| Metric | 2233080:btcusd:double_gx:kama105_65 | 2233080:BTCUSD |
|---|---|---|
| Time in Market | 46.0% | 100.0% |
| Cumulative Return | 36.9% | 72.92% |
| Max Drawdown | -31.23% | -27.95% |
| Sharpe | 1.09 | 1.17 |
| Sortino | 1.89 | 1.8 |
| Payoff Ratio | 1.18 | 1.57 |
| Profit Factor | 1.3 | 1.18 |
| Common Sense Ratio | 1.41 | 1.32 |
| CPC Index | 0.77 | 0.95 |
| Tail Ratio | 1.08 | 1.11 |
| Outlier Win Ratio | 14.52 | 3.32 |
| Outlier Loss Ratio | 4.07 | 2.69 |
| Volatility (ann.) | 27.72% | 49.91% |
| R^2 | 0.29 | 0.29 |
| Calmar | 0.97 | 2.09 |
| Skew | 1.69 | 0.35 |
| Kurtosis | 13.97 | 1.47 |
| Expected Daily % | 0.07% | 0.13% |
| Expected Monthly % | 2.12% | 3.72% |
| Expected Yearly % | 17.01% | 31.5% |
| Kelly Criterion | 7.32% | 20.05% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.3% | -4.14% |
| Expected Shortfall (cVaR) | -2.3% | -4.14% |
| Year | 2233080:BTCUSD | 2233080:btcusd:double_gx:kama105_65 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 46.07 | 59.35 | 1.29 | + |
| 2025 | 18.38 | -14.09 | -0.77 | - |
| Metric | 2233080:btcusd:double_gx:kama105_65 | 2233080:BTCUSD |
|---|---|---|
| MTD | 5.66% | 15.52% |
| 3M | -3.16% | 13.51% |
| 6M | -20.07% | 11.68% |
| YTD | -14.09% | 18.38% |
| 1Y | 12.18% | 58.86% |
| 3Y (ann.) | 30.23% | 58.5% |
| 5Y (ann.) | 30.23% | 58.5% |
| Metric | 2233080:btcusd:double_gx:kama105_65 | 2233080:BTCUSD |
|---|---|---|
| Max Drawdown | -31.23% | -27.95% |
| Longest DD Days | 173.0 | 203.0 |
| Avg. Drawdown | -4.1% | -6.81% |
| Avg. Drawdown Days | 20.0 | 29.0 |
| Recovery Factor | 1.18 | 2.61 |
| Ulcer Index | 1.0 | 1.03 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-06 | 2025-05-28 | -31.23 | 173 |
| 2024-06-14 | 2024-08-24 | -10.95 | 71 |
| 2024-04-18 | 2024-05-13 | -4.50 | 25 |
| 2024-09-14 | 2024-10-07 | -4.21 | 23 |
| 2024-05-14 | 2024-05-16 | -3.83 | 2 |
| 2024-10-08 | 2024-10-15 | -3.23 | 7 |
| 2024-11-13 | 2024-11-16 | -2.87 | 3 |
| 2024-10-22 | 2024-10-30 | -2.86 | 8 |
| 2024-03-28 | 2024-04-09 | -2.67 | 12 |
| 2024-05-22 | 2024-06-05 | -1.99 | 14 |
| Metric | 2233080:btcusd:double_gx:kama105_65 | 2233080:BTCUSD |
|---|---|---|
| Best Day | 10.49% | 10.7% |
| Worst Day | -7.85% | -7.85% |
| Best Week | 8.53% | 15.55% |
| Worst Week | -7.06% | -14.34% |
| Best Month | 25.95% | 34.46% |
| Worst Month | -11.08% | -19.77% |
| Best Year | 59.35% | 46.07% |
| Worst Year | -14.09% | 18.38% |
| Avg. Up Day | 1.69% | 2.34% |
| Avg. Down Day | -1.43% | -1.49% |
| Avg. Up Week | 3.29% | 6.14% |
| Avg. Down Week | -2.7% | -5.6% |
| Avg. Up Month | 7.66% | 15.19% |
| Avg. Down Month | -7.05% | -9.66% |
| Win Days % | 49.75% | 51.15% |
| Win Month % | 60.0% | 60.0% |
| Win Week % | 56.9% | 59.38% |
| Win Quarter % | 83.33% | 66.67% |
| Win Year % | 50.0% | 100.0% |