| Metric | 2233080:btcusd:double_gx:kama105_65 | 2233080:BTCUSD |
|---|---|---|
| Time in Market | 55.0% | 100.0% |
| Cumulative Return | 44.13% | 72.92% |
| Max Drawdown | -26.0% | -27.95% |
| Sharpe | 1.15 | 1.17 |
| Sortino | 1.96 | 1.8 |
| Payoff Ratio | 1.26 | 1.43 |
| Profit Factor | 1.27 | 1.18 |
| Common Sense Ratio | 1.76 | 1.32 |
| CPC Index | 0.78 | 0.86 |
| Tail Ratio | 1.38 | 1.11 |
| Outlier Win Ratio | 10.8 | 3.35 |
| Outlier Loss Ratio | 4.04 | 2.84 |
| Volatility (ann.) | 30.89% | 49.91% |
| R^2 | 0.36 | 0.36 |
| Calmar | 1.38 | 2.09 |
| Skew | 1.33 | 0.35 |
| Kurtosis | 9.1 | 1.47 |
| Expected Daily % | 0.08% | 0.13% |
| Expected Monthly % | 2.47% | 3.72% |
| Expected Yearly % | 20.05% | 31.5% |
| Kelly Criterion | 7.59% | 16.91% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.56% | -4.14% |
| Expected Shortfall (cVaR) | -2.56% | -4.14% |
| Year | 2233080:BTCUSD | 2233080:btcusd:double_gx:kama105_65 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 46.07 | 41.50 | 0.90 | - |
| 2025 | 18.38 | 1.86 | 0.10 | - |
| Metric | 2233080:btcusd:double_gx:kama105_65 | 2233080:BTCUSD |
|---|---|---|
| MTD | 9.68% | 15.52% |
| 3M | 10.11% | 13.51% |
| 6M | -5.23% | 11.68% |
| YTD | 1.86% | 18.38% |
| 1Y | 22.28% | 58.86% |
| 3Y (ann.) | 35.99% | 58.5% |
| 5Y (ann.) | 35.99% | 58.5% |
| Metric | 2233080:btcusd:double_gx:kama105_65 | 2233080:BTCUSD |
|---|---|---|
| Max Drawdown | -26.0% | -27.95% |
| Longest DD Days | 176.0 | 203.0 |
| Avg. Drawdown | -5.54% | -6.81% |
| Avg. Drawdown Days | 45.0 | 29.0 |
| Recovery Factor | 1.7 | 2.61 |
| Ulcer Index | 1.01 | 1.03 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-03 | 2025-05-28 | -26.00 | 176 |
| 2024-05-22 | 2024-11-11 | -11.78 | 173 |
| 2024-04-10 | 2024-05-16 | -6.07 | 36 |
| 2024-03-28 | 2024-03-29 | -1.39 | 1 |
| 2024-11-17 | 2024-11-21 | -1.21 | 4 |
| 2024-11-13 | 2024-11-14 | -1.03 | 1 |
| 2024-05-17 | 2024-05-18 | -0.91 | 1 |
| 2024-11-24 | 2024-12-02 | -0.85 | 8 |
| 2024-03-25 | 2024-03-26 | -0.64 | 1 |
| Metric | 2233080:btcusd:double_gx:kama105_65 | 2233080:BTCUSD |
|---|---|---|
| Best Day | 10.49% | 10.7% |
| Worst Day | -7.85% | -7.85% |
| Best Week | 16.04% | 15.55% |
| Worst Week | -7.71% | -14.34% |
| Best Month | 29.38% | 34.46% |
| Worst Month | -10.11% | -19.77% |
| Best Year | 41.5% | 46.07% |
| Worst Year | 1.86% | 18.38% |
| Avg. Up Day | 1.82% | 2.25% |
| Avg. Down Day | -1.45% | -1.58% |
| Avg. Up Week | 4.02% | 6.01% |
| Avg. Down Week | -2.96% | -5.2% |
| Avg. Up Month | 9.29% | 15.19% |
| Avg. Down Month | -6.32% | -9.66% |
| Win Days % | 48.52% | 51.15% |
| Win Month % | 60.0% | 60.0% |
| Win Week % | 53.45% | 59.38% |
| Win Quarter % | 83.33% | 66.67% |
| Win Year % | 100.0% | 100.0% |