06-17 | 2024-10-15 | -13.30 | 119 |
| 2024-01-02 | 2024-02-09 | -7.86 | 37 |
| 2024-05-06 | 2024-05-15 | -6.44 | 9 |
| 2024-04-17 | 2024-05-06 | -6.26 | 19 |
| 2023-12-14 | 2024-01-02 | -6.21 | 18 |
| 2024-10-15 | 2024-10-29 | -6.07 | 14 |
| 2023-11-09 | 2023-11-20 | -4.01 | 11 |
| 2024-03-26 | 2024-04-07 | -3.82 | 12 |
| 2024-03-05 | 2024-03-08 | -3.66 | 3 |
| Metric | 2233080:btcusd:double_gx:kama105_65 | 2233080:BTCUSD |
|---|---|---|
| Best Day | 2.92% | 5.23% |
| Worst Day | -4.69% | -4.9% |
| Best Week | 17.9% | 23.06% |
| Worst Week | -5.18% | -12.33% |
| Best Month | 37.52% | 43.77% |
| Worst Month | -7.78% | -17.69% |
| Best Year | 136.9% | 121.0% |
| Worst Year | -5.01% | 16.61% |
| Avg. Up Day | 0.36% | 0.37% |
| Avg. Down Day | -0.33% | -0.33% |
| Avg. Up Week | 4.49% | 7.61% |
| Avg. Down Week | -1.97% | -4.64% |
| Avg. Up Month | 12.38% | 17.87% |
| Avg. Down Month | -6.15% | -7.53% |
| Win Days % | 50.66% | 51.05% |
| Win Month % | 65.0% | 70.0% |
| Win Week % | 57.69% | 57.3% |
| Win Quarter % | 85.71% | 71.43% |
| Win Year % | 66.67% | 100.0% |