| Metric | 2233080:btcusd:double_gx:kama105_65 | 2233080:BTCUSD |
|---|---|---|
| Time in Market | 48.0% | 100.0% |
| Cumulative Return | 40.48% | 72.92% |
| Max Drawdown | -27.59% | -27.95% |
| Sharpe | 1.15 | 1.17 |
| Sortino | 2.01 | 1.8 |
| Payoff Ratio | 1.26 | 1.49 |
| Profit Factor | 1.31 | 1.18 |
| Common Sense Ratio | 2.0 | 1.32 |
| CPC Index | 0.79 | 0.9 |
| Tail Ratio | 1.53 | 1.11 |
| Outlier Win Ratio | 13.28 | 3.32 |
| Outlier Loss Ratio | 4.13 | 2.69 |
| Volatility (ann.) | 28.33% | 49.91% |
| R^2 | 0.32 | 0.32 |
| Calmar | 1.2 | 2.09 |
| Skew | 1.65 | 0.35 |
| Kurtosis | 12.73 | 1.47 |
| Expected Daily % | 0.08% | 0.13% |
| Expected Monthly % | 2.29% | 3.72% |
| Expected Yearly % | 18.52% | 31.5% |
| Kelly Criterion | 6.98% | 18.41% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.35% | -4.14% |
| Expected Shortfall (cVaR) | -2.35% | -4.14% |
| Year | 2233080:BTCUSD | 2233080:btcusd:double_gx:kama105_65 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 46.07 | 47.89 | 1.04 | + |
| 2025 | 18.38 | -5.01 | -0.27 | - |
| Metric | 2233080:btcusd:double_gx:kama105_65 | 2233080:BTCUSD |
|---|---|---|
| MTD | 5.14% | 15.52% |
| 3M | 4.92% | 13.51% |
| 6M | -12.25% | 11.68% |
| YTD | -5.01% | 18.38% |
| 1Y | 16.61% | 58.86% |
| 3Y (ann.) | 33.09% | 58.5% |
| 5Y (ann.) | 33.09% | 58.5% |
| Metric | 2233080:btcusd:double_gx:kama105_65 | 2233080:BTCUSD |
|---|---|---|
| Max Drawdown | -27.59% | -27.95% |
| Longest DD Days | 176.0 | 203.0 |
| Avg. Drawdown | -4.84% | -6.81% |
| Avg. Drawdown Days | 37.0 | 29.0 |
| Recovery Factor | 1.47 | 2.61 |
| Ulcer Index | 1.01 | 1.03 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-03 | 2025-05-28 | -27.59 | 176 |
| 2024-06-07 | 2024-10-30 | -11.88 | 145 |
| 2024-04-18 | 2024-05-16 | -5.07 | 28 |
| 2024-03-28 | 2024-04-09 | -2.31 | 12 |
| 2024-05-22 | 2024-06-05 | -1.65 | 14 |
| 2024-11-13 | 2024-11-16 | -1.64 | 3 |
| 2024-11-17 | 2024-11-21 | -0.86 | 4 |
| 2024-11-24 | 2024-12-02 | -0.68 | 8 |
| 2024-03-25 | 2024-03-26 | -0.64 | 1 |
| 2024-05-17 | 2024-05-21 | -0.55 | 4 |
| Metric | 2233080:btcusd:double_gx:kama105_65 | 2233080:BTCUSD |
|---|---|---|
| Best Day | 10.49% | 10.7% |
| Worst Day | -7.85% | -7.85% |
| Best Week | 10.43% | 15.55% |
| Worst Week | -7.71% | -14.34% |
| Best Month | 27.99% | 34.46% |
| Worst Month | -10.11% | -19.77% |
| Best Year | 47.89% | 46.07% |
| Worst Year | -5.01% | 18.38% |
| Avg. Up Day | 1.76% | 2.3% |
| Avg. Down Day | -1.39% | -1.54% |
| Avg. Up Week | 3.76% | 6.43% |
| Avg. Down Week | -2.31% | -5.51% |
| Avg. Up Month | 8.64% | 15.19% |
| Avg. Down Month | -6.82% | -9.66% |
| Win Days % | 48.08% | 51.15% |
| Win Month % | 60.0% | 60.0% |
| Win Week % | 50.0% | 59.38% |
| Win Quarter % | 83.33% | 66.67% |
| Win Year % | 50.0% | 100.0% |