| Metric | 2233080:btcusd:double_gx:kama105_65 | 2233080:BTCUSD |
|---|---|---|
| Time in Market | 52.0% | 100.0% |
| Cumulative Return | 125.2% | 293.65% |
| Max Drawdown | -37.69% | -32.34% |
| Sharpe | 0.32 | 0.38 |
| Sortino | 0.46 | 0.55 |
| Payoff Ratio | 1.03 | 1.04 |
| Profit Factor | 1.07 | 1.06 |
| Common Sense Ratio | 1.18 | 1.1 |
| CPC Index | 0.56 | 0.57 |
| Tail Ratio | 1.1 | 1.03 |
| Outlier Win Ratio | 11.61 | 3.99 |
| Outlier Loss Ratio | 4.13 | 3.95 |
| Volatility (ann.) | 7.22% | 10.48% |
| R^2 | 0.47 | 0.47 |
| Calmar | 1.69 | 4.01 |
| Skew | -0.28 | -0.02 |
| Kurtosis | 20.45 | 9.12 |
| Expected Daily % | 0.01% | 0.01% |
| Expected Monthly % | 4.14% | 7.09% |
| Expected Yearly % | 31.08% | 57.9% |
| Kelly Criterion | 3.02% | 4.17% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.62% | -0.89% |
| Expected Shortfall (cVaR) | -0.62% | -0.89% |
| Year | 2233080:BTCUSD | 2233080:btcusd:double_gx:kama105_65 | Multiplier | Won |
|---|---|---|---|---|
| 2023 | 52.75 | 31.21 | 0.59 | - |
| 2024 | 121.00 | 80.95 | 0.67 | - |
| 2025 | 16.61 | -5.15 | -0.31 | - |
| Metric | 2233080:btcusd:double_gx:kama105_65 | 2233080:BTCUSD |
|---|---|---|
| MTD | 6.47% | 15.58% |
| 3M | 0.01% | 22.89% |
| 6M | -17.56% | 17.06% |
| YTD | -5.15% | 16.61% |
| 1Y | 5.23% | 56.92% |
| 3Y (ann.) | 63.73% | 129.84% |
| 5Y (ann.) | 63.73% | 129.84% |
| Metric | 2233080:btcusd:double_gx:kama105_65 | 2233080:BTCUSD |
|---|---|---|
| Max Drawdown | -37.69% | -32.34% |
| Longest DD Days | 217.0 | 236.0 |
| Avg. Drawdown | -2.06% | -2.28% |
| Avg. Drawdown Days | 6.0 | 5.0 |
| Recovery Factor | 3.32 | 9.08 |
| Ulcer Index | inf | 1.0 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-11-22 | 2025-05-28 | -37.69 | 186 |
| 2024-04-08 | 2024-11-11 | -20.48 | 217 |
| 2024-01-11 | 2024-02-09 | -10.71 | 29 |
| 2024-03-05 | 2024-03-08 | -9.81 | 3 |
| 2023-12-14 | 2024-01-08 | -8.39 | 25 |
| 2024-03-14 | 2024-04-06 | -6.93 | 22 |
| 2023-11-09 | 2023-11-24 | -5.50 | 15 |
| 2024-01-08 | 2024-01-11 | -5.06 | 2 |
| 2023-11-02 | 2023-11-09 | -4.05 | 6 |
| 2023-11-24 | 2023-12-03 | -3.88 | 8 |
| Metric | 2233080:btcusd:double_gx:kama105_65 | 2233080:BTCUSD |
|---|---|---|
| Best Day | 4.96% | 5.23% |
| Worst Day | -4.9% | -4.9% |
| Best Week | 19.43% | 23.06% |
| Worst Week | -7.83% | -12.33% |
| Best Month | 35.15% | 43.77% |
| Worst Month | -12.79% | -17.69% |
| Best Year | 80.95% | 121.0% |
| Worst Year | -5.15% | 16.61% |
| Avg. Up Day | 0.35% | 0.36% |
| Avg. Down Day | -0.34% | -0.34% |
| Avg. Up Week | 5.16% | 7.23% |
| Avg. Down Week | -2.47% | -3.99% |
| Avg. Up Month | 10.79% | 16.1% |
| Avg. Down Month | -8.29% | -9.02% |
| Win Days % | 50.68% | 51.05% |
| Win Month % | 70.0% | 70.0% |
| Win Week % | 48.19% | 57.3% |
| Win Quarter % | 57.14% | 71.43% |
| Win Year % | 66.67% | 100.0% |