| Metric | 2233080:btcusd:double_gx:kama105_65 | 2233080:BTCUSD |
|---|---|---|
| Time in Market | 42.0% | 100.0% |
| Cumulative Return | 44.13% | 71.33% |
| Max Drawdown | -26.76% | -31.17% |
| Sharpe | 0.24 | 0.23 |
| Sortino | 0.34 | 0.32 |
| Payoff Ratio | 1.05 | 1.06 |
| Profit Factor | 1.06 | 1.04 |
| Common Sense Ratio | 1.18 | 1.04 |
| CPC Index | 0.56 | 0.56 |
| Tail Ratio | 1.11 | 1.0 |
| Outlier Win Ratio | 15.32 | 3.74 |
| Outlier Loss Ratio | 4.14 | 3.69 |
| Volatility (ann.) | 6.17% | 10.71% |
| R^2 | 0.33 | 0.33 |
| Calmar | 1.34 | 1.84 |
| Skew | -0.19 | -0.07 |
| Kurtosis | 22.49 | 9.1 |
| Expected Daily % | 0.0% | 0.01% |
| Expected Monthly % | 2.47% | 3.65% |
| Expected Yearly % | 20.05% | 30.89% |
| Kelly Criterion | 2.2% | 4.41% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.53% | -0.92% |
| Expected Shortfall (cVaR) | -0.53% | -0.92% |
| Year | 2233080:BTCUSD | 2233080:btcusd:double_gx:kama105_65 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 46.93 | 41.50 | 0.88 | - |
| 2025 | 16.61 | 1.86 | 0.11 | - |
| Metric | 2233080:btcusd:double_gx:kama105_65 | 2233080:BTCUSD |
|---|---|---|
| MTD | 9.68% | 15.58% |
| 3M | 10.11% | 22.89% |
| 6M | -5.23% | 17.06% |
| YTD | 1.86% | 16.61% |
| 1Y | 22.28% | 56.92% |
| 3Y (ann.) | 35.99% | 57.27% |
| 5Y (ann.) | 35.99% | 57.27% |
| Metric | 2233080:btcusd:double_gx:kama105_65 | 2233080:BTCUSD |
|---|---|---|
| Max Drawdown | -26.76% | -31.17% |
| Longest DD Days | 179.0 | 204.0 |
| Avg. Drawdown | -2.24% | -3.46% |
| Avg. Drawdown Days | 9.0 | 9.0 |
| Recovery Factor | 1.65 | 2.29 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-11-29 | 2025-05-28 | -26.76 | 179 |
| 2024-06-17 | 2024-11-11 | -13.30 | 146 |
| 2024-04-08 | 2024-05-15 | -7.71 | 37 |
| 2024-03-26 | 2024-03-28 | -3.82 | 2 |
| 2024-05-21 | 2024-06-05 | -3.80 | 15 |
| 2024-11-12 | 2024-11-13 | -3.65 | 1 |
| 2024-06-05 | 2024-06-17 | -3.04 | 12 |
| 2024-03-23 | 2024-03-25 | -2.83 | 1 |
| 2024-11-15 | 2024-11-18 | -2.83 | 2 |
| 2024-11-18 | 2024-11-18 | -2.77 | 0 |
| Metric | 2233080:btcusd:double_gx:kama105_65 | 2233080:BTCUSD |
|---|---|---|
| Best Day | 2.92% | 5.11% |
| Worst Day | -4.69% | -4.9% |
| Best Week | 19.43% | 18.93% |
| Worst Week | -5.33% | -12.33% |
| Best Month | 32.23% | 37.42% |
| Worst Month | -7.77% | -17.69% |
| Best Year | 41.5% | 46.93% |
| Worst Year | 1.86% | 16.61% |
| Avg. Up Day | 0.35% | 0.35% |
| Avg. Down Day | -0.33% | -0.33% |
| Avg. Up Week | 4.83% | 7.5% |
| Avg. Down Week | -2.3% | -4.47% |
| Avg. Up Month | 9.24% | 15.89% |
| Avg. Down Month | -5.64% | -7.53% |
| Win Days % | 49.86% | 50.79% |
| Win Month % | 60.0% | 60.0% |
| Win Week % | 46.55% | 53.12% |
| Win Quarter % | 66.67% | 66.67% |
| Win Year % | 100.0% | 100.0% |