| Metric | 2233080:btcusd:double_gx:kama105_65 | 2233080:BTCUSD |
|---|---|---|
| Time in Market | 32.0% | 100.0% |
| Cumulative Return | 36.9% | 71.33% |
| Max Drawdown | -32.24% | -31.17% |
| Sharpe | 0.23 | 0.23 |
| Sortino | 0.33 | 0.32 |
| Payoff Ratio | 1.07 | 1.08 |
| Profit Factor | 1.07 | 1.04 |
| Common Sense Ratio | 1.18 | 1.04 |
| CPC Index | 0.56 | 0.57 |
| Tail Ratio | 1.11 | 1.0 |
| Outlier Win Ratio | 20.26 | 3.59 |
| Outlier Loss Ratio | 3.96 | 3.51 |
| Volatility (ann.) | 5.42% | 10.71% |
| R^2 | 0.25 | 0.25 |
| Calmar | 0.94 | 1.84 |
| Skew | -0.27 | -0.07 |
| Kurtosis | 31.04 | 9.1 |
| Expected Daily % | 0.0% | 0.01% |
| Expected Monthly % | 2.12% | 3.65% |
| Expected Yearly % | 17.01% | 30.89% |
| Kelly Criterion | 2.4% | 5.29% |
| 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 | 59.35 | 1.26 | + |
| 2025 | 16.61 | -14.09 | -0.85 | - |
| Metric | 2233080:btcusd:double_gx:kama105_65 | 2233080:BTCUSD |
|---|---|---|
| MTD | 5.66% | 15.58% |
| 3M | -3.16% | 22.89% |
| 6M | -20.07% | 17.06% |
| YTD | -14.09% | 16.61% |
| 1Y | 12.18% | 56.92% |
| 3Y (ann.) | 30.23% | 57.27% |
| 5Y (ann.) | 30.23% | 57.27% |
| Metric | 2233080:btcusd:double_gx:kama105_65 | 2233080:BTCUSD |
|---|---|---|
| Max Drawdown | -32.24% | -31.17% |
| Longest DD Days | 173.0 | 204.0 |
| Avg. Drawdown | -2.12% | -3.46% |
| Avg. Drawdown Days | 7.0 | 9.0 |
| Recovery Factor | 1.14 | 2.29 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-05 | 2025-05-28 | -32.24 | 173 |
| 2024-06-17 | 2024-08-23 | -12.68 | 67 |
| 2024-04-17 | 2024-05-06 | -6.26 | 19 |
| 2024-05-06 | 2024-05-15 | -4.89 | 9 |
| 2024-09-12 | 2024-10-07 | -4.81 | 24 |
| 2024-10-07 | 2024-10-14 | -4.12 | 6 |
| 2024-11-12 | 2024-11-15 | -4.09 | 3 |
| 2024-08-30 | 2024-09-12 | -3.91 | 12 |
| 2024-10-18 | 2024-10-29 | -3.88 | 11 |
| 2024-03-26 | 2024-04-08 | -3.82 | 12 |
| Metric | 2233080:btcusd:double_gx:kama105_65 | 2233080:BTCUSD |
|---|---|---|
| Best Day | 2.92% | 5.11% |
| Worst Day | -4.69% | -4.9% |
| Best Week | 12.22% | 18.93% |
| Worst Week | -6.29% | -12.33% |
| Best Month | 25.16% | 37.42% |
| Worst Month | -9.18% | -17.69% |
| Best Year | 59.35% | 46.93% |
| Worst Year | -14.09% | 16.61% |
| Avg. Up Day | 0.35% | 0.36% |
| Avg. Down Day | -0.33% | -0.33% |
| Avg. Up Week | 3.83% | 7.74% |
| Avg. Down Week | -2.57% | -4.47% |
| Avg. Up Month | 8.81% | 16.92% |
| Avg. Down Month | -6.38% | -7.53% |
| Win Days % | 49.6% | 50.79% |
| Win Month % | 53.33% | 60.0% |
| Win Week % | 53.45% | 53.12% |
| Win Quarter % | 83.33% | 66.67% |
| Win Year % | 50.0% | 100.0% |