| Metric | 2233080:btcusd:double_gx:kama105_65 | 2233080:BTCUSD |
|---|---|---|
| Time in Market | 36.0% | 100.0% |
| Cumulative Return | 46.14% | 71.33% |
| Max Drawdown | -28.96% | -31.17% |
| Sharpe | 0.26 | 0.23 |
| Sortino | 0.38 | 0.32 |
| Payoff Ratio | 1.07 | 1.09 |
| Profit Factor | 1.07 | 1.04 |
| Common Sense Ratio | 1.21 | 1.04 |
| CPC Index | 0.57 | 0.57 |
| Tail Ratio | 1.13 | 1.0 |
| Outlier Win Ratio | 17.88 | 3.63 |
| Outlier Loss Ratio | 4.04 | 3.57 |
| Volatility (ann.) | 5.74% | 10.71% |
| R^2 | 0.29 | 0.29 |
| Calmar | 1.3 | 1.84 |
| Skew | -0.26 | -0.07 |
| Kurtosis | 28.1 | 9.1 |
| Expected Daily % | 0.0% | 0.01% |
| Expected Monthly % | 2.56% | 3.65% |
| Expected Yearly % | 20.89% | 30.89% |
| Kelly Criterion | 2.68% | 5.49% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.49% | -0.92% |
| Expected Shortfall (cVaR) | -0.49% | -0.92% |
| Year | 2233080:BTCUSD | 2233080:btcusd:double_gx:kama105_65 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 46.93 | 51.40 | 1.10 | + |
| 2025 | 16.61 | -3.47 | -0.21 | - |
| Metric | 2233080:btcusd:double_gx:kama105_65 | 2233080:BTCUSD |
|---|---|---|
| MTD | 6.46% | 15.58% |
| 3M | 6.31% | 22.89% |
| 6M | -11.21% | 17.06% |
| YTD | -3.47% | 16.61% |
| 1Y | 19.17% | 56.92% |
| 3Y (ann.) | 37.59% | 57.27% |
| 5Y (ann.) | 37.59% | 57.27% |
| Metric | 2233080:btcusd:double_gx:kama105_65 | 2233080:BTCUSD |
|---|---|---|
| Max Drawdown | -28.96% | -31.17% |
| Longest DD Days | 179.0 | 204.0 |
| Avg. Drawdown | -2.23% | -3.46% |
| Avg. Drawdown Days | 8.0 | 9.0 |
| Recovery Factor | 1.59 | 2.29 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-11-29 | 2025-05-28 | -28.96 | 179 |
| 2024-06-17 | 2024-10-15 | -14.34 | 119 |
| 2024-04-17 | 2024-05-04 | -6.26 | 17 |
| 2024-10-15 | 2024-10-29 | -6.07 | 14 |
| 2024-05-06 | 2024-05-15 | -5.94 | 9 |
| 2024-03-26 | 2024-04-06 | -3.82 | 11 |
| 2024-10-29 | 2024-11-06 | -3.69 | 7 |
| 2024-11-12 | 2024-11-13 | -3.65 | 1 |
| 2024-05-21 | 2024-06-05 | -3.39 | 15 |
| 2024-11-15 | 2024-11-21 | -3.33 | 5 |
| Metric | 2233080:btcusd:double_gx:kama105_65 | 2233080:BTCUSD |
|---|---|---|
| Best Day | 2.92% | 5.11% |
| Worst Day | -4.69% | -4.9% |
| Best Week | 19.14% | 18.93% |
| Worst Week | -5.32% | -12.33% |
| Best Month | 31.36% | 37.42% |
| Worst Month | -7.77% | -17.69% |
| Best Year | 51.4% | 46.93% |
| Worst Year | -3.47% | 16.61% |
| Avg. Up Day | 0.35% | 0.36% |
| Avg. Down Day | -0.33% | -0.33% |
| Avg. Up Week | 4.0% | 7.11% |
| Avg. Down Week | -2.25% | -4.84% |
| Avg. Up Month | 10.72% | 16.92% |
| Avg. Down Month | -6.23% | -7.53% |
| Win Days % | 49.59% | 50.79% |
| Win Month % | 53.33% | 60.0% |
| Win Week % | 53.45% | 53.12% |
| Win Quarter % | 66.67% | 66.67% |
| Win Year % | 50.0% | 100.0% |