| Metric | 2233080:btcusd:double_gx:kama105_65 | 2233080:BTCUSD |
|---|---|---|
| Time in Market | 45.0% | 100.0% |
| Cumulative Return | 45.58% | 72.92% |
| Max Drawdown | -29.52% | -27.95% |
| Sharpe | 1.28 | 1.17 |
| Sortino | 2.23 | 1.8 |
| Payoff Ratio | 1.17 | 1.53 |
| Profit Factor | 1.37 | 1.18 |
| Common Sense Ratio | 1.5 | 1.32 |
| CPC Index | 0.81 | 0.93 |
| Tail Ratio | 1.1 | 1.11 |
| Outlier Win Ratio | 14.56 | 3.32 |
| Outlier Loss Ratio | 4.1 | 2.71 |
| Volatility (ann.) | 27.67% | 49.91% |
| R^2 | 0.29 | 0.29 |
| Calmar | 1.26 | 2.09 |
| Skew | 1.66 | 0.35 |
| Kurtosis | 13.98 | 1.47 |
| Expected Daily % | 0.09% | 0.13% |
| Expected Monthly % | 2.54% | 3.72% |
| Expected Yearly % | 20.66% | 31.5% |
| Kelly Criterion | 8.16% | 19.27% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.29% | -4.14% |
| Expected Shortfall (cVaR) | -2.29% | -4.14% |
| Year | 2233080:BTCUSD | 2233080:btcusd:double_gx:kama105_65 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 46.07 | 63.63 | 1.38 | + |
| 2025 | 18.38 | -11.03 | -0.60 | - |
| Metric | 2233080:btcusd:double_gx:kama105_65 | 2233080:BTCUSD |
|---|---|---|
| MTD | 6.31% | 15.52% |
| 3M | -1.43% | 13.51% |
| 6M | -17.87% | 11.68% |
| YTD | -11.03% | 18.38% |
| 1Y | 16.76% | 58.86% |
| 3Y (ann.) | 37.14% | 58.5% |
| 5Y (ann.) | 37.14% | 58.5% |
| Metric | 2233080:btcusd:double_gx:kama105_65 | 2233080:BTCUSD |
|---|---|---|
| Max Drawdown | -29.52% | -27.95% |
| Longest DD Days | 178.0 | 203.0 |
| Avg. Drawdown | -4.06% | -6.81% |
| Avg. Drawdown Days | 22.0 | 29.0 |
| Recovery Factor | 1.54 | 2.61 |
| Ulcer Index | 1.0 | 1.03 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-01 | 2025-05-28 | -29.52 | 178 |
| 2024-06-14 | 2024-08-24 | -11.03 | 71 |
| 2024-04-18 | 2024-05-06 | -4.50 | 18 |
| 2024-05-14 | 2024-05-16 | -3.83 | 2 |
| 2024-09-14 | 2024-10-07 | -3.80 | 23 |
| 2024-03-28 | 2024-04-09 | -2.95 | 12 |
| 2024-10-16 | 2024-10-30 | -2.91 | 14 |
| 2024-10-08 | 2024-10-15 | -2.60 | 7 |
| 2024-05-22 | 2024-06-05 | -2.21 | 14 |
| 2024-09-01 | 2024-09-13 | -1.87 | 12 |
| Metric | 2233080:btcusd:double_gx:kama105_65 | 2233080:BTCUSD |
|---|---|---|
| Best Day | 10.49% | 10.7% |
| Worst Day | -7.85% | -7.85% |
| Best Week | 9.67% | 15.55% |
| Worst Week | -7.14% | -14.34% |
| Best Month | 27.95% | 34.46% |
| Worst Month | -9.66% | -19.77% |
| Best Year | 63.63% | 46.07% |
| Worst Year | -11.03% | 18.38% |
| Avg. Up Day | 1.73% | 2.32% |
| Avg. Down Day | -1.48% | -1.51% |
| Avg. Up Week | 3.37% | 6.14% |
| Avg. Down Week | -2.31% | -5.71% |
| Avg. Up Month | 8.42% | 15.19% |
| Avg. Down Month | -6.9% | -9.66% |
| Win Days % | 50.52% | 51.15% |
| Win Month % | 60.0% | 60.0% |
| Win Week % | 55.17% | 59.38% |
| Win Quarter % | 83.33% | 66.67% |
| Win Year % | 50.0% | 100.0% |