| Metric | 2233080:btcusd:double_gx:kama105_65 | 2233080:BTCUSD |
|---|---|---|
| Time in Market | 63.0% | 100.0% |
| Cumulative Return | 7.77% | 72.92% |
| Max Drawdown | -37.0% | -27.95% |
| Sharpe | 0.35 | 1.17 |
| Sortino | 0.55 | 1.8 |
| Payoff Ratio | 1.13 | 1.23 |
| Profit Factor | 1.07 | 1.18 |
| Common Sense Ratio | 1.24 | 1.32 |
| CPC Index | 0.57 | 0.74 |
| Tail Ratio | 1.16 | 1.11 |
| Outlier Win Ratio | 8.99 | 3.42 |
| Outlier Loss Ratio | 3.75 | 3.03 |
| Volatility (ann.) | 35.54% | 49.91% |
| R^2 | 0.44 | 0.44 |
| Calmar | 0.18 | 2.09 |
| Skew | 0.84 | 0.35 |
| Kurtosis | 6.37 | 1.47 |
| Expected Daily % | 0.02% | 0.13% |
| Expected Monthly % | 0.5% | 3.72% |
| Expected Yearly % | 3.81% | 31.5% |
| Kelly Criterion | -0.32% | 11.42% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -3.03% | -4.14% |
| Expected Shortfall (cVaR) | -3.03% | -4.14% |
| Year | 2233080:BTCUSD | 2233080:btcusd:double_gx:kama105_65 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 46.07 | 13.63 | 0.30 | - |
| 2025 | 18.38 | -5.15 | -0.28 | - |
| Metric | 2233080:btcusd:double_gx:kama105_65 | 2233080:BTCUSD |
|---|---|---|
| MTD | 6.47% | 15.52% |
| 3M | 0.01% | 13.51% |
| 6M | -19.24% | 11.68% |
| YTD | -5.15% | 18.38% |
| 1Y | 5.23% | 58.86% |
| 3Y (ann.) | 6.5% | 58.5% |
| 5Y (ann.) | 6.5% | 58.5% |
| Metric | 2233080:btcusd:double_gx:kama105_65 | 2233080:BTCUSD |
|---|---|---|
| Max Drawdown | -37.0% | -27.95% |
| Longest DD Days | 216.0 | 203.0 |
| Avg. Drawdown | -10.09% | -6.81% |
| Avg. Drawdown Days | 68.0 | 29.0 |
| Recovery Factor | 0.21 | 2.61 |
| Ulcer Index | 1.03 | 1.03 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-11-24 | 2025-05-28 | -37.00 | 185 |
| 2024-04-10 | 2024-11-12 | -19.26 | 216 |
| 2024-03-28 | 2024-03-29 | -1.39 | 1 |
| 2024-11-17 | 2024-11-19 | -1.21 | 2 |
| 2024-11-13 | 2024-11-14 | -1.03 | 1 |
| 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 | -11.98% | -14.34% |
| Best Month | 27.75% | 34.46% |
| Worst Month | -13.27% | -19.77% |
| Best Year | 13.63% | 46.07% |
| Worst Year | -5.15% | 18.38% |
| Avg. Up Day | 1.85% | 2.14% |
| Avg. Down Day | -1.65% | -1.74% |
| Avg. Up Week | 4.89% | 6.35% |
| Avg. Down Week | -3.73% | -4.8% |
| Avg. Up Month | 7.38% | 14.41% |
| Avg. Down Month | -8.83% | -9.25% |
| Win Days % | 46.86% | 51.15% |
| Win Month % | 60.0% | 60.0% |
| Win Week % | 46.67% | 59.38% |
| Win Quarter % | 66.67% | 66.67% |
| Win Year % | 50.0% | 100.0% |