| Metric | 2233080:btcusd:double_gx:kama105_65 | 2233080:BTCUSD |
|---|---|---|
| Time in Market | 31.0% | 100.0% |
| Cumulative Return | 45.58% | 71.33% |
| Max Drawdown | -30.6% | -31.17% |
| Sharpe | 0.27 | 0.23 |
| Sortino | 0.4 | 0.32 |
| Payoff Ratio | 1.07 | 1.09 |
| Profit Factor | 1.08 | 1.04 |
| Common Sense Ratio | 1.21 | 1.04 |
| CPC Index | 0.58 | 0.57 |
| Tail Ratio | 1.12 | 1.0 |
| Outlier Win Ratio | 20.91 | 3.58 |
| Outlier Loss Ratio | 3.91 | 3.48 |
| Volatility (ann.) | 5.34% | 10.71% |
| R^2 | 0.25 | 0.25 |
| Calmar | 1.21 | 1.84 |
| Skew | -0.22 | -0.07 |
| Kurtosis | 32.23 | 9.1 |
| Expected Daily % | 0.0% | 0.01% |
| Expected Monthly % | 2.54% | 3.65% |
| Expected Yearly % | 20.66% | 30.89% |
| Kelly Criterion | 2.96% | 5.57% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.46% | -0.92% |
| Expected Shortfall (cVaR) | -0.46% | -0.92% |
| Year | 2233080:BTCUSD | 2233080:btcusd:double_gx:kama105_65 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 46.93 | 63.63 | 1.36 | + |
| 2025 | 16.61 | -11.03 | -0.66 | - |
| Metric | 2233080:btcusd:double_gx:kama105_65 | 2233080:BTCUSD |
|---|---|---|
| MTD | 6.31% | 15.58% |
| 3M | -1.43% | 22.89% |
| 6M | -17.87% | 17.06% |
| YTD | -11.03% | 16.61% |
| 1Y | 16.76% | 56.92% |
| 3Y (ann.) | 37.14% | 57.27% |
| 5Y (ann.) | 37.14% | 57.27% |
| Metric | 2233080:btcusd:double_gx:kama105_65 | 2233080:BTCUSD |
|---|---|---|
| Max Drawdown | -30.6% | -31.17% |
| Longest DD Days | 179.0 | 204.0 |
| Avg. Drawdown | -1.89% | -3.46% |
| Avg. Drawdown Days | 6.0 | 9.0 |
| Recovery Factor | 1.49 | 2.29 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-11-29 | 2025-05-28 | -30.60 | 179 |
| 2024-06-17 | 2024-08-23 | -12.76 | 67 |
| 2024-04-17 | 2024-05-04 | -6.26 | 17 |
| 2024-10-14 | 2024-10-29 | -4.41 | 14 |
| 2024-09-12 | 2024-10-07 | -4.34 | 24 |
| 2024-05-12 | 2024-05-15 | -4.20 | 2 |
| 2024-03-26 | 2024-04-08 | -3.94 | 12 |
| 2024-08-30 | 2024-09-12 | -3.91 | 12 |
| 2024-11-12 | 2024-11-15 | -3.65 | 3 |
| 2024-10-07 | 2024-10-14 | -3.50 | 6 |
| Metric | 2233080:btcusd:double_gx:kama105_65 | 2233080:BTCUSD |
|---|---|---|
| Best Day | 2.92% | 5.11% |
| Worst Day | -4.69% | -4.9% |
| Best Week | 13.89% | 18.93% |
| Worst Week | -7.06% | -12.33% |
| Best Month | 27.24% | 37.42% |
| Worst Month | -9.79% | -17.69% |
| Best Year | 63.63% | 46.93% |
| Worst Year | -11.03% | 16.61% |
| Avg. Up Day | 0.36% | 0.36% |
| Avg. Down Day | -0.33% | -0.33% |
| Avg. Up Week | 3.53% | 7.11% |
| Avg. Down Week | -2.19% | -3.99% |
| Avg. Up Month | 9.7% | 16.92% |
| Avg. Down Month | -6.22% | -7.53% |
| Win Days % | 49.73% | 50.79% |
| Win Month % | 53.33% | 60.0% |
| Win Week % | 55.17% | 53.12% |
| Win Quarter % | 83.33% | 66.67% |
| Win Year % | 50.0% | 100.0% |