| Metric | 2233080:btcusd:double_gx:kama105_65 | 2233080:BTCUSD |
|---|---|---|
| Time in Market | 41.0% | 100.0% |
| Cumulative Return | 27.38% | 72.92% |
| Max Drawdown | -26.26% | -27.95% |
| Sharpe | 0.9 | 1.17 |
| Sortino | 1.53 | 1.8 |
| Payoff Ratio | 1.09 | 1.48 |
| Profit Factor | 1.26 | 1.18 |
| Common Sense Ratio | 1.29 | 1.32 |
| CPC Index | 0.68 | 0.89 |
| Tail Ratio | 1.02 | 1.11 |
| Outlier Win Ratio | 16.68 | 3.27 |
| Outlier Loss Ratio | 3.95 | 2.69 |
| Volatility (ann.) | 26.22% | 49.91% |
| R^2 | 0.27 | 0.27 |
| Calmar | 0.86 | 2.09 |
| Skew | 1.63 | 0.35 |
| Kurtosis | 16.01 | 1.47 |
| Expected Daily % | 0.06% | 0.13% |
| Expected Monthly % | 1.63% | 3.72% |
| Expected Yearly % | 12.86% | 31.5% |
| Kelly Criterion | 3.67% | 18.09% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.19% | -4.14% |
| Expected Shortfall (cVaR) | -2.19% | -4.14% |
| Year | 2233080:BTCUSD | 2233080:btcusd:double_gx:kama105_65 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 46.07 | 45.11 | 0.98 | - |
| 2025 | 18.38 | -12.22 | -0.66 | - |
| Metric | 2233080:btcusd:double_gx:kama105_65 | 2233080:BTCUSD |
|---|---|---|
| MTD | 3.73% | 15.52% |
| 3M | -5.25% | 13.51% |
| 6M | -17.3% | 11.68% |
| YTD | -12.22% | 18.38% |
| 1Y | 13.52% | 58.86% |
| 3Y (ann.) | 22.57% | 58.5% |
| 5Y (ann.) | 22.57% | 58.5% |
| Metric | 2233080:btcusd:double_gx:kama105_65 | 2233080:BTCUSD |
|---|---|---|
| Max Drawdown | -26.26% | -27.95% |
| Longest DD Days | 173.0 | 203.0 |
| Avg. Drawdown | -4.32% | -6.81% |
| Avg. Drawdown Days | 27.0 | 29.0 |
| Recovery Factor | 1.04 | 2.61 |
| Ulcer Index | 1.0 | 1.03 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-06 | 2025-05-28 | -26.26 | 173 |
| 2024-06-14 | 2024-08-24 | -8.59 | 71 |
| 2024-04-18 | 2024-05-13 | -4.50 | 25 |
| 2024-09-01 | 2024-10-15 | -4.48 | 44 |
| 2024-05-14 | 2024-05-21 | -3.83 | 7 |
| 2024-10-18 | 2024-10-30 | -2.94 | 12 |
| 2024-11-13 | 2024-11-16 | -2.44 | 3 |
| 2024-05-22 | 2024-06-05 | -2.39 | 14 |
| 2024-03-28 | 2024-04-07 | -1.67 | 10 |
| 2024-11-17 | 2024-11-21 | -0.93 | 4 |
| Metric | 2233080:btcusd:double_gx:kama105_65 | 2233080:BTCUSD |
|---|---|---|
| Best Day | 10.49% | 10.7% |
| Worst Day | -7.85% | -7.85% |
| Best Week | 8.21% | 15.55% |
| Worst Week | -5.47% | -14.34% |
| Best Month | 25.02% | 34.46% |
| Worst Month | -8.43% | -19.77% |
| Best Year | 45.11% | 46.07% |
| Worst Year | -12.22% | 18.38% |
| Avg. Up Day | 1.65% | 2.33% |
| Avg. Down Day | -1.51% | -1.58% |
| Avg. Up Week | 3.18% | 6.39% |
| Avg. Down Week | -2.28% | -5.85% |
| Avg. Up Month | 7.64% | 15.08% |
| Avg. Down Month | -7.53% | -9.21% |
| Win Days % | 49.72% | 51.15% |
| Win Month % | 60.0% | 60.0% |
| Win Week % | 51.72% | 59.38% |
| Win Quarter % | 83.33% | 66.67% |
| Win Year % | 50.0% | 100.0% |