| Metric | 2233080:btcusd:double_gx:kama105_65 | 2233080:BTCUSD |
|---|---|---|
| Time in Market | 57.0% | 100.0% |
| Cumulative Return | 43.97% | 72.92% |
| Max Drawdown | -24.93% | -27.95% |
| Sharpe | 1.13 | 1.17 |
| Sortino | 1.9 | 1.8 |
| Payoff Ratio | 1.21 | 1.39 |
| Profit Factor | 1.26 | 1.18 |
| Common Sense Ratio | 1.74 | 1.32 |
| CPC Index | 0.76 | 0.84 |
| Tail Ratio | 1.38 | 1.11 |
| Outlier Win Ratio | 10.46 | 3.35 |
| Outlier Loss Ratio | 3.98 | 2.88 |
| Volatility (ann.) | 31.45% | 49.91% |
| R^2 | 0.38 | 0.38 |
| Calmar | 1.44 | 2.09 |
| Skew | 1.2 | 0.35 |
| Kurtosis | 8.51 | 1.47 |
| Expected Daily % | 0.08% | 0.13% |
| Expected Monthly % | 2.46% | 3.72% |
| Expected Yearly % | 19.99% | 31.5% |
| Kelly Criterion | 7.92% | 15.94% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.61% | -4.14% |
| Expected Shortfall (cVaR) | -2.61% | -4.14% |
| Year | 2233080:BTCUSD | 2233080:btcusd:double_gx:kama105_65 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 46.07 | 38.27 | 0.83 | - |
| 2025 | 18.38 | 4.12 | 0.22 | - |
| Metric | 2233080:btcusd:double_gx:kama105_65 | 2233080:BTCUSD |
|---|---|---|
| MTD | 10.21% | 15.52% |
| 3M | 15.87% | 13.51% |
| 6M | -0.84% | 11.68% |
| YTD | 4.12% | 18.38% |
| 1Y | 27.06% | 58.86% |
| 3Y (ann.) | 35.86% | 58.5% |
| 5Y (ann.) | 35.86% | 58.5% |
| Metric | 2233080:btcusd:double_gx:kama105_65 | 2233080:BTCUSD |
|---|---|---|
| Max Drawdown | -24.93% | -27.95% |
| Longest DD Days | 185.0 | 203.0 |
| Avg. Drawdown | -5.61% | -6.81% |
| Avg. Drawdown Days | 45.0 | 29.0 |
| Recovery Factor | 1.76 | 2.61 |
| Ulcer Index | 1.01 | 1.03 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-11-24 | 2025-05-28 | -24.93 | 185 |
| 2024-05-22 | 2024-11-09 | -11.62 | 171 |
| 2024-04-10 | 2024-05-21 | -9.12 | 41 |
| 2024-03-28 | 2024-03-29 | -1.39 | 1 |
| 2024-11-17 | 2024-11-19 | -1.21 | 2 |
| 2024-11-13 | 2024-11-14 | -1.03 | 1 |
| 2024-03-25 | 2024-03-26 | -0.64 | 1 |
| 2024-11-20 | 2024-11-21 | -0.53 | 1 |
| 2024-11-10 | 2024-11-11 | -0.03 | 1 |
| Metric | 2233080:btcusd:double_gx:kama105_65 | 2233080:BTCUSD |
|---|---|---|
| Best Day | 10.49% | 10.7% |
| Worst Day | -7.85% | -7.85% |
| Best Week | 16.04% | 15.55% |
| Worst Week | -7.71% | -14.34% |
| Best Month | 27.91% | 34.46% |
| Worst Month | -10.11% | -19.77% |
| Best Year | 38.27% | 46.07% |
| Worst Year | 4.12% | 18.38% |
| Avg. Up Day | 1.79% | 2.22% |
| Avg. Down Day | -1.48% | -1.6% |
| Avg. Up Week | 4.09% | 6.15% |
| Avg. Down Week | -2.77% | -5.06% |
| Avg. Up Month | 8.87% | 15.19% |
| Avg. Down Month | -4.2% | -9.25% |
| Win Days % | 49.59% | 51.15% |
| Win Month % | 53.33% | 60.0% |
| Win Week % | 50.0% | 59.38% |
| Win Quarter % | 83.33% | 66.67% |
| Win Year % | 100.0% | 100.0% |