| Metric | 3083168:btcusd:triple_gx:kama85_75_40 | 3083168:BTCUSD |
|---|---|---|
| Time in Market | 56.0% | 100.0% |
| Cumulative Return | 34.19% | 36.07% |
| Max Drawdown | -27.69% | -27.95% |
| Sharpe | 0.73 | 0.64 |
| Sortino | 1.17 | 0.95 |
| Payoff Ratio | 1.17 | 1.27 |
| Profit Factor | 1.16 | 1.1 |
| Common Sense Ratio | 1.38 | 1.16 |
| CPC Index | 0.66 | 0.69 |
| Tail Ratio | 1.18 | 1.06 |
| Outlier Win Ratio | 9.99 | 3.42 |
| Outlier Loss Ratio | 3.84 | 3.11 |
| Volatility (ann.) | 31.25% | 46.0% |
| R^2 | 0.44 | 0.44 |
| Calmar | 0.71 | 0.74 |
| Skew | 1.1 | 0.29 |
| Kurtosis | 10.06 | 1.86 |
| Expected Daily % | 0.05% | 0.05% |
| Expected Monthly % | 1.41% | 1.48% |
| Expected Yearly % | 15.84% | 16.65% |
| Kelly Criterion | 4.38% | 10.18% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -2.63% | -3.88% |
| Expected Shortfall (cVaR) | -2.63% | -3.88% |
| Year | 3083168:BTCUSD | 3083168:btcusd:triple_gx:kama85_75_40 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 31.85 | 65.70 | 2.06 | + |
| 2025 | 3.20 | -19.01 | -5.94 | - |
| Metric | 3083168:btcusd:triple_gx:kama85_75_40 | 3083168:BTCUSD |
|---|---|---|
| MTD | -1.0% | -12.86% |
| 3M | -7.23% | -19.17% |
| 6M | -14.27% | -7.87% |
| YTD | -19.01% | 3.2% |
| 1Y | -17.97% | 4.59% |
| 3Y (ann.) | 19.7% | 20.72% |
| 5Y (ann.) | 19.7% | 20.72% |
| Metric | 3083168:btcusd:triple_gx:kama85_75_40 | 3083168:BTCUSD |
|---|---|---|
| Max Drawdown | -27.69% | -27.95% |
| Longest DD Days | 333.0 | 203.0 |
| Avg. Drawdown | -4.43% | -8.01% |
| Avg. Drawdown Days | 27.0 | 33.0 |
| Recovery Factor | 1.23 | 1.29 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-19 | 2025-11-17 | -27.69 | 333 |
| 2024-05-21 | 2024-07-16 | -10.08 | 56 |
| 2024-04-02 | 2024-05-16 | -9.08 | 44 |
| 2024-07-23 | 2024-08-09 | -8.84 | 17 |
| 2024-08-10 | 2024-09-14 | -5.28 | 35 |
| 2024-12-08 | 2024-12-16 | -4.24 | 8 |
| 2024-10-08 | 2024-10-16 | -3.99 | 8 |
| 2024-09-15 | 2024-09-21 | -3.79 | 6 |
| 2024-09-29 | 2024-10-07 | -2.89 | 8 |
| 2024-10-31 | 2024-11-07 | -2.33 | 7 |
| Metric | 3083168:btcusd:triple_gx:kama85_75_40 | 3083168:BTCUSD |
|---|---|---|
| Best Day | 10.7% | 10.7% |
| Worst Day | -7.85% | -7.85% |
| Best Week | 15.67% | 15.55% |
| Worst Week | -13.99% | -14.34% |
| Best Month | 28.58% | 34.46% |
| Worst Month | -12.28% | -19.77% |
| Best Year | 65.7% | 31.85% |
| Worst Year | -19.01% | 3.2% |
| Avg. Up Day | 1.72% | 2.02% |
| Avg. Down Day | -1.47% | -1.59% |
| Avg. Up Week | 3.81% | 5.47% |
| Avg. Down Week | -2.98% | -4.65% |
| Avg. Up Month | 9.62% | 13.05% |
| Avg. Down Month | -5.56% | -7.56% |
| Win Days % | 48.49% | 49.75% |
| Win Month % | 47.62% | 52.38% |
| Win Week % | 52.56% | 56.32% |
| Win Quarter % | 50.0% | 50.0% |
| Win Year % | 50.0% | 100.0% |